| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 22501 | 0.029 | 73.94 | 2490394 |
| POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 5674 | 0.0406 | 49.43 | 1184911 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10218.98 |
| Total net P/L: | 218.98 | Total ROI: | 2.19 % |
| CAGR: | 2.21 % | Max. DD: | 10.80 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.302 |
| Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
| Total days: | 361 | ||
| Commissions: | 37.50 | Comm.% P/L | 14.62 % |
| Total Transactions: | 36 | Log. Linearity: | 3.310 % |
| Total | Long |
Short |
CMS | POR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 256.48 | -467.51 | 723.99 | -1551.41 | 1807.89 |
| Total Profit | 1035.61 | 93.96 | 941.65 | 773.26 | 2545.05 |
| Total Loss | 779.13 | 561.47 | 217.66 | 2324.67 | 737.16 |
| Profit Factor | 1.33 | 0.17 | 4.33 | 0.33 | 3.45 |
| Trades | 9 | 4 | 5 | 9 | 9 |
| Winning Trades | 5 | 1 | 4 | 2 | 6 |
| Losing Trades | 4 | 3 | 1 | 7 | 3 |
| % Profitable | 55.00 | 25.00 | 80.00 | 22.00 | 66.00 |
| Profit/Loss Per Trade % | 0.28 | -1.15 | 1.45 | -1.79 | 1.96 |
| Profit Per Trade % | 2.11 | 0.99 | 2.39 | 4.02 | 4.30 |
| Loss Per Trade % | 1.95 | 1.85 | 2.25 | 3.34 | 2.51 |
| Days In Trade | 150 | 80 | 70 | 150 | 150 |
| Days In Trade (Avg. Per Trade) | 16.67 | 20.00 | 14.00 | 16.67 | 16.67 |
| % Days In Trade | 41.55 | 22.16 | 19.39 | 41.55 | 41.55 |