Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 18877 | 0.0326 | 62.96 | 2439884 |
POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 4886 | 0.0418 | 47.42 | 991193 |
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 | ![]() |
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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 |