Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AEP | American Electric Power Co Inc | Utilities | Utilities - Regulated Electric | 56977 | 0.0348 | 106.7 | 3293499 |
POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 4744 | 0.0485 | 42.98 | 1045255 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 9286.83 |
Total net P/L: | -713.16 | Total ROI: | -7.13 % |
CAGR: | -6.18 % | Max. DD: | 10.47 % |
System Score: | -0.018 | Sharpe Ratio: | -0.806 |
Start Date: | 2023-01-02 | End Date: | 2024-02-29 |
Total days: | 423 | ||
Commissions: | 37.94 | Comm.% P/L | 5.62 % |
Total Transactions: | 36 | Log. Linearity: | 14.259 % |
Total | ![]() |
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AEP | POR | |
---|---|---|---|---|---|
Total Profit/Loss | -675.23 | -827.47 | 152.25 | -1613.82 | 938.59 |
Total Profit | 900.71 | 0.00 | 900.71 | 659.85 | 1218.25 |
Total Loss | 1575.93 | 827.47 | 748.46 | 2273.66 | 279.66 |
Profit Factor | 0.57 | 0.00 | 1.20 | 0.29 | 4.36 |
Trades | 9 | 3 | 6 | 9 | 9 |
Winning Trades | 4 | 0 | 4 | 2 | 7 |
Losing Trades | 5 | 3 | 2 | 7 | 2 |
% Profitable | 44.00 | 0.00 | 66.00 | 22.00 | 77.00 |
Profit/Loss Per Trade % | -0.78 | -2.77 | 0.23 | -1.83 | 1.03 |
Profit Per Trade % | 2.31 | 0.00 | 2.31 | 3.45 | 1.76 |
Loss Per Trade % | 3.12 | 2.77 | 3.66 | 3.23 | 1.47 |
Days In Trade | 115 | 63 | 52 | 115 | 115 |
Days In Trade (Avg. Per Trade) | 12.78 | 21.00 | 8.67 | 12.78 | 12.78 |
% Days In Trade | 27.19 | 14.89 | 12.29 | 27.19 | 27.19 |