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 | 53699 | 0.0371 | 100.83 | 2838791 |
POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 4344 | 0.0489 | 41.19 | 984475 |
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: | 50000.00 | Final Equity: | 47847.64 |
Total net P/L: | -2152.36 | Total ROI: | -4.30 % |
CAGR: | -24.19 % | Max. DD: | 7.81 % |
System Score: | -0.005 | Sharpe Ratio: | -0.762 |
Start Date: | 2024-01-02 | End Date: | 2024-02-29 |
Total days: | 58 | ||
Commissions: | 55.44 | Comm.% P/L | 2.64 % |
Total Transactions: | 12 | Log. Linearity: | 5.731 % |
Total | ![]() |
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AEP | POR | |
---|---|---|---|---|---|
Total Profit/Loss | -2096.92 | 0.00 | -2096.92 | -2619.11 | 522.19 |
Total Profit | 1768.97 | 0.00 | 1768.97 | 1598.03 | 534.10 |
Total Loss | 3865.89 | 0.00 | 3865.89 | 4217.14 | 11.91 |
Profit Factor | 0.46 | 0.00 | 0.46 | 0.38 | 44.84 |
Trades | 3 | 0 | 3 | 3 | 3 |
Winning Trades | 1 | 0 | 1 | 1 | 2 |
Losing Trades | 2 | 0 | 2 | 2 | 1 |
% Profitable | 33.00 | 0.00 | 33.00 | 33.00 | 66.00 |
Profit/Loss Per Trade % | -1.42 | 0.00 | -1.42 | -1.77 | 0.34 |
Profit Per Trade % | 3.54 | 0.00 | 3.54 | 3.20 | 0.52 |
Loss Per Trade % | 3.67 | 0.00 | 3.67 | 4.00 | 0.02 |
Days In Trade | 29 | 0 | 29 | 29 | 29 |
Days In Trade (Avg. Per Trade) | 9.67 | 0.00 | 9.67 | 9.67 | 9.67 |
% Days In Trade | 50.00 | 0.00 | 50.00 | 50.00 | 50.00 |