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 | 54175 | 0.0347 | 101.37 | 3166621 |
POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 4820 | 0.0421 | 46.77 | 949117 |
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: | 46488.71 |
Total net P/L: | -3511.28 | Total ROI: | -7.02 % |
CAGR: | -6.09 % | Max. DD: | 10.49 % |
System Score: | -0.016 | Sharpe Ratio: | -0.794 |
Start Date: | 2023-01-02 | End Date: | 2024-02-29 |
Total days: | 423 | ||
Commissions: | 133.75 | Comm.% P/L | 3.96 % |
Total Transactions: | 32 | Log. Linearity: | 13.880 % |
Total | Long | Short | AEP | POR | |
---|---|---|---|---|---|
Total Profit/Loss | -3377.53 | -4161.49 | 783.96 | -8089.24 | 4711.71 |
Total Profit | 4520.98 | 0.00 | 4520.98 | 3318.55 | 6101.04 |
Total Loss | 7898.51 | 4161.49 | 3737.02 | 11407.80 | 1389.33 |
Profit Factor | 0.57 | 0.00 | 1.21 | 0.29 | 4.39 |
Trades | 8 | 3 | 5 | 8 | 8 |
Winning Trades | 4 | 0 | 4 | 2 | 7 |
Losing Trades | 4 | 3 | 1 | 6 | 1 |
% Profitable | 50.00 | 0.00 | 80.00 | 25.00 | 87.00 |
Profit/Loss Per Trade % | -0.87 | -2.78 | 0.29 | -2.06 | 1.16 |
Profit Per Trade % | 2.32 | 0.00 | 2.32 | 3.47 | 1.76 |
Loss Per Trade % | 3.93 | 2.78 | 7.44 | 3.78 | 2.95 |
Days In Trade | 115 | 63 | 52 | 115 | 115 |
Days In Trade (Avg. Per Trade) | 14.38 | 21.00 | 10.40 | 14.38 | 14.38 |
% Days In Trade | 27.19 | 14.89 | 12.29 | 27.19 | 27.19 |