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 | 49864 | 0.0397 | 93.63 | 2959957 |
POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 4762 | 0.0439 | 45.16 | 933219 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 50 | 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: | 46131.16 |
Total net P/L: | -3868.84 | Total ROI: | -7.74 % |
CAGR: | -6.71 % | Max. DD: | 11.18 % |
System Score: | -0.059 | Sharpe Ratio: | -0.835 |
Start Date: | 2023-01-02 | End Date: | 2024-02-29 |
Total days: | 423 | ||
Commissions: | 118.16 | Comm.% P/L | 3.15 % |
Total Transactions: | 28 | Log. Linearity: | 20.662 % |
Total | Long | Short | AEP | POR | |
---|---|---|---|---|---|
Total Profit/Loss | -3750.68 | -4541.45 | 790.77 | -10424.07 | 6673.39 |
Total Profit | 4498.21 | 0.00 | 4498.21 | 3293.68 | 8051.11 |
Total Loss | 8248.89 | 4541.45 | 3707.44 | 13717.75 | 1377.72 |
Profit Factor | 0.55 | 0.00 | 1.21 | 0.24 | 5.84 |
Trades | 7 | 2 | 5 | 7 | 7 |
Winning Trades | 4 | 0 | 4 | 2 | 6 |
Losing Trades | 3 | 2 | 1 | 5 | 1 |
% Profitable | 57.00 | 0.00 | 80.00 | 28.00 | 85.00 |
Profit/Loss Per Trade % | -1.11 | -4.53 | 0.29 | -3.04 | 1.86 |
Profit Per Trade % | 2.32 | 0.00 | 2.32 | 3.48 | 2.68 |
Loss Per Trade % | 5.43 | 4.44 | 7.44 | 5.39 | 2.95 |
Days In Trade | 138 | 86 | 52 | 138 | 138 |
Days In Trade (Avg. Per Trade) | 19.71 | 43.00 | 10.40 | 19.71 | 19.71 |
% Days In Trade | 32.62 | 20.33 | 12.29 | 32.62 | 32.62 |