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: | 2.70 | Exit Threshold: | 0.00 | ||
Max Duration: | 50 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 100 | MA Type: | EMA | StdDev Period: | 100 |
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: | 52264.11 |
Total net P/L: | 2264.11 | Total ROI: | 4.53 % |
CAGR: | 3.90 % | Max. DD: | 4.63 % |
System Score: | 1.551 | Sharpe Ratio: | 0.667 |
Start Date: | 2023-01-02 | End Date: | 2024-02-29 |
Total days: | 423 | ||
Commissions: | 54.72 | Comm.% P/L | 2.36 % |
Total Transactions: | 12 | Log. Linearity: | 73.572 % |
Total | ![]() |
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AEP | POR | |
---|---|---|---|---|---|
Total Profit/Loss | 2318.83 | 1426.21 | 892.62 | -2703.20 | 5022.03 |
Total Profit | 3766.35 | 1426.21 | 2340.14 | 0.00 | 5747.48 |
Total Loss | 1447.52 | 0.00 | 1447.52 | 2703.20 | 725.45 |
Profit Factor | 2.60 | 0.00 | 1.62 | 0.00 | 7.92 |
Trades | 3 | 1 | 2 | 3 | 3 |
Winning Trades | 2 | 1 | 1 | 0 | 2 |
Losing Trades | 1 | 0 | 1 | 3 | 1 |
% Profitable | 66.00 | 100.00 | 50.00 | 0.00 | 66.00 |
Profit/Loss Per Trade % | 1.52 | 2.85 | 0.86 | -1.75 | 3.26 |
Profit Per Trade % | 3.70 | 2.85 | 4.55 | 0.00 | 5.64 |
Loss Per Trade % | 2.69 | 0.00 | 2.69 | 1.75 | 1.35 |
Days In Trade | 70 | 25 | 45 | 70 | 70 |
Days In Trade (Avg. Per Trade) | 23.33 | 25.00 | 22.50 | 23.33 | 23.33 |
% Days In Trade | 16.55 | 5.91 | 10.64 | 16.55 | 16.55 |