Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 19691 | 0.0439 | 39.91 | 790587 |
IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 4877 | 0.0345 | 96.2 | 337914 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 1000.00 | Final Equity: | 1233.43 |
Total net P/L: | 233.43 | Total ROI: | 23.34 % |
CAGR: | 18.46 % | Max. DD: | 5.63 % |
System Score: | 16.060 | Sharpe Ratio: | 2.065 |
Start Date: | 2023-01-02 | End Date: | 2024-03-29 |
Total days: | 452 | ||
Commissions: | 84.00 | Comm.% P/L | 26.46 % |
Total Transactions: | 84 | Log. Linearity: | 95.462 % |
Total | Long | Short | FTS | IDA | |
---|---|---|---|---|---|
Total Profit/Loss | 317.43 | 131.67 | 185.76 | 127.68 | 189.75 |
Total Profit | 344.43 | 133.62 | 210.81 | 296.54 | 374.00 |
Total Loss | 27.00 | 1.95 | 25.05 | 168.86 | 184.25 |
Profit Factor | 12.76 | 68.52 | 8.42 | 1.76 | 2.03 |
Trades | 21 | 7 | 14 | 21 | 21 |
Winning Trades | 18 | 6 | 12 | 13 | 13 |
Losing Trades | 3 | 1 | 2 | 8 | 8 |
% Profitable | 85.00 | 85.00 | 85.00 | 61.00 | 61.00 |
Profit/Loss Per Trade % | 1.37 | 1.75 | 1.18 | 0.55 | 0.76 |
Profit Per Trade % | 1.75 | 2.08 | 1.59 | 2.09 | 2.58 |
Loss Per Trade % | 0.88 | 0.16 | 1.24 | 1.88 | 2.10 |
Days In Trade | 173 | 45 | 128 | 173 | 173 |
Days In Trade (Avg. Per Trade) | 8.24 | 6.43 | 9.14 | 8.24 | 8.24 |
% Days In Trade | 38.27 | 9.96 | 28.32 | 38.27 | 38.27 |