Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NEE | Nextera Energy Inc | Utilities | Utilities - Regulated Electric | 143054 | 0.0298 | 69.7 | 10373511 |
OGE | OGE Energy Corporation | Utilities | Utilities - Regulated Electric | 8609 | 0.0393 | 42.84 | 1094129 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | 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: | 10000.00 | Final Equity: | 9442.94 |
Total net P/L: | -557.06 | Total ROI: | -5.57 % |
CAGR: | -5.57 % | Max. DD: | 13.73 % |
System Score: | -0.311 | Sharpe Ratio: | -0.372 |
Start Date: | 2023-05-01 | End Date: | 2024-04-30 |
Total days: | 365 | ||
Commissions: | 58.41 | Comm.% P/L | 11.71 % |
Total Transactions: | 48 | Log. Linearity: | 38.223 % |
Total | ![]() |
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NEE | OGE | |
---|---|---|---|---|---|
Total Profit/Loss | -498.65 | -332.08 | -166.57 | -1457.97 | 959.32 |
Total Profit | 1471.14 | 884.72 | 586.42 | 1870.42 | 2113.43 |
Total Loss | 1969.79 | 1216.80 | 752.99 | 3328.39 | 1154.11 |
Profit Factor | 0.75 | 0.73 | 0.78 | 0.56 | 1.83 |
Trades | 12 | 6 | 6 | 12 | 12 |
Winning Trades | 8 | 5 | 3 | 6 | 8 |
Losing Trades | 4 | 1 | 3 | 6 | 4 |
% Profitable | 66.00 | 83.00 | 50.00 | 50.00 | 66.00 |
Profit/Loss Per Trade % | -0.43 | -0.57 | -0.28 | -1.22 | 0.66 |
Profit Per Trade % | 1.87 | 1.76 | 2.04 | 3.25 | 2.59 |
Loss Per Trade % | 4.65 | 11.46 | 2.48 | 5.32 | 3.04 |
Days In Trade | 152 | 68 | 84 | 152 | 152 |
Days In Trade (Avg. Per Trade) | 12.67 | 11.33 | 14.00 | 12.67 | 12.67 |
% Days In Trade | 41.64 | 18.63 | 23.01 | 41.64 | 41.64 |