Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NEE | Nextera Energy Inc | Utilities | Utilities - Regulated Electric | 152132 | 0.0278 | 73.98 | 10850370 |
OGE | OGE Energy Corporation | Utilities | Utilities - Regulated Electric | 8450 | 0.0401 | 42.05 | 1221447 |
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: | 10000.00 | Final Equity: | 12839.48 |
Total net P/L: | 2839.48 | Total ROI: | 28.39 % |
CAGR: | 4.66 % | Max. DD: | 25.23 % |
System Score: | 0.689 | Sharpe Ratio: | 0.839 |
Start Date: | 2019-01-02 | End Date: | 2024-06-28 |
Total days: | 2004 | ||
Commissions: | 462.68 | Comm.% P/L | 14.01 % |
Total Transactions: | 328 | Log. Linearity: | 52.898 % |
Total | Long | Short | NEE | OGE | |
---|---|---|---|---|---|
Total Profit/Loss | 3302.16 | 1043.54 | 2258.62 | -4337.98 | 7640.14 |
Total Profit | 18652.65 | 7685.74 | 10966.91 | 15505.72 | 20035.17 |
Total Loss | 15350.49 | 6642.21 | 8708.28 | 19843.69 | 12395.03 |
Profit Factor | 1.22 | 1.16 | 1.26 | 0.78 | 1.62 |
Trades | 82 | 34 | 48 | 82 | 82 |
Winning Trades | 55 | 25 | 30 | 38 | 50 |
Losing Trades | 27 | 9 | 18 | 44 | 32 |
% Profitable | 67.00 | 73.00 | 62.00 | 46.00 | 60.00 |
Profit/Loss Per Trade % | 0.35 | 0.30 | 0.38 | -0.39 | 0.61 |
Profit Per Trade % | 2.75 | 2.36 | 3.07 | 3.30 | 3.10 |
Loss Per Trade % | 4.18 | 4.87 | 3.84 | 3.29 | 3.02 |
Days In Trade | 996 | 369 | 627 | 996 | 996 |
Days In Trade (Avg. Per Trade) | 12.15 | 10.85 | 13.06 | 12.15 | 12.15 |
% Days In Trade | 49.70 | 18.41 | 31.29 | 49.70 | 49.70 |