Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NEE | Nextera Energy Inc | Utilities | Utilities - Regulated Electric | 145936 | 0.032 | 70.89 | 11548818 |
XOM | Exxon Mobil Corp | Energy | Oil & Gas Integrated | 471388 | 0.0362 | 109.38 | 16361382 |
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: | 2383.75 |
Total net P/L: | -7616.25 | Total ROI: | -76.16 % |
CAGR: | -23.28 % | Max. DD: | 83.52 % |
System Score: | -16.124 | Sharpe Ratio: | -1.728 |
Start Date: | 2020-01-02 | End Date: | 2025-05-30 |
Total days: | 1975 | ||
Commissions: | 312.50 | Comm.% P/L | 4.28 % |
Total Transactions: | 312 | Log. Linearity: | 88.478 % |
Total | ![]() |
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NEE | XOM | |
---|---|---|---|---|---|
Total Profit/Loss | -7303.75 | -3104.17 | -4199.58 | -4605.58 | -2698.17 |
Total Profit | 7865.45 | 3259.12 | 4606.34 | 4302.84 | 6817.85 |
Total Loss | 15169.20 | 6363.29 | 8805.92 | 8908.42 | 9516.02 |
Profit Factor | 0.52 | 0.51 | 0.52 | 0.48 | 0.72 |
Trades | 78 | 38 | 40 | 78 | 78 |
Winning Trades | 49 | 24 | 25 | 39 | 44 |
Losing Trades | 29 | 14 | 15 | 38 | 34 |
% Profitable | 62.00 | 63.00 | 62.00 | 50.00 | 56.00 |
Profit/Loss Per Trade % | -1.68 | -2.15 | -1.24 | -1.19 | -0.50 |
Profit Per Trade % | 3.71 | 3.40 | 4.00 | 2.88 | 3.40 |
Loss Per Trade % | 9.70 | 10.37 | 9.07 | 4.99 | 5.03 |
Days In Trade | 1025 | 488 | 537 | 1025 | 1025 |
Days In Trade (Avg. Per Trade) | 13.14 | 12.84 | 13.43 | 13.14 | 13.14 |
% Days In Trade | 51.90 | 24.71 | 27.19 | 51.90 | 51.90 |