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: | 100 | 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: | 1291.59 |
Total net P/L: | -8708.41 | Total ROI: | -87.08 % |
CAGR: | -31.49 % | Max. DD: | 91.01 % |
System Score: | -22.148 | Sharpe Ratio: | -2.077 |
Start Date: | 2020-01-02 | End Date: | 2025-05-30 |
Total days: | 1975 | ||
Commissions: | 248.00 | Comm.% P/L | 2.93 % |
Total Transactions: | 248 | Log. Linearity: | 88.927 % |
Total | ![]() |
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NEE | XOM | |
---|---|---|---|---|---|
Total Profit/Loss | -8460.41 | -2907.57 | -5552.85 | -2802.11 | -5658.30 |
Total Profit | 4273.48 | 1980.39 | 2293.08 | 3370.82 | 4092.90 |
Total Loss | 12733.89 | 4887.96 | 7845.93 | 6172.94 | 9751.20 |
Profit Factor | 0.34 | 0.41 | 0.29 | 0.55 | 0.42 |
Trades | 62 | 31 | 31 | 62 | 62 |
Winning Trades | 39 | 19 | 20 | 30 | 37 |
Losing Trades | 23 | 12 | 11 | 32 | 25 |
% Profitable | 62.00 | 61.00 | 64.00 | 48.00 | 59.00 |
Profit/Loss Per Trade % | -3.02 | -3.56 | -2.47 | -1.41 | -1.68 |
Profit Per Trade % | 3.47 | 3.33 | 3.60 | 3.15 | 3.26 |
Loss Per Trade % | 12.16 | 12.55 | 11.72 | 5.26 | 7.57 |
Days In Trade | 1232 | 602 | 630 | 1232 | 1232 |
Days In Trade (Avg. Per Trade) | 19.87 | 19.42 | 20.32 | 19.87 | 19.87 |
% Days In Trade | 62.38 | 30.48 | 31.90 | 62.38 | 62.38 |