Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XOM | Exxon Mobil Corp | Energy | Oil & Gas Integrated | 471388 | 0.0362 | 109.38 | 16361382 |
NEE | Nextera Energy Inc | Utilities | Utilities - Regulated Electric | 145936 | 0.032 | 70.89 | 11548818 |
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: | 1192.04 |
Total net P/L: | -8807.96 | Total ROI: | -88.08 % |
CAGR: | -32.50 % | Max. DD: | 91.32 % |
System Score: | -22.187 | Sharpe Ratio: | -2.177 |
Start Date: | 2020-01-02 | End Date: | 2025-05-30 |
Total days: | 1975 | ||
Commissions: | 240.00 | Comm.% P/L | 2.80 % |
Total Transactions: | 240 | Log. Linearity: | 88.050 % |
Total | ![]() |
![]() |
XOM | NEE | |
---|---|---|---|---|---|
Total Profit/Loss | -8567.96 | -5757.34 | -2810.62 | -5783.05 | -2784.91 |
Total Profit | 3933.26 | 2016.45 | 1916.81 | 3839.80 | 3168.09 |
Total Loss | 12501.22 | 7773.79 | 4727.43 | 9622.85 | 5953.00 |
Profit Factor | 0.31 | 0.26 | 0.41 | 0.40 | 0.53 |
Trades | 60 | 28 | 32 | 60 | 60 |
Winning Trades | 37 | 17 | 20 | 36 | 28 |
Losing Trades | 23 | 11 | 12 | 24 | 32 |
% Profitable | 61.00 | 60.00 | 62.00 | 60.00 | 46.00 |
Profit/Loss Per Trade % | -3.23 | -2.76 | -3.64 | -1.74 | -1.56 |
Profit Per Trade % | 3.50 | 3.86 | 3.19 | 3.26 | 3.20 |
Loss Per Trade % | 12.13 | 11.16 | 13.03 | 7.73 | 5.30 |
Days In Trade | 1212 | 627 | 585 | 1212 | 1212 |
Days In Trade (Avg. Per Trade) | 20.20 | 22.39 | 18.28 | 20.20 | 20.20 |
% Days In Trade | 61.37 | 31.75 | 29.62 | 61.37 | 61.37 |