| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEP | American Electric Power Co Inc | Utilities | Utilities - Regulated Electric | 71115 | 0.0289 | 130.7 | 3400066 |
| POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 5597 | 0.0433 | 48.36 | 1230389 |
| Entry Threshold: | 2.30 | 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: | 20000.00 | Final Equity: | 19093.09 |
| Total net P/L: | -906.91 | Total ROI: | -4.53 % |
| CAGR: | -4.22 % | Max. DD: | 11.87 % |
| System Score: | -0.033 | Sharpe Ratio: | -0.304 |
| Start Date: | 2024-09-02 | End Date: | 2025-09-30 |
| Total days: | 393 | ||
| Commissions: | 65.49 | Comm.% P/L | 7.78 % |
| Total Transactions: | 40 | Log. Linearity: | 19.932 % |
| Total | Long |
Short |
AEP | POR | |
|---|---|---|---|---|---|
| Total Profit/Loss | -841.42 | 1115.38 | -1956.80 | 218.33 | -1059.75 |
| Total Profit | 2633.02 | 1386.82 | 1246.20 | 2406.28 | 1935.89 |
| Total Loss | 3474.44 | 271.44 | 3203.00 | 2187.95 | 2995.64 |
| Profit Factor | 0.76 | 5.11 | 0.39 | 1.10 | 0.65 |
| Trades | 10 | 4 | 6 | 10 | 10 |
| Winning Trades | 6 | 3 | 3 | 7 | 5 |
| Losing Trades | 4 | 1 | 3 | 3 | 5 |
| % Profitable | 60.00 | 75.00 | 50.00 | 70.00 | 50.00 |
| Profit/Loss Per Trade % | -0.43 | 1.35 | -1.60 | 0.09 | -0.54 |
| Profit Per Trade % | 2.20 | 2.28 | 2.13 | 1.73 | 1.93 |
| Loss Per Trade % | 4.13 | 1.40 | 5.06 | 3.50 | 2.89 |
| Days In Trade | 171 | 65 | 106 | 171 | 171 |
| Days In Trade (Avg. Per Trade) | 17.10 | 16.25 | 17.67 | 17.10 | 17.10 |
| % Days In Trade | 43.51 | 16.54 | 26.97 | 43.51 | 43.51 |