| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AVA | Avista Corporation | Utilities | Utilities - Diversified | 3244 | 0.0512 | 38.73 | 692057 |
| NWN | Northwest Natural Gas Co | Utilities | Utilities - Regulated Gas | 2124 | 0.0388 | 50.47 | 279354 |
| 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: | 10195.11 |
| Total net P/L: | 195.11 | Total ROI: | 1.95 % |
| CAGR: | 0.35 % | Max. DD: | 19.61 % |
| System Score: | 0.001 | Sharpe Ratio: | 0.233 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 409.56 | Comm.% P/L | 67.73 % |
| Total Transactions: | 328 | Log. Linearity: | 15.150 % |
| Total | Long |
Short |
AVA | NWN | |
|---|---|---|---|---|---|
| Total Profit/Loss | 604.67 | 1506.19 | -901.52 | 2660.41 | -2055.74 |
| Total Profit | 11330.63 | 6379.11 | 4951.52 | 12107.98 | 9864.98 |
| Total Loss | 10725.96 | 4872.92 | 5853.04 | 9447.57 | 11920.72 |
| Profit Factor | 1.06 | 1.31 | 0.85 | 1.28 | 0.83 |
| Trades | 82 | 43 | 39 | 82 | 82 |
| Winning Trades | 57 | 32 | 25 | 49 | 40 |
| Losing Trades | 25 | 11 | 14 | 33 | 42 |
| % Profitable | 69.00 | 74.00 | 64.00 | 59.00 | 48.00 |
| Profit/Loss Per Trade % | 0.07 | 0.34 | -0.23 | 0.30 | -0.29 |
| Profit Per Trade % | 1.92 | 1.93 | 1.91 | 2.36 | 2.34 |
| Loss Per Trade % | 3.95 | 4.07 | 3.86 | 2.64 | 2.65 |
| Days In Trade | 1013 | 502 | 511 | 1013 | 1013 |
| Days In Trade (Avg. Per Trade) | 12.35 | 11.67 | 13.10 | 12.35 | 12.35 |
| % Days In Trade | 49.80 | 24.68 | 25.12 | 49.80 | 49.80 |