| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SBS | Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR | Utilities | Utilities - Regulated Water | 19130 | 0.0063 | 5.39 | 7126968 |
| DUK | Duke Energy Corporation | Utilities | Utilities - Regulated Electric | 90687 | 0.0365 | 116.31 | 3928436 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 5000.00 | Final Equity: | 4229.28 |
| Total net P/L: | -770.72 | Total ROI: | -15.41 % |
| CAGR: | -9.59 % | Max. DD: | 30.93 % |
| System Score: | -1.904 | Sharpe Ratio: | -0.279 |
| Start Date: | 2025-01-02 | End Date: | 2026-08-31 |
| Total days: | 606 | ||
| Commissions: | 304.05 | Comm.% P/L | 65.15 % |
| Total Transactions: | 92 | Log. Linearity: | 58.333 % |
| Total | Long |
Short |
SBS | DUK | |
|---|---|---|---|---|---|
| Total Profit/Loss | -466.67 | 122.45 | -589.13 | -749.39 | 282.72 |
| Total Profit | 2713.41 | 1367.72 | 1345.69 | 2781.58 | 1757.62 |
| Total Loss | 3180.08 | 1245.26 | 1934.82 | 3530.98 | 1474.90 |
| Profit Factor | 0.85 | 1.10 | 0.70 | 0.79 | 1.19 |
| Trades | 23 | 9 | 14 | 23 | 23 |
| Winning Trades | 14 | 6 | 8 | 13 | 11 |
| Losing Trades | 9 | 3 | 6 | 10 | 12 |
| % Profitable | 60.00 | 66.00 | 57.00 | 56.00 | 47.00 |
| Profit/Loss Per Trade % | -0.46 | 0.20 | -0.88 | -0.86 | 0.27 |
| Profit Per Trade % | 4.07 | 4.99 | 3.38 | 4.46 | 3.30 |
| Loss Per Trade % | 7.01 | 8.63 | 6.20 | 7.07 | 2.40 |
| Days In Trade | 381 | 149 | 232 | 381 | 381 |
| Days In Trade (Avg. Per Trade) | 16.57 | 16.56 | 16.57 | 16.57 | 16.57 |
| % Days In Trade | 62.87 | 24.59 | 38.28 | 62.87 | 62.87 |