| 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 | 64429 | 0.0322 | 118.35 | 3959144 |
| POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 5510 | 0.0462 | 46.85 | 1227921 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | 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: | 13943.99 |
| Total net P/L: | 3943.99 | Total ROI: | 39.44 % |
| CAGR: | 6.05 % | Max. DD: | 15.99 % |
| System Score: | 3.782 | Sharpe Ratio: | 1.381 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 355.20 | Comm.% P/L | 8.26 % |
| Total Transactions: | 308 | Log. Linearity: | 85.491 % |
| Total | Long |
Short |
AEP | POR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4299.19 | 4970.37 | -671.18 | 319.85 | 3979.34 |
| Total Profit | 12353.59 | 6607.37 | 5746.23 | 13199.46 | 14261.22 |
| Total Loss | 8054.41 | 1637.00 | 6417.41 | 12879.61 | 10281.88 |
| Profit Factor | 1.53 | 4.04 | 0.90 | 1.02 | 1.39 |
| Trades | 77 | 36 | 41 | 77 | 77 |
| Winning Trades | 54 | 29 | 25 | 40 | 48 |
| Losing Trades | 23 | 7 | 16 | 37 | 29 |
| % Profitable | 70.00 | 80.00 | 60.00 | 51.00 | 62.00 |
| Profit/Loss Per Trade % | 0.47 | 1.14 | -0.11 | -0.03 | 0.42 |
| Profit Per Trade % | 1.87 | 1.90 | 1.84 | 2.67 | 2.46 |
| Loss Per Trade % | 2.68 | 1.94 | 3.01 | 2.80 | 2.82 |
| Days In Trade | 920 | 411 | 509 | 920 | 920 |
| Days In Trade (Avg. Per Trade) | 11.95 | 11.42 | 12.41 | 11.95 | 11.95 |
| % Days In Trade | 44.55 | 19.90 | 24.65 | 44.55 | 44.55 |