| 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: | 2.30 | 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: | 10000.00 | Final Equity: | 10210.88 |
| Total net P/L: | 210.88 | Total ROI: | 2.11 % |
| CAGR: | 0.37 % | Max. DD: | 20.00 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.206 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 201.38 | Comm.% P/L | 48.85 % |
| Total Transactions: | 188 | Log. Linearity: | 5.191 % |
| Total | Long |
Short |
AEP | POR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 412.26 | 543.47 | -131.21 | 1989.87 | -1577.61 |
| Total Profit | 6071.95 | 2255.27 | 3816.68 | 8548.34 | 7055.91 |
| Total Loss | 5659.69 | 1711.80 | 3947.89 | 6558.47 | 8633.52 |
| Profit Factor | 1.07 | 1.32 | 0.97 | 1.30 | 0.82 |
| Trades | 47 | 19 | 28 | 47 | 47 |
| Winning Trades | 32 | 13 | 19 | 26 | 25 |
| Losing Trades | 15 | 6 | 9 | 21 | 22 |
| % Profitable | 68.00 | 68.00 | 67.00 | 55.00 | 53.00 |
| Profit/Loss Per Trade % | 0.08 | 0.25 | -0.03 | 0.36 | -0.39 |
| Profit Per Trade % | 1.80 | 1.63 | 1.91 | 3.09 | 2.65 |
| Loss Per Trade % | 3.41 | 2.65 | 3.91 | 2.85 | 3.64 |
| Days In Trade | 709 | 287 | 422 | 709 | 709 |
| Days In Trade (Avg. Per Trade) | 15.09 | 15.11 | 15.07 | 15.09 | 15.09 |
| % Days In Trade | 34.33 | 13.90 | 20.44 | 34.33 | 34.33 |