Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
D | Dominion Energy Inc | Utilities | Utilities - Regulated Electric | 44484 | 0.0503 | 52.84 | 5491174 |
AEE | Ameren Corp | Utilities | Utilities - Regulated Electric | 19968 | 0.0358 | 74.88 | 1758684 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | 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: | 10000.00 | Final Equity: | 11052.40 |
Total net P/L: | 1052.40 | Total ROI: | 10.52 % |
CAGR: | 1.93 % | Max. DD: | 30.13 % |
System Score: | 0.000 | Sharpe Ratio: | 0.496 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 274.00 | Comm.% P/L | 20.66 % |
Total Transactions: | 272 | Log. Linearity: | 0.020 % |
Total | Long | Short | D | AEE | |
---|---|---|---|---|---|
Total Profit/Loss | 1326.40 | -602.95 | 1929.35 | 7508.89 | -6182.49 |
Total Profit | 10474.68 | 6361.76 | 4112.92 | 17476.96 | 8541.37 |
Total Loss | 9148.28 | 6964.71 | 2183.57 | 9968.07 | 14723.86 |
Profit Factor | 1.14 | 0.91 | 1.88 | 1.75 | 0.58 |
Trades | 68 | 41 | 27 | 68 | 68 |
Winning Trades | 44 | 25 | 19 | 44 | 25 |
Losing Trades | 24 | 16 | 8 | 24 | 43 |
% Profitable | 64.00 | 60.00 | 70.00 | 64.00 | 36.00 |
Profit/Loss Per Trade % | 0.18 | -0.11 | 0.63 | 0.97 | -0.92 |
Profit Per Trade % | 2.16 | 2.32 | 1.94 | 3.55 | 2.91 |
Loss Per Trade % | 3.20 | 3.61 | 2.40 | 3.45 | 2.99 |
Days In Trade | 911 | 537 | 374 | 911 | 911 |
Days In Trade (Avg. Per Trade) | 13.40 | 13.10 | 13.85 | 13.40 | 13.40 |
% Days In Trade | 47.62 | 28.07 | 19.55 | 47.62 | 47.62 |