Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NEE | Nextera Energy Inc | Utilities | Utilities - Regulated Electric | 154953 | 0.0273 | 77.05 | 12429190 |
OGE | OGE Energy Corporation | Utilities | Utilities - Regulated Electric | 7346 | 0.0457 | 36.63 | 1481341 |
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: | 9622.40 |
Total net P/L: | -377.60 | Total ROI: | -3.78 % |
CAGR: | -3.82 % | Max. DD: | 15.22 % |
System Score: | -0.044 | Sharpe Ratio: | -0.196 |
Start Date: | 2023-04-03 | End Date: | 2024-03-29 |
Total days: | 361 | ||
Commissions: | 65.04 | Comm.% P/L | 20.81 % |
Total Transactions: | 52 | Log. Linearity: | 22.611 % |
Total | Long | Short | NEE | OGE | |
---|---|---|---|---|---|
Total Profit/Loss | -312.56 | -174.68 | -137.88 | -948.97 | 636.41 |
Total Profit | 2110.56 | 1324.81 | 785.75 | 2472.76 | 2036.58 |
Total Loss | 2423.12 | 1499.49 | 923.63 | 3421.73 | 1400.17 |
Profit Factor | 0.87 | 0.88 | 0.85 | 0.72 | 1.45 |
Trades | 13 | 8 | 5 | 13 | 13 |
Winning Trades | 9 | 6 | 3 | 6 | 7 |
Losing Trades | 4 | 2 | 2 | 7 | 6 |
% Profitable | 69.00 | 75.00 | 60.00 | 46.00 | 53.00 |
Profit/Loss Per Trade % | -0.25 | -0.20 | -0.32 | -0.71 | 0.35 |
Profit Per Trade % | 2.26 | 2.11 | 2.55 | 3.99 | 2.67 |
Loss Per Trade % | 5.52 | 6.60 | 4.45 | 4.38 | 2.24 |
Days In Trade | 173 | 105 | 68 | 173 | 173 |
Days In Trade (Avg. Per Trade) | 13.31 | 13.12 | 13.60 | 13.31 | 13.31 |
% Days In Trade | 47.92 | 29.09 | 18.84 | 47.92 | 47.92 |