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 | 54925 | 0.0338 | 103.22 | 3231698 |
DTE | DTE Energy Company | Utilities | Utilities - Regulated Electric | 25757 | 0.0328 | 124.42 | 1097308 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 9306.37 |
Total net P/L: | -693.63 | Total ROI: | -6.94 % |
CAGR: | -1.43 % | Max. DD: | 41.33 % |
System Score: | -0.082 | Sharpe Ratio: | -0.134 |
Start Date: | 2018-01-02 | End Date: | 2022-12-30 |
Total days: | 1823 | ||
Commissions: | 260.00 | Comm.% P/L | 59.96 % |
Total Transactions: | 260 | Log. Linearity: | 38.603 % |
Total | Long | Short | AEP | DTE | |
---|---|---|---|---|---|
Total Profit/Loss | -433.63 | 2294.00 | -2727.64 | -1359.54 | 925.91 |
Total Profit | 5789.94 | 3729.84 | 2060.10 | 6777.67 | 9846.90 |
Total Loss | 6223.58 | 1435.83 | 4787.74 | 8137.21 | 8921.00 |
Profit Factor | 0.93 | 2.60 | 0.43 | 0.83 | 1.10 |
Trades | 65 | 34 | 31 | 65 | 65 |
Winning Trades | 46 | 26 | 20 | 31 | 43 |
Losing Trades | 19 | 8 | 11 | 34 | 22 |
% Profitable | 70.00 | 76.00 | 64.00 | 47.00 | 66.00 |
Profit/Loss Per Trade % | -0.07 | 0.78 | -0.99 | -0.36 | 0.12 |
Profit Per Trade % | 1.46 | 1.70 | 1.14 | 2.34 | 2.58 |
Loss Per Trade % | 3.25 | 2.11 | 4.09 | 2.69 | 3.89 |
Days In Trade | 757 | 365 | 392 | 757 | 757 |
Days In Trade (Avg. Per Trade) | 11.65 | 10.74 | 12.65 | 11.65 | 11.65 |
% Days In Trade | 41.52 | 20.02 | 21.50 | 41.52 | 41.52 |