Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XEL | Xcel Energy Inc | Utilities | Utilities-Regulated Electric | 37225 | 0.0318 | 66.91 | 3025000 |
ED | Consolidated Edison Inc | Utilities | Utilities-Regulated Electric | 34026 | 0.0343 | 94.72 | 1748102 |
Entry Threshold: | 3.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 9090.36 |
Total net P/L: | -909.64 | Total ROI: | -9.10 % |
CAGR: | -3.13 % | Max. DD: | 15.75 % |
System Score: | -0.400 | Sharpe Ratio: | -0.401 |
Start Date: | 2020-01-02 | End Date: | 2022-12-30 |
Total days: | 1093 | ||
Commissions: | 68.00 | Comm.% P/L | 8.08 % |
Total Transactions: | 68 | Log. Linearity: | 50.365 % |
Total | ![]() |
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XEL | ED | |
---|---|---|---|---|---|
Total Profit/Loss | -841.64 | 66.72 | -908.36 | -3470.07 | 2628.43 |
Total Profit | 1762.05 | 1012.15 | 749.90 | 1437.34 | 4853.46 |
Total Loss | 2603.69 | 945.43 | 1658.26 | 4907.41 | 2225.03 |
Profit Factor | 0.68 | 1.07 | 0.45 | 0.29 | 2.18 |
Trades | 17 | 7 | 10 | 17 | 17 |
Winning Trades | 7 | 3 | 4 | 9 | 10 |
Losing Trades | 10 | 4 | 6 | 8 | 7 |
% Profitable | 41.00 | 42.00 | 40.00 | 52.00 | 58.00 |
Profit/Loss Per Trade % | -0.52 | 0.10 | -0.95 | -2.30 | 1.48 |
Profit Per Trade % | 2.64 | 3.56 | 1.96 | 1.67 | 4.96 |
Loss Per Trade % | 2.63 | 2.40 | 2.79 | 6.28 | 3.26 |
Days In Trade | 188 | 76 | 112 | 188 | 188 |
Days In Trade (Avg. Per Trade) | 11.06 | 10.86 | 11.20 | 11.06 | 11.06 |
% Days In Trade | 17.20 | 6.95 | 10.25 | 17.20 | 17.20 |