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: | 1.50 | 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: | 10387.59 |
Total net P/L: | 387.59 | Total ROI: | 3.88 % |
CAGR: | 1.28 % | Max. DD: | 13.26 % |
System Score: | 0.000 | Sharpe Ratio: | 0.277 |
Start Date: | 2020-01-02 | End Date: | 2022-12-30 |
Total days: | 1093 | ||
Commissions: | 256.00 | Comm.% P/L | 39.78 % |
Total Transactions: | 256 | Log. Linearity: | 0.586 % |
Total | ![]() |
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XEL | ED | |
---|---|---|---|---|---|
Total Profit/Loss | 643.59 | 411.38 | 232.21 | -899.08 | 1542.67 |
Total Profit | 5403.49 | 2527.51 | 2875.98 | 9121.88 | 10645.45 |
Total Loss | 4759.90 | 2116.13 | 2643.77 | 10020.96 | 9102.78 |
Profit Factor | 1.14 | 1.19 | 1.09 | 0.91 | 1.17 |
Trades | 64 | 31 | 33 | 64 | 64 |
Winning Trades | 40 | 20 | 20 | 37 | 33 |
Losing Trades | 24 | 11 | 13 | 27 | 31 |
% Profitable | 62.00 | 64.00 | 60.00 | 57.00 | 51.00 |
Profit/Loss Per Trade % | 0.10 | 0.13 | 0.07 | -0.21 | 0.16 |
Profit Per Trade % | 1.34 | 1.24 | 1.43 | 2.42 | 3.11 |
Loss Per Trade % | 1.91 | 1.84 | 1.96 | 3.55 | 2.86 |
Days In Trade | 555 | 246 | 309 | 555 | 555 |
Days In Trade (Avg. Per Trade) | 8.67 | 7.94 | 9.36 | 8.67 | 8.67 |
% Days In Trade | 50.78 | 22.51 | 28.27 | 50.78 | 50.78 |