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: | 80 | ||||
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: | 11798.95 |
Total net P/L: | 1798.95 | Total ROI: | 17.99 % |
CAGR: | 5.68 % | Max. DD: | 14.04 % |
System Score: | 0.096 | Sharpe Ratio: | 0.893 |
Start Date: | 2020-01-02 | End Date: | 2022-12-30 |
Total days: | 1093 | ||
Commissions: | 116.00 | Comm.% P/L | 6.06 % |
Total Transactions: | 116 | Log. Linearity: | 25.692 % |
Total | ![]() |
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XEL | ED | |
---|---|---|---|---|---|
Total Profit/Loss | 1914.95 | 1972.79 | -57.84 | 1159.05 | 755.90 |
Total Profit | 5035.97 | 3137.70 | 1898.27 | 8801.09 | 8204.55 |
Total Loss | 3121.02 | 1164.91 | 1956.11 | 7642.04 | 7448.65 |
Profit Factor | 1.61 | 2.69 | 0.97 | 1.15 | 1.10 |
Trades | 29 | 15 | 14 | 29 | 29 |
Winning Trades | 16 | 9 | 7 | 16 | 16 |
Losing Trades | 13 | 6 | 7 | 13 | 13 |
% Profitable | 55.00 | 60.00 | 50.00 | 55.00 | 55.00 |
Profit/Loss Per Trade % | 0.61 | 1.26 | -0.08 | 0.03 | 0.09 |
Profit Per Trade % | 3.06 | 3.40 | 2.64 | 5.17 | 4.94 |
Loss Per Trade % | 2.29 | 1.86 | 2.66 | 5.74 | 5.39 |
Days In Trade | 481 | 233 | 248 | 481 | 481 |
Days In Trade (Avg. Per Trade) | 16.59 | 15.53 | 17.71 | 16.59 | 16.59 |
% Days In Trade | 44.01 | 21.32 | 22.69 | 44.01 | 44.01 |