Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 5082 | 0.0331 | 100.41 | 254680 |
POR | Portland General Electric Co | Utilities | Utilities - Regulated Electric | 4349 | 0.0442 | 42.43 | 898343 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 9325.26 |
Total net P/L: | -674.74 | Total ROI: | -6.75 % |
CAGR: | -6.51 % | Max. DD: | 6.99 % |
System Score: | -0.001 | Sharpe Ratio: | -0.732 |
Start Date: | 2022-08-17 | End Date: | 2023-08-31 |
Total days: | 379 | ||
Commissions: | 52.61 | Comm.% P/L | 8.46 % |
Total Transactions: | 52 | Log. Linearity: | 5.765 % |
Total | ![]() |
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IDA | POR | |
---|---|---|---|---|---|
Total Profit/Loss | -622.13 | -90.29 | -531.84 | -526.16 | -95.97 |
Total Profit | 859.00 | 469.14 | 389.86 | 1647.05 | 1992.98 |
Total Loss | 1481.13 | 559.43 | 921.70 | 2173.21 | 2088.95 |
Profit Factor | 0.58 | 0.84 | 0.42 | 0.76 | 0.95 |
Trades | 13 | 7 | 6 | 13 | 13 |
Winning Trades | 5 | 3 | 2 | 6 | 6 |
Losing Trades | 8 | 4 | 4 | 7 | 7 |
% Profitable | 38.00 | 42.00 | 33.00 | 46.00 | 46.00 |
Profit/Loss Per Trade % | -0.49 | -0.15 | -0.90 | -0.49 | -0.15 |
Profit Per Trade % | 1.77 | 1.61 | 2.01 | 2.76 | 3.37 |
Loss Per Trade % | 1.86 | 1.43 | 2.30 | 3.11 | 2.94 |
Days In Trade | 190 | 103 | 87 | 190 | 190 |
Days In Trade (Avg. Per Trade) | 14.62 | 14.71 | 14.50 | 14.62 | 14.62 |
% Days In Trade | 50.13 | 27.18 | 22.96 | 50.13 | 50.13 |