| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XEL | Xcel Energy Inc | Utilities | Utilities - Regulated Electric | 44454 | 0.0303 | 75.15 | 4143396 |
| WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 33792 | 0.0339 | 103.88 | 2193822 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | 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: | 14574.65 |
| Total net P/L: | 4574.65 | Total ROI: | 45.75 % |
| CAGR: | 6.77 % | Max. DD: | 9.64 % |
| System Score: | 4.319 | Sharpe Ratio: | 1.984 |
| Start Date: | 2015-01-02 | End Date: | 2020-09-30 |
| Total days: | 2098 | ||
| Commissions: | 301.58 | Comm.% P/L | 6.18 % |
| Total Transactions: | 272 | Log. Linearity: | 86.072 % |
| Total | Long |
Short |
XEL | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4876.23 | 2700.58 | 2175.65 | 643.45 | 4232.78 |
| Total Profit | 7166.74 | 3870.37 | 3296.37 | 10883.38 | 13295.25 |
| Total Loss | 2290.51 | 1169.79 | 1120.72 | 10239.93 | 9062.47 |
| Profit Factor | 3.13 | 3.31 | 2.94 | 1.06 | 1.47 |
| Trades | 68 | 35 | 33 | 68 | 68 |
| Winning Trades | 50 | 26 | 24 | 34 | 34 |
| Losing Trades | 18 | 9 | 9 | 34 | 34 |
| % Profitable | 73.00 | 74.00 | 72.00 | 50.00 | 50.00 |
| Profit/Loss Per Trade % | 0.60 | 0.67 | 0.52 | 0.03 | 0.43 |
| Profit Per Trade % | 1.24 | 1.31 | 1.16 | 2.82 | 3.36 |
| Loss Per Trade % | 1.15 | 1.15 | 1.15 | 2.62 | 2.36 |
| Days In Trade | 967 | 481 | 486 | 967 | 967 |
| Days In Trade (Avg. Per Trade) | 14.22 | 13.74 | 14.73 | 14.22 | 14.22 |
| % Days In Trade | 46.09 | 22.93 | 23.16 | 46.09 | 46.09 |