| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 22375 | 0.0283 | 74.59 | 2429222 |
| WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 37555 | 0.0298 | 116.68 | 2187390 |
| 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: | 14035.92 |
| Total net P/L: | 4035.92 | Total ROI: | 40.36 % |
| CAGR: | 6.08 % | Max. DD: | 14.75 % |
| System Score: | 5.286 | Sharpe Ratio: | 1.878 |
| Start Date: | 2015-01-02 | End Date: | 2020-09-30 |
| Total days: | 2098 | ||
| Commissions: | 395.29 | Comm.% P/L | 8.92 % |
| Total Transactions: | 332 | Log. Linearity: | 95.463 % |
| Total | Long |
Short |
CMS | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4431.21 | 1904.15 | 2527.06 | -1090.84 | 5522.05 |
| Total Profit | 9747.37 | 6143.94 | 3603.43 | 12336.70 | 16795.32 |
| Total Loss | 5316.16 | 4239.79 | 1076.37 | 13427.54 | 11273.27 |
| Profit Factor | 1.83 | 1.45 | 3.35 | 0.92 | 1.49 |
| Trades | 83 | 46 | 37 | 83 | 83 |
| Winning Trades | 64 | 33 | 31 | 49 | 43 |
| Losing Trades | 19 | 13 | 6 | 34 | 40 |
| % Profitable | 77.00 | 71.00 | 83.00 | 59.00 | 51.00 |
| Profit/Loss Per Trade % | 0.45 | 0.38 | 0.54 | -0.09 | 0.41 |
| Profit Per Trade % | 1.20 | 1.47 | 0.92 | 2.03 | 2.95 |
| Loss Per Trade % | 1.97 | 2.22 | 1.43 | 2.95 | 2.20 |
| Days In Trade | 1086 | 613 | 473 | 1086 | 1086 |
| Days In Trade (Avg. Per Trade) | 13.08 | 13.33 | 12.78 | 13.08 | 13.08 |
| % Days In Trade | 51.76 | 29.22 | 22.55 | 51.76 | 51.76 |