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Model: Ratio
HQ Backtest WEC vs LNT
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
WEC WEC Energy Group Inc Utilities Utilities - Regulated Electric 26096 0.0404 82.81 1872615
LNT Alliant Energy Corp Utilities Utilities - Regulated Electric 12914 0.0381 50.23 1761325
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: 9947.76
Total net P/L: -52.24 Total ROI: -0.52 %
CAGR: -0.09 % Max. DD: 24.96 %
System Score: -0.000 Sharpe Ratio: 0.095
Start Date: 2015-01-02 End Date: 2020-09-30
Total days: 2098
Commissions: 341.53 Comm.% P/L 118.06 %
Total Transactions: 292 Log. Linearity: 12.799 %
Total enabled Long enabled Short WEC LNT
Total Profit/Loss 289.29 1299.42 -1010.13 1808.02 -1518.73
Total Profit 5468.09 3067.86 2400.23 12639.24 11065.65
Total Loss 5178.80 1768.44 3410.36 10831.22 12584.39
Profit Factor 1.06 1.73 0.70 1.17 0.88
Trades 73 33 40 73 73
Winning Trades 49 24 25 39 41
Losing Trades 24 9 15 34 32
% Profitable 67.00 72.00 62.00 53.00 56.00
Profit/Loss Per Trade % 0.04 0.37 -0.24 0.14 -0.29
Profit Per Trade % 1.07 1.23 0.91 3.02 2.55
Loss Per Trade % 2.02 1.87 2.11 3.00 3.62
Days In Trade 1019 437 582 1019 1019
Days In Trade (Avg. Per Trade) 13.96 13.24 14.55 13.96 13.96
% Days In Trade 48.57 20.83 27.74 48.57 48.57
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FB LN TW

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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.