| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 25392 | 0.0482 | 49.81 | 609962 |
| IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 7005 | 0.0267 | 129.62 | 417282 |
| Entry Threshold: | 1.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 13067.86 |
| Total net P/L: | 3067.86 | Total ROI: | 30.68 % |
| CAGR: | 30.77 % | Max. DD: | 16.07 % |
| System Score: | 5.462 | Sharpe Ratio: | 1.589 |
| Start Date: | 2020-05-01 | End Date: | 2021-04-30 |
| Total days: | 364 | ||
| Commissions: | 144.61 | Comm.% P/L | 4.50 % |
| Total Transactions: | 120 | Log. Linearity: | 56.196 % |
| Total | Long |
Short |
FTS | IDA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3212.47 | 2184.85 | 1027.62 | 4056.16 | -843.69 |
| Total Profit | 5065.21 | 2897.38 | 2167.83 | 5199.93 | 3584.68 |
| Total Loss | 1852.74 | 712.53 | 1140.21 | 1143.77 | 4428.37 |
| Profit Factor | 2.73 | 4.07 | 1.90 | 4.55 | 0.81 |
| Trades | 30 | 16 | 14 | 30 | 30 |
| Winning Trades | 25 | 13 | 12 | 20 | 17 |
| Losing Trades | 5 | 3 | 2 | 10 | 13 |
| % Profitable | 83.00 | 81.00 | 85.00 | 66.00 | 56.00 |
| Profit/Loss Per Trade % | 0.94 | 1.22 | 0.61 | 1.16 | -0.28 |
| Profit Per Trade % | 1.80 | 2.02 | 1.55 | 2.27 | 1.88 |
| Loss Per Trade % | 3.14 | 2.09 | 4.73 | 1.01 | 2.94 |
| Days In Trade | 234 | 121 | 113 | 234 | 234 |
| Days In Trade (Avg. Per Trade) | 7.80 | 7.56 | 8.07 | 7.80 | 7.80 |
| % Days In Trade | 64.29 | 33.24 | 31.04 | 64.29 | 64.29 |