| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DUK | Duke Energy Corporation | Utilities | Utilities - Regulated Electric | 102513 | 0.0325 | 131.82 | 3413539 |
| PPL | PPL Corporation | Utilities | Utilities - Regulated Electric | 28602 | 0.029 | 38.07 | 6683268 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | 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: | 16653.35 |
| Total net P/L: | 6653.35 | Total ROI: | 66.53 % |
| CAGR: | 9.01 % | Max. DD: | 15.67 % |
| System Score: | 2.632 | Sharpe Ratio: | 1.930 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 575.64 | Comm.% P/L | 7.96 % |
| Total Transactions: | 352 | Log. Linearity: | 66.340 % |
| Total | Long |
Short |
DUK | PPL | |
|---|---|---|---|---|---|
| Total Profit/Loss | 7228.99 | 4114.97 | 3114.02 | 604.13 | 6624.86 |
| Total Profit | 15190.44 | 6956.23 | 8234.21 | 14918.82 | 18532.33 |
| Total Loss | 7961.45 | 2841.26 | 5120.19 | 14314.69 | 11907.47 |
| Profit Factor | 1.91 | 2.45 | 1.61 | 1.04 | 1.56 |
| Trades | 88 | 42 | 46 | 88 | 88 |
| Winning Trades | 65 | 33 | 32 | 49 | 55 |
| Losing Trades | 23 | 9 | 14 | 39 | 33 |
| % Profitable | 73.00 | 78.00 | 69.00 | 55.00 | 62.00 |
| Profit/Loss Per Trade % | 0.63 | 0.78 | 0.50 | 0.03 | 0.52 |
| Profit Per Trade % | 1.86 | 1.63 | 2.09 | 2.41 | 2.62 |
| Loss Per Trade % | 2.69 | 2.28 | 2.96 | 2.85 | 2.82 |
| Days In Trade | 1080 | 497 | 583 | 1080 | 1080 |
| Days In Trade (Avg. Per Trade) | 12.27 | 11.83 | 12.67 | 12.27 | 12.27 |
| % Days In Trade | 50.07 | 23.04 | 27.03 | 50.07 | 50.07 |