| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 25947 | 0.0477 | 51.34 | 643443 |
| LNT | Alliant Energy Corp | Utilities | Utilities - Regulated Electric | 17585 | 0.0293 | 68.41 | 2068575 |
| Entry Threshold: | 2.00 | 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: | 23443.44 |
| Total net P/L: | 13443.44 | Total ROI: | 134.43 % |
| CAGR: | 15.73 % | Max. DD: | 12.89 % |
| System Score: | 12.655 | Sharpe Ratio: | 2.786 |
| Start Date: | 2020-01-02 | End Date: | 2025-10-31 |
| Total days: | 2129 | ||
| Commissions: | 670.57 | Comm.% P/L | 4.75 % |
| Total Transactions: | 364 | Log. Linearity: | 93.011 % |
| Total | Long |
Short |
FTS | LNT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 14114.01 | 7002.71 | 7111.30 | 1961.15 | 12152.86 |
| Total Profit | 20909.17 | 10007.32 | 10901.86 | 18432.80 | 26125.94 |
| Total Loss | 6795.16 | 3004.60 | 3790.56 | 16471.65 | 13973.08 |
| Profit Factor | 3.08 | 3.33 | 2.88 | 1.12 | 1.87 |
| Trades | 91 | 45 | 46 | 91 | 91 |
| Winning Trades | 75 | 37 | 38 | 51 | 62 |
| Losing Trades | 16 | 8 | 8 | 40 | 29 |
| % Profitable | 82.00 | 82.00 | 82.00 | 56.00 | 68.00 |
| Profit/Loss Per Trade % | 0.98 | 0.99 | 0.98 | 0.05 | 0.86 |
| Profit Per Trade % | 1.67 | 1.64 | 1.70 | 2.00 | 2.52 |
| Loss Per Trade % | 2.12 | 1.89 | 2.36 | 2.35 | 2.54 |
| Days In Trade | 921 | 476 | 445 | 921 | 921 |
| Days In Trade (Avg. Per Trade) | 10.12 | 10.58 | 9.67 | 10.12 | 10.12 |
| % Days In Trade | 43.26 | 22.36 | 20.90 | 43.26 | 43.26 |