| 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: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 142889.90 |
| Total net P/L: | 132889.90 | Total ROI: | 1328.90 % |
| CAGR: | 57.77 % | Max. DD: | 39.29 % |
| System Score: | 44.652 | Sharpe Ratio: | 2.831 |
| Start Date: | 2020-01-02 | End Date: | 2025-10-31 |
| Total days: | 2129 | ||
| Commissions: | 9081.72 | Comm.% P/L | 6.40 % |
| Total Transactions: | 364 | Log. Linearity: | 91.774 % |
| Total | Long |
Short |
FTS | LNT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 141971.62 | 75141.86 | 66829.76 | 40799.77 | 101171.85 |
| Total Profit | 254505.62 | 121226.57 | 133279.05 | 256630.11 | 317670.74 |
| Total Loss | 112533.99 | 46084.71 | 66449.29 | 215830.34 | 216498.89 |
| Profit Factor | 2.26 | 2.63 | 2.01 | 1.19 | 1.47 |
| 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 % | 3.11 | 3.13 | 3.08 | -0.21 | 2.51 |
| Profit Per Trade % | 5.54 | 5.43 | 5.65 | 6.57 | 8.26 |
| Loss Per Trade % | 6.91 | 6.11 | 7.70 | 7.71 | 8.34 |
| 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 |