| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 28445 | 0.0446 | 55.79 | 730361 |
| OGE | OGE Energy Corporation | Utilities | Utilities - Regulated Electric | 9892 | 0.0353 | 47.96 | 1332367 |
| 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: | 26435.69 |
| Total net P/L: | 16435.69 | Total ROI: | 164.36 % |
| CAGR: | 18.14 % | Max. DD: | 18.52 % |
| System Score: | 7.762 | Sharpe Ratio: | 3.347 |
| Start Date: | 2020-01-02 | End Date: | 2025-10-31 |
| Total days: | 2129 | ||
| Commissions: | 854.33 | Comm.% P/L | 4.94 % |
| Total Transactions: | 340 | Log. Linearity: | 75.360 % |
| Total | Long |
Short |
FTS | OGE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 17290.02 | 7382.80 | 9907.22 | 5127.55 | 12162.47 |
| Total Profit | 26660.37 | 11936.45 | 14723.92 | 20505.78 | 28542.28 |
| Total Loss | 9370.35 | 4553.65 | 4816.70 | 15378.23 | 16379.81 |
| Profit Factor | 2.85 | 2.62 | 3.06 | 1.33 | 1.74 |
| Trades | 85 | 43 | 42 | 85 | 85 |
| Winning Trades | 65 | 32 | 33 | 49 | 53 |
| Losing Trades | 20 | 11 | 9 | 36 | 32 |
| % Profitable | 76.00 | 74.00 | 78.00 | 57.00 | 62.00 |
| Profit/Loss Per Trade % | 1.20 | 1.06 | 1.35 | 0.20 | 0.87 |
| Profit Per Trade % | 2.37 | 2.07 | 2.66 | 2.14 | 3.22 |
| Loss Per Trade % | 2.41 | 1.80 | 3.17 | 2.32 | 2.72 |
| Days In Trade | 866 | 495 | 371 | 866 | 866 |
| Days In Trade (Avg. Per Trade) | 10.19 | 11.51 | 8.83 | 10.19 | 10.19 |
| % Days In Trade | 40.68 | 23.25 | 17.43 | 40.68 | 40.68 |