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Model: Ratio
HQ Backtest FTS vs OGE
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 enabled Long enabled 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
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.