| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 7743 | 0.0241 | 143.26 | 458853 |
| WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 37721 | 0.0308 | 115.9 | 2168732 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 15321.97 |
| Total net P/L: | 5321.97 | Total ROI: | 53.22 % |
| CAGR: | 8.77 % | Max. DD: | 18.62 % |
| System Score: | 4.313 | Sharpe Ratio: | 2.012 |
| Start Date: | 2021-01-04 | End Date: | 2026-01-30 |
| Total days: | 1852 | ||
| Commissions: | 264.02 | Comm.% P/L | 4.73 % |
| Total Transactions: | 264 | Log. Linearity: | 78.923 % |
| Total | Long |
Short |
IDA | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5585.99 | 2152.36 | 3433.63 | 4422.62 | 1163.37 |
| Total Profit | 11491.17 | 4903.71 | 6587.46 | 15125.65 | 14717.48 |
| Total Loss | 5905.18 | 2751.35 | 3153.83 | 10703.03 | 13554.11 |
| Profit Factor | 1.95 | 1.78 | 2.09 | 1.41 | 1.09 |
| Trades | 66 | 30 | 36 | 66 | 66 |
| Winning Trades | 50 | 22 | 28 | 43 | 36 |
| Losing Trades | 16 | 8 | 8 | 23 | 30 |
| % Profitable | 75.00 | 73.00 | 77.00 | 65.00 | 54.00 |
| Profit/Loss Per Trade % | 0.68 | 0.59 | 0.75 | 0.47 | 0.07 |
| Profit Per Trade % | 1.77 | 1.72 | 1.81 | 2.61 | 3.06 |
| Loss Per Trade % | 2.60 | 2.43 | 2.77 | 3.33 | 3.31 |
| Days In Trade | 981 | 435 | 546 | 981 | 981 |
| Days In Trade (Avg. Per Trade) | 14.86 | 14.50 | 15.17 | 14.86 | 14.86 |
| % Days In Trade | 52.97 | 23.49 | 29.48 | 52.97 | 52.97 |