| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 7753 | 0.0247 | 143.45 | 459848 |
| FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 28567 | 0.044 | 57.09 | 701947 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | EMA | 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: | 20000.00 | Final Equity: | 21749.43 |
| Total net P/L: | 1749.43 | Total ROI: | 8.75 % |
| CAGR: | 8.10 % | Max. DD: | 9.04 % |
| System Score: | 0.003 | Sharpe Ratio: | 0.831 |
| Start Date: | 2025-01-02 | End Date: | 2026-01-30 |
| Total days: | 393 | ||
| Commissions: | 90.76 | Comm.% P/L | 4.93 % |
| Total Transactions: | 56 | Log. Linearity: | 6.924 % |
| Total | Long |
Short |
IDA | FTS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1840.19 | 316.56 | 1523.63 | -1263.74 | 3103.93 |
| Total Profit | 5154.50 | 2436.95 | 2717.55 | 2405.17 | 5148.59 |
| Total Loss | 3314.31 | 2120.39 | 1193.92 | 3668.91 | 2044.66 |
| Profit Factor | 1.56 | 1.15 | 2.28 | 0.66 | 2.52 |
| Trades | 14 | 7 | 7 | 14 | 14 |
| Winning Trades | 10 | 5 | 5 | 6 | 10 |
| Losing Trades | 4 | 2 | 2 | 8 | 4 |
| % Profitable | 71.00 | 71.00 | 71.00 | 42.00 | 71.00 |
| Profit/Loss Per Trade % | 0.63 | 0.25 | 1.02 | -0.40 | 1.01 |
| Profit Per Trade % | 2.42 | 2.30 | 2.54 | 1.93 | 2.38 |
| Loss Per Trade % | 3.67 | 4.70 | 2.66 | 2.06 | 2.31 |
| Days In Trade | 164 | 92 | 72 | 164 | 164 |
| Days In Trade (Avg. Per Trade) | 11.71 | 13.14 | 10.29 | 11.71 | 11.71 |
| % Days In Trade | 41.73 | 23.41 | 18.32 | 41.73 | 41.73 |