| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DTE | DTE Energy Company | Utilities | Utilities - Regulated Electric | 30888 | 0.0295 | 148.64 | 1384967 |
| CMS | CMS Energy Corporation | Utilities | Utilities - Regulated Electric | 23656 | 0.0278 | 77.2 | 2516599 |
| 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: | 11931.91 |
| Total net P/L: | 1931.91 | Total ROI: | 19.32 % |
| CAGR: | 16.55 % | Max. DD: | 4.32 % |
| System Score: | 11.162 | Sharpe Ratio: | 2.620 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 60.00 | Comm.% P/L | 3.01 % |
| Total Transactions: | 60 | Log. Linearity: | 87.700 % |
| Total | Long |
Short |
DTE | CMS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1991.91 | 1016.52 | 975.39 | 1460.67 | 531.24 |
| Total Profit | 2469.29 | 1075.54 | 1393.75 | 2752.42 | 2062.19 |
| Total Loss | 477.38 | 59.02 | 418.36 | 1291.75 | 1530.95 |
| Profit Factor | 5.17 | 18.22 | 3.33 | 2.13 | 1.35 |
| Trades | 15 | 7 | 8 | 15 | 15 |
| Winning Trades | 12 | 6 | 6 | 10 | 7 |
| Losing Trades | 3 | 1 | 2 | 5 | 8 |
| % Profitable | 80.00 | 85.00 | 75.00 | 66.00 | 46.00 |
| Profit/Loss Per Trade % | 1.22 | 1.34 | 1.12 | 0.86 | 0.29 |
| Profit Per Trade % | 1.90 | 1.65 | 2.14 | 2.49 | 2.67 |
| Loss Per Trade % | 1.42 | 0.51 | 1.87 | 2.33 | 1.71 |
| Days In Trade | 181 | 81 | 100 | 181 | 181 |
| Days In Trade (Avg. Per Trade) | 12.07 | 11.57 | 12.50 | 12.07 | 12.07 |
| % Days In Trade | 42.99 | 19.24 | 23.75 | 42.99 | 42.99 |