| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FE | FirstEnergy Corporation | Utilities | Utilities - Regulated Electric | 29082 | 0.0346 | 50.32 | 4496345 |
| FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 29054 | 0.0431 | 57.26 | 700802 |
| Entry Threshold: | 0.10 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | 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: | 10000.00 | Final Equity: | 17553.06 |
| Total net P/L: | 7553.06 | Total ROI: | 75.53 % |
| CAGR: | 11.54 % | Max. DD: | 14.42 % |
| System Score: | 8.060 | Sharpe Ratio: | 1.760 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 1103.09 | Comm.% P/L | 12.74 % |
| Total Transactions: | 760 | Log. Linearity: | 88.718 % |
| Total | Long |
Short |
FE | FTS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 8656.15 | 5342.62 | 3313.53 | 2056.36 | 6599.79 |
| Total Profit | 20424.89 | 10195.67 | 10229.22 | 23181.01 | 23229.80 |
| Total Loss | 11768.74 | 4853.05 | 6915.69 | 21124.65 | 16630.01 |
| Profit Factor | 1.74 | 2.10 | 1.48 | 1.10 | 1.40 |
| Trades | 190 | 93 | 97 | 190 | 190 |
| Winning Trades | 144 | 74 | 70 | 112 | 109 |
| Losing Trades | 46 | 19 | 27 | 77 | 81 |
| % Profitable | 75.00 | 79.00 | 72.00 | 58.00 | 57.00 |
| Profit/Loss Per Trade % | 0.34 | 0.47 | 0.22 | 0.11 | 0.19 |
| Profit Per Trade % | 1.16 | 1.15 | 1.18 | 1.77 | 1.66 |
| Loss Per Trade % | 2.14 | 2.09 | 2.18 | 2.21 | 1.73 |
| Days In Trade | 1540 | 711 | 829 | 1540 | 1540 |
| Days In Trade (Avg. Per Trade) | 8.11 | 7.65 | 8.55 | 8.11 | 8.11 |
| % Days In Trade | 81.91 | 37.82 | 44.10 | 81.91 | 81.91 |