| 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: | Simple | 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: | 11778.07 |
| Total net P/L: | 1778.07 | Total ROI: | 17.78 % |
| CAGR: | 15.24 % | Max. DD: | 5.55 % |
| System Score: | 8.571 | Sharpe Ratio: | 2.386 |
| Start Date: | 2025-01-02 | End Date: | 2026-02-27 |
| Total days: | 421 | ||
| Commissions: | 60.00 | Comm.% P/L | 3.26 % |
| Total Transactions: | 60 | Log. Linearity: | 82.537 % |
| Total | Long |
Short |
DTE | CMS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1838.07 | 1012.05 | 826.02 | 1587.77 | 250.30 |
| Total Profit | 2314.32 | 1070.29 | 1244.03 | 2870.76 | 1855.41 |
| Total Loss | 476.25 | 58.24 | 418.01 | 1282.99 | 1605.11 |
| Profit Factor | 4.86 | 18.38 | 2.98 | 2.24 | 1.16 |
| Trades | 15 | 7 | 8 | 15 | 15 |
| Winning Trades | 12 | 6 | 6 | 10 | 6 |
| Losing Trades | 3 | 1 | 2 | 5 | 9 |
| % Profitable | 80.00 | 85.00 | 75.00 | 66.00 | 40.00 |
| Profit/Loss Per Trade % | 1.13 | 1.34 | 0.95 | 0.94 | 0.12 |
| Profit Per Trade % | 1.79 | 1.66 | 1.92 | 2.62 | 2.82 |
| Loss Per Trade % | 1.42 | 0.51 | 1.87 | 2.33 | 1.61 |
| Days In Trade | 188 | 81 | 107 | 188 | 188 |
| Days In Trade (Avg. Per Trade) | 12.53 | 11.57 | 13.38 | 12.53 | 12.53 |
| % Days In Trade | 44.66 | 19.24 | 25.42 | 44.66 | 44.66 |