| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MGEE | MGE Energy Inc | Utilities | Utilities - Regulated Electric | 2852 | 0.0232 | 78 | 135109 |
| FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 29338 | 0.043 | 57.82 | 702852 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 18619.27 |
| Total net P/L: | 8619.27 | Total ROI: | 86.19 % |
| CAGR: | 12.83 % | Max. DD: | 12.66 % |
| System Score: | 9.437 | Sharpe Ratio: | 2.290 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 457.21 | Comm.% P/L | 5.04 % |
| Total Transactions: | 324 | Log. Linearity: | 90.277 % |
| Total | Long |
Short |
MGEE | FTS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 9076.48 | 5133.98 | 3942.50 | 6543.41 | 2533.07 |
| Total Profit | 17730.12 | 10482.99 | 7247.13 | 18201.71 | 14728.80 |
| Total Loss | 8653.64 | 5349.01 | 3304.63 | 11658.30 | 12195.73 |
| Profit Factor | 2.05 | 1.96 | 2.19 | 1.56 | 1.21 |
| Trades | 81 | 46 | 35 | 81 | 81 |
| Winning Trades | 58 | 31 | 27 | 51 | 45 |
| Losing Trades | 23 | 15 | 8 | 30 | 36 |
| % Profitable | 71.00 | 67.00 | 77.00 | 62.00 | 55.00 |
| Profit/Loss Per Trade % | 0.81 | 0.78 | 0.85 | 0.54 | 0.22 |
| Profit Per Trade % | 2.03 | 2.16 | 1.88 | 2.35 | 2.08 |
| Loss Per Trade % | 2.16 | 1.98 | 2.51 | 2.42 | 2.02 |
| Days In Trade | 896 | 505 | 391 | 896 | 896 |
| Days In Trade (Avg. Per Trade) | 11.06 | 10.98 | 11.17 | 11.06 | 11.06 |
| % Days In Trade | 47.66 | 26.86 | 20.80 | 47.66 | 47.66 |