| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SO | Southern Company | Utilities | Utilities - Regulated Electric | 106429 | 0.0314 | 94.41 | 5499464 |
| DTE | DTE Energy Company | Utilities | Utilities - Regulated Electric | 30909 | 0.0303 | 148.58 | 1331873 |
| 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: | 10000.00 | Final Equity: | 12622.27 |
| Total net P/L: | 2622.27 | Total ROI: | 26.22 % |
| CAGR: | 26.47 % | Max. DD: | 4.16 % |
| System Score: | 14.873 | Sharpe Ratio: | 2.853 |
| Start Date: | 2025-01-02 | End Date: | 2025-12-30 |
| Total days: | 362 | ||
| Commissions: | 60.00 | Comm.% P/L | 2.24 % |
| Total Transactions: | 60 | Log. Linearity: | 82.522 % |
| Total | Long |
Short |
SO | DTE | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2682.27 | 1673.77 | 1008.50 | 812.68 | 1869.59 |
| Total Profit | 3154.13 | 1673.77 | 1480.36 | 2219.71 | 2468.97 |
| Total Loss | 471.86 | 0.00 | 471.86 | 1407.03 | 599.38 |
| Profit Factor | 6.68 | 0.00 | 3.14 | 1.58 | 4.12 |
| Trades | 15 | 7 | 8 | 15 | 15 |
| Winning Trades | 14 | 7 | 7 | 10 | 11 |
| Losing Trades | 1 | 0 | 1 | 5 | 4 |
| % Profitable | 93.00 | 100.00 | 87.00 | 66.00 | 73.00 |
| Profit/Loss Per Trade % | 1.60 | 2.12 | 1.15 | 0.49 | 1.06 |
| Profit Per Trade % | 2.02 | 2.12 | 1.91 | 1.99 | 1.97 |
| Loss Per Trade % | 4.06 | 0.00 | 4.06 | 2.43 | 1.36 |
| Days In Trade | 151 | 67 | 84 | 151 | 151 |
| Days In Trade (Avg. Per Trade) | 10.07 | 9.57 | 10.50 | 10.07 | 10.07 |
| % Days In Trade | 41.71 | 18.51 | 23.20 | 41.71 | 41.71 |