| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEP | American Electric Power Co Inc | Utilities | Utilities - Regulated Electric | 74088 | 0.0273 | 136.3 | 3401259 |
| SO | Southern Company | Utilities | Utilities - Regulated Electric | 109518 | 0.0301 | 97.15 | 5574388 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 10151.14 |
| Total net P/L: | 151.14 | Total ROI: | 1.51 % |
| CAGR: | 1.40 % | Max. DD: | 6.84 % |
| System Score: | 0.001 | Sharpe Ratio: | 0.211 |
| Start Date: | 2025-03-03 | End Date: | 2026-03-31 |
| Total days: | 393 | ||
| Commissions: | 40.00 | Comm.% P/L | 20.93 % |
| Total Transactions: | 40 | Log. Linearity: | 7.757 % |
| Total | Long |
Short |
AEP | SO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 191.14 | 385.63 | -194.49 | 28.83 | 162.31 |
| Total Profit | 1113.55 | 487.30 | 626.25 | 952.20 | 1117.42 |
| Total Loss | 922.41 | 101.67 | 820.74 | 923.37 | 955.11 |
| Profit Factor | 1.21 | 4.79 | 0.76 | 1.03 | 1.17 |
| Trades | 10 | 4 | 6 | 10 | 10 |
| Winning Trades | 7 | 3 | 4 | 4 | 5 |
| Losing Trades | 3 | 1 | 2 | 6 | 5 |
| % Profitable | 70.00 | 75.00 | 66.00 | 40.00 | 50.00 |
| Profit/Loss Per Trade % | 0.19 | 0.97 | -0.33 | 0.02 | 0.14 |
| Profit Per Trade % | 1.60 | 1.64 | 1.58 | 2.38 | 2.23 |
| Loss Per Trade % | 3.01 | 1.00 | 4.03 | 1.52 | 1.87 |
| Days In Trade | 118 | 51 | 67 | 118 | 118 |
| Days In Trade (Avg. Per Trade) | 11.80 | 12.75 | 11.17 | 11.80 | 11.80 |
| % Days In Trade | 30.03 | 12.98 | 17.05 | 30.03 | 30.03 |