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Model: Residual
HQ Backtest PPL vs WEC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
PPL PPL Corporation Utilities Utilities - Regulated Electric 28093 0.0288 37.35 7089841
WEC WEC Energy Group Inc Utilities Utilities - Regulated Electric 37527 0.0307 115.22 2124877
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 30 Entry Mode: Uptick Reversals:
Regression Per: 30
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10581.64
Total net P/L: 581.64 Total ROI: 5.82 %
CAGR: 1.71 % Max. DD: 16.54 %
System Score: 0.000 Sharpe Ratio: 0.426
Start Date: 2023-01-02 End Date: 2026-04-30
Total days: 1214
Commissions: 181.20 Comm.% P/L 23.75 %
Total Transactions: 144 Log. Linearity: 3.071 %
Total enabled Long enabled Short PPL WEC
Total Profit/Loss 762.84 912.92 -150.08 1360.34 -597.50
Total Profit 2723.00 1411.00 1312.00 5814.19 3752.40
Total Loss 1960.16 498.08 1462.08 4453.85 4349.90
Profit Factor 1.39 2.83 0.90 1.31 0.86
Trades 36 20 16 36 36
Winning Trades 19 11 8 22 17
Losing Trades 17 9 8 14 19
% Profitable 52.00 55.00 50.00 61.00 47.00
Profit/Loss Per Trade % 0.21 0.50 -0.15 0.38 -0.25
Profit Per Trade % 1.51 1.38 1.69 2.79 2.25
Loss Per Trade % 1.20 0.57 1.91 3.26 2.41
Days In Trade 570 264 306 570 570
Days In Trade (Avg. Per Trade) 15.83 13.20 19.12 15.83 15.83
% Days In Trade 46.95 21.75 25.21 46.95 46.95
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Trade Log
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.