| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 27727 | 0.0454 | 54.46 | 766624 |
| IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 7481 | 0.0248 | 135.01 | 443494 |
| 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: | 15937.92 |
| Total net P/L: | 5937.92 | Total ROI: | 59.38 % |
| CAGR: | 9.02 % | Max. DD: | 14.20 % |
| System Score: | 5.385 | Sharpe Ratio: | 2.207 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 240.99 | Comm.% P/L | 3.90 % |
| Total Transactions: | 192 | Log. Linearity: | 84.218 % |
| Total | Long |
Short |
FTS | IDA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6178.91 | 1423.05 | 4755.86 | 3324.88 | 2854.03 |
| Total Profit | 11601.45 | 4660.56 | 6940.89 | 9348.41 | 11124.97 |
| Total Loss | 5422.54 | 3237.51 | 2185.03 | 6023.53 | 8270.94 |
| Profit Factor | 2.14 | 1.44 | 3.18 | 1.55 | 1.35 |
| Trades | 48 | 19 | 29 | 48 | 48 |
| Winning Trades | 36 | 13 | 23 | 27 | 29 |
| Losing Trades | 12 | 6 | 6 | 21 | 19 |
| % Profitable | 75.00 | 68.00 | 79.00 | 56.00 | 60.00 |
| Profit/Loss Per Trade % | 1.01 | 0.63 | 1.26 | 0.37 | 0.56 |
| Profit Per Trade % | 2.46 | 2.79 | 2.28 | 2.43 | 2.98 |
| Loss Per Trade % | 3.17 | 3.83 | 2.52 | 2.12 | 2.96 |
| Days In Trade | 598 | 245 | 353 | 598 | 598 |
| Days In Trade (Avg. Per Trade) | 12.46 | 12.89 | 12.17 | 12.46 | 12.46 |
| % Days In Trade | 30.34 | 12.43 | 17.91 | 30.34 | 30.34 |