| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 27640 | 0.0465 | 53.61 | 801082 |
| IDA | IDACORP Inc | Utilities | Utilities - Regulated Electric | 7547 | 0.0266 | 130.47 | 508162 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | 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: | 5000.00 | Final Equity: | 5543.48 |
| Total net P/L: | 543.48 | Total ROI: | 10.87 % |
| CAGR: | 6.41 % | Max. DD: | 9.18 % |
| System Score: | 0.327 | Sharpe Ratio: | 0.833 |
| Start Date: | 2025-01-02 | End Date: | 2026-08-31 |
| Total days: | 606 | ||
| Commissions: | 96.00 | Comm.% P/L | 15.01 % |
| Total Transactions: | 96 | Log. Linearity: | 37.084 % |
| Total | Long |
Short |
FTS | IDA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 639.48 | 360.66 | 278.82 | 1605.52 | -966.04 |
| Total Profit | 1970.73 | 956.49 | 1014.24 | 2269.22 | 1127.68 |
| Total Loss | 1331.25 | 595.83 | 735.42 | 663.70 | 2093.72 |
| Profit Factor | 1.48 | 1.61 | 1.38 | 3.42 | 0.54 |
| Trades | 24 | 11 | 13 | 24 | 24 |
| Winning Trades | 14 | 7 | 7 | 18 | 11 |
| Losing Trades | 10 | 4 | 6 | 6 | 13 |
| % Profitable | 58.00 | 63.00 | 53.00 | 75.00 | 45.00 |
| Profit/Loss Per Trade % | 0.50 | 0.64 | 0.39 | 1.18 | -0.70 |
| Profit Per Trade % | 2.62 | 2.56 | 2.69 | 2.29 | 1.93 |
| Loss Per Trade % | 2.34 | 2.60 | 2.17 | 2.05 | 2.84 |
| Days In Trade | 275 | 128 | 147 | 275 | 275 |
| Days In Trade (Avg. Per Trade) | 11.46 | 11.64 | 11.31 | 11.46 | 11.46 |
| % Days In Trade | 45.38 | 21.12 | 24.26 | 45.38 | 45.38 |