| 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 | 65475 | 0.0315 | 120.27 | 3944270 |
| LNT | Alliant Energy Corp | Utilities | Utilities - Regulated Electric | 16755 | 0.0321 | 64.62 | 2389561 |
| 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: | 6288.80 |
| Total net P/L: | 1288.80 | Total ROI: | 25.78 % |
| CAGR: | 13.35 % | Max. DD: | 8.44 % |
| System Score: | 5.317 | Sharpe Ratio: | 1.718 |
| Start Date: | 2024-11-01 | End Date: | 2026-08-31 |
| Total days: | 668 | ||
| Commissions: | 104.00 | Comm.% P/L | 7.47 % |
| Total Transactions: | 104 | Log. Linearity: | 73.574 % |
| Total | Long |
Short |
AEP | LNT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1392.80 | 474.00 | 918.80 | 527.15 | 865.65 |
| Total Profit | 2074.54 | 812.14 | 1262.40 | 1869.51 | 2230.22 |
| Total Loss | 681.74 | 338.14 | 343.60 | 1342.36 | 1364.57 |
| Profit Factor | 3.04 | 2.40 | 3.67 | 1.39 | 1.63 |
| Trades | 26 | 12 | 14 | 26 | 26 |
| Winning Trades | 19 | 8 | 11 | 13 | 15 |
| Losing Trades | 7 | 4 | 3 | 13 | 11 |
| % Profitable | 73.00 | 66.00 | 78.00 | 50.00 | 57.00 |
| Profit/Loss Per Trade % | 0.96 | 0.69 | 1.19 | 0.31 | 0.58 |
| Profit Per Trade % | 1.97 | 1.79 | 2.11 | 2.52 | 2.69 |
| Loss Per Trade % | 1.73 | 1.47 | 2.07 | 1.83 | 2.17 |
| Days In Trade | 341 | 131 | 210 | 341 | 341 |
| Days In Trade (Avg. Per Trade) | 13.12 | 10.92 | 15.00 | 13.12 | 13.12 |
| % Days In Trade | 51.05 | 19.61 | 31.44 | 51.05 | 51.05 |