| 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: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| 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: | 18973.66 |
| Total net P/L: | 8973.66 | Total ROI: | 89.74 % |
| CAGR: | 12.59 % | Max. DD: | 8.68 % |
| System Score: | 11.722 | Sharpe Ratio: | 3.680 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 248.72 | Comm.% P/L | 2.70 % |
| Total Transactions: | 192 | Log. Linearity: | 97.640 % |
| Total | Long |
Short |
FTS | IDA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 9222.38 | 0.00 | 9222.38 | 2910.24 | 6312.14 |
| Total Profit | 11485.76 | 0.00 | 11485.76 | 8029.40 | 11151.39 |
| Total Loss | 2263.38 | 0.00 | 2263.38 | 5119.16 | 4839.25 |
| Profit Factor | 5.07 | 0.00 | 5.07 | 1.57 | 2.30 |
| Trades | 48 | 0 | 48 | 48 | 48 |
| Winning Trades | 41 | 0 | 41 | 27 | 31 |
| Losing Trades | 7 | 0 | 7 | 21 | 17 |
| % Profitable | 85.00 | 0.00 | 85.00 | 56.00 | 64.00 |
| Profit/Loss Per Trade % | 1.38 | 0.00 | 1.38 | 0.41 | 0.93 |
| Profit Per Trade % | 1.99 | 0.00 | 1.99 | 2.04 | 2.56 |
| Loss Per Trade % | 2.07 | 0.00 | 2.07 | 1.65 | 1.97 |
| Days In Trade | 436 | 0 | 436 | 436 | 436 |
| Days In Trade (Avg. Per Trade) | 9.08 | 0.00 | 9.08 | 9.08 | 9.08 |
| % Days In Trade | 22.12 | 0.00 | 22.12 | 22.12 | 22.12 |