| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PPL | PPL Corporation | Utilities | Utilities - Regulated Electric | 26295 | 0.0314 | 34.99 | 8204869 |
| WEC | WEC Energy Group Inc | Utilities | Utilities - Regulated Electric | 34579 | 0.0343 | 106.12 | 2143644 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | 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: | 19497.13 |
| Total net P/L: | 9497.13 | Total ROI: | 94.97 % |
| CAGR: | 12.73 % | Max. DD: | 11.30 % |
| System Score: | 4.062 | Sharpe Ratio: | 2.782 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 604.43 | Comm.% P/L | 5.98 % |
| Total Transactions: | 340 | Log. Linearity: | 68.336 % |
| Total | Long |
Short |
PPL | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10101.56 | 5997.56 | 4104.00 | 10602.19 | -500.63 |
| Total Profit | 16311.68 | 8360.02 | 7951.66 | 21304.63 | 14546.93 |
| Total Loss | 6210.12 | 2362.46 | 3847.66 | 10702.44 | 15047.56 |
| Profit Factor | 2.63 | 3.54 | 2.07 | 1.99 | 0.97 |
| Trades | 85 | 45 | 40 | 85 | 85 |
| Winning Trades | 64 | 35 | 29 | 58 | 43 |
| Losing Trades | 21 | 10 | 11 | 27 | 42 |
| % Profitable | 75.00 | 77.00 | 72.00 | 68.00 | 50.00 |
| Profit/Loss Per Trade % | 0.84 | 0.93 | 0.72 | 0.82 | -0.04 |
| Profit Per Trade % | 1.72 | 1.64 | 1.82 | 2.38 | 2.15 |
| Loss Per Trade % | 1.79 | 1.48 | 2.06 | 2.42 | 2.21 |
| Days In Trade | 927 | 497 | 430 | 927 | 927 |
| Days In Trade (Avg. Per Trade) | 10.91 | 11.04 | 10.75 | 10.91 | 10.91 |
| % Days In Trade | 45.58 | 24.43 | 21.14 | 45.58 | 45.58 |