| 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: | 1.50 | Exit Threshold: | 0.10 | ||
| 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: | 20863.16 |
| Total net P/L: | 10863.16 | Total ROI: | 108.63 % |
| CAGR: | 14.11 % | Max. DD: | 14.62 % |
| System Score: | 4.079 | Sharpe Ratio: | 2.815 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 850.85 | Comm.% P/L | 7.26 % |
| Total Transactions: | 464 | Log. Linearity: | 66.128 % |
| Total | Long |
Short |
PPL | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 11714.01 | 5168.20 | 6545.81 | 14988.23 | -3274.22 |
| Total Profit | 20201.96 | 8411.79 | 11790.17 | 29648.85 | 21590.55 |
| Total Loss | 8487.95 | 3243.59 | 5244.36 | 14660.62 | 24864.77 |
| Profit Factor | 2.38 | 2.59 | 2.25 | 2.02 | 0.87 |
| Trades | 116 | 57 | 59 | 116 | 116 |
| Winning Trades | 84 | 41 | 43 | 70 | 60 |
| Losing Trades | 32 | 16 | 16 | 46 | 56 |
| % Profitable | 72.00 | 71.00 | 72.00 | 60.00 | 51.00 |
| Profit/Loss Per Trade % | 0.68 | 0.61 | 0.75 | 0.78 | -0.17 |
| Profit Per Trade % | 1.57 | 1.34 | 1.79 | 2.60 | 2.22 |
| Loss Per Trade % | 1.58 | 1.20 | 1.97 | 1.90 | 2.63 |
| Days In Trade | 1178 | 618 | 560 | 1178 | 1178 |
| Days In Trade (Avg. Per Trade) | 10.16 | 10.84 | 9.49 | 10.16 | 10.16 |
| % Days In Trade | 57.92 | 30.38 | 27.53 | 57.92 | 57.92 |