| 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: | 0.00 | ||
| 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: | 21797.07 |
| Total net P/L: | 11797.07 | Total ROI: | 117.97 % |
| CAGR: | 15.01 % | Max. DD: | 12.42 % |
| System Score: | 5.253 | Sharpe Ratio: | 2.933 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 857.79 | Comm.% P/L | 6.78 % |
| Total Transactions: | 460 | Log. Linearity: | 70.477 % |
| Total | Long |
Short |
PPL | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 12654.86 | 5560.80 | 7094.06 | 16187.23 | -3532.37 |
| Total Profit | 21602.95 | 9300.07 | 12302.88 | 30499.22 | 21665.04 |
| Total Loss | 8948.09 | 3739.27 | 5208.82 | 14311.99 | 25197.41 |
| Profit Factor | 2.41 | 2.49 | 2.36 | 2.13 | 0.86 |
| Trades | 115 | 57 | 58 | 115 | 115 |
| Winning Trades | 86 | 43 | 43 | 73 | 60 |
| Losing Trades | 29 | 14 | 15 | 42 | 55 |
| % Profitable | 74.00 | 75.00 | 74.00 | 63.00 | 52.00 |
| Profit/Loss Per Trade % | 0.73 | 0.63 | 0.82 | 0.83 | -0.18 |
| Profit Per Trade % | 1.60 | 1.37 | 1.84 | 2.51 | 2.20 |
| Loss Per Trade % | 1.80 | 1.57 | 2.01 | 1.99 | 2.66 |
| Days In Trade | 1217 | 633 | 584 | 1217 | 1217 |
| Days In Trade (Avg. Per Trade) | 10.58 | 11.11 | 10.07 | 10.58 | 10.58 |
| % Days In Trade | 59.83 | 31.12 | 28.71 | 59.83 | 59.83 |