| 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: | 0.50 | ||
| 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: | 16872.88 |
| Total net P/L: | 6872.88 | Total ROI: | 68.73 % |
| CAGR: | 9.84 % | Max. DD: | 15.13 % |
| System Score: | 3.033 | Sharpe Ratio: | 2.271 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 830.19 | Comm.% P/L | 10.78 % |
| Total Transactions: | 512 | Log. Linearity: | 67.544 % |
| Total | Long |
Short |
PPL | WEC | |
|---|---|---|---|---|---|
| Total Profit/Loss | 7703.07 | 3908.32 | 3794.75 | 13149.13 | -5446.06 |
| Total Profit | 14817.92 | 6836.32 | 7981.60 | 22478.47 | 14188.96 |
| Total Loss | 7114.85 | 2928.00 | 4186.85 | 9329.34 | 19635.02 |
| Profit Factor | 2.08 | 2.33 | 1.91 | 2.41 | 0.72 |
| Trades | 128 | 66 | 62 | 128 | 128 |
| Winning Trades | 91 | 49 | 42 | 80 | 63 |
| Losing Trades | 37 | 17 | 20 | 48 | 65 |
| % Profitable | 71.00 | 74.00 | 67.00 | 62.00 | 49.00 |
| Profit/Loss Per Trade % | 0.46 | 0.45 | 0.47 | 0.74 | -0.33 |
| Profit Per Trade % | 1.22 | 1.02 | 1.44 | 2.04 | 1.63 |
| Loss Per Trade % | 1.36 | 1.19 | 1.51 | 1.37 | 2.15 |
| Days In Trade | 951 | 480 | 471 | 951 | 951 |
| Days In Trade (Avg. Per Trade) | 7.43 | 7.27 | 7.60 | 7.43 | 7.43 |
| % Days In Trade | 46.76 | 23.60 | 23.16 | 46.76 | 46.76 |