| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| BKH | Black Hills Corporation | Utilities | Utilities - Regulated Gas | 5582 | 0.0376 | 73.21 | 962959 |
| OTTR | Otter Tail Corporation | Industrials | Conglomerates | 3770 | 0.0247 | 89.79 | 256556 |
| 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: | 6854.81 |
| Total net P/L: | -3145.20 | Total ROI: | -31.45 % |
| CAGR: | -6.46 % | Max. DD: | 64.13 % |
| System Score: | -1.382 | Sharpe Ratio: | -0.693 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 286.42 | Comm.% P/L | 10.02 % |
| Total Transactions: | 284 | Log. Linearity: | 59.816 % |
| Total | Long |
Short |
BKH | OTTR | |
|---|---|---|---|---|---|
| Total Profit/Loss | -2858.78 | -2866.24 | 7.47 | 208.17 | -3066.95 |
| Total Profit | 7820.31 | 3779.78 | 4040.52 | 8810.55 | 7442.05 |
| Total Loss | 10679.08 | 6646.03 | 4033.05 | 8602.38 | 10508.99 |
| Profit Factor | 0.73 | 0.57 | 1.00 | 1.02 | 0.71 |
| Trades | 71 | 39 | 32 | 71 | 71 |
| Winning Trades | 45 | 23 | 22 | 40 | 38 |
| Losing Trades | 26 | 16 | 10 | 31 | 33 |
| % Profitable | 63.00 | 58.00 | 68.00 | 56.00 | 53.00 |
| Profit/Loss Per Trade % | -0.47 | -0.96 | 0.14 | -0.14 | -0.40 |
| Profit Per Trade % | 2.73 | 2.46 | 3.02 | 2.93 | 3.14 |
| Loss Per Trade % | 5.50 | 5.33 | 5.76 | 3.88 | 4.15 |
| Days In Trade | 884 | 534 | 350 | 884 | 884 |
| Days In Trade (Avg. Per Trade) | 12.45 | 13.69 | 10.94 | 12.45 | 12.45 |
| % Days In Trade | 42.81 | 25.86 | 16.95 | 42.81 | 42.81 |