| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MGEE | MGE Energy Inc | Utilities | Utilities - Regulated Electric | 2677 | 0.0261 | 70.86 | 212902 |
| FTS | Fortis Inc | Utilities | Utilities - Regulated Electric | 27507 | 0.0473 | 53.3 | 803915 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | 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: | 19597.75 |
| Total net P/L: | 9597.75 | Total ROI: | 95.98 % |
| CAGR: | 12.63 % | Max. DD: | 19.34 % |
| System Score: | 8.297 | Sharpe Ratio: | 2.346 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 503.29 | Comm.% P/L | 4.98 % |
| Total Transactions: | 356 | Log. Linearity: | 86.935 % |
| Total | Long |
Short |
MGEE | FTS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10101.04 | 4856.10 | 5244.94 | 5491.56 | 4609.48 |
| Total Profit | 19758.86 | 10958.59 | 8800.27 | 19230.71 | 16997.10 |
| Total Loss | 9657.82 | 6102.49 | 3555.33 | 13739.15 | 12387.62 |
| Profit Factor | 2.05 | 1.80 | 2.48 | 1.40 | 1.37 |
| Trades | 89 | 49 | 40 | 89 | 89 |
| Winning Trades | 63 | 32 | 31 | 54 | 50 |
| Losing Trades | 26 | 17 | 9 | 35 | 39 |
| % Profitable | 70.00 | 65.00 | 77.00 | 60.00 | 56.00 |
| Profit/Loss Per Trade % | 0.80 | 0.70 | 0.92 | 0.42 | 0.32 |
| Profit Per Trade % | 2.04 | 2.17 | 1.91 | 2.32 | 2.11 |
| Loss Per Trade % | 2.12 | 1.98 | 2.37 | 2.38 | 1.89 |
| Days In Trade | 983 | 543 | 440 | 983 | 983 |
| Days In Trade (Avg. Per Trade) | 11.04 | 11.08 | 11.00 | 11.04 | 11.04 |
| % Days In Trade | 47.60 | 26.30 | 21.31 | 47.60 | 47.60 |