| 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: | 13800.62 |
| Total net P/L: | 3800.62 | Total ROI: | 38.01 % |
| CAGR: | 5.86 % | Max. DD: | 20.23 % |
| System Score: | 3.143 | Sharpe Ratio: | 1.583 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 237.70 | Comm.% P/L | 5.89 % |
| Total Transactions: | 196 | Log. Linearity: | 81.255 % |
| Total | Long |
Short |
MGEE | FTS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4038.32 | 4038.32 | 0.00 | 2887.59 | 1150.73 |
| Total Profit | 8786.81 | 8786.81 | 0.00 | 8873.48 | 7801.00 |
| Total Loss | 4748.49 | 4748.49 | 0.00 | 5985.89 | 6650.27 |
| Profit Factor | 1.85 | 1.85 | 0.00 | 1.48 | 1.17 |
| Trades | 49 | 49 | 0 | 49 | 49 |
| Winning Trades | 32 | 32 | 0 | 30 | 27 |
| Losing Trades | 17 | 17 | 0 | 19 | 22 |
| % Profitable | 65.00 | 65.00 | 0.00 | 61.00 | 55.00 |
| Profit/Loss Per Trade % | 0.70 | 0.70 | 0.00 | 0.45 | 0.19 |
| Profit Per Trade % | 2.17 | 2.17 | 0.00 | 2.36 | 2.22 |
| Loss Per Trade % | 1.98 | 1.98 | 0.00 | 2.44 | 2.21 |
| Days In Trade | 543 | 543 | 0 | 543 | 543 |
| Days In Trade (Avg. Per Trade) | 11.08 | 11.08 | 0.00 | 11.08 | 11.08 |
| % Days In Trade | 26.30 | 26.30 | 0.00 | 26.30 | 26.30 |