| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AEP | American Electric Power Co Inc | Utilities | Utilities - Regulated Electric | 64429 | 0.0322 | 118.35 | 3959144 |
| SO | Southern Company | Utilities | Utilities - Regulated Electric | 95342 | 0.036 | 82.88 | 5764902 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 11793.95 |
| Total net P/L: | 1793.95 | Total ROI: | 17.94 % |
| CAGR: | 2.96 % | Max. DD: | 10.42 % |
| System Score: | 0.776 | Sharpe Ratio: | 0.937 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 208.00 | Comm.% P/L | 10.39 % |
| Total Transactions: | 208 | Log. Linearity: | 64.017 % |
| Total | Long |
Short |
AEP | SO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2001.95 | 2239.19 | -237.24 | -2153.45 | 4155.40 |
| Total Profit | 6510.45 | 3918.24 | 2592.21 | 7936.92 | 10760.93 |
| Total Loss | 4508.50 | 1679.05 | 2829.45 | 10090.37 | 6605.53 |
| Profit Factor | 1.44 | 2.33 | 0.92 | 0.79 | 1.63 |
| Trades | 52 | 30 | 22 | 52 | 52 |
| Winning Trades | 36 | 23 | 13 | 23 | 31 |
| Losing Trades | 16 | 7 | 9 | 29 | 21 |
| % Profitable | 69.00 | 76.00 | 59.00 | 44.00 | 59.00 |
| Profit/Loss Per Trade % | 0.35 | 0.68 | -0.09 | -0.44 | 0.67 |
| Profit Per Trade % | 1.64 | 1.56 | 1.78 | 3.10 | 3.13 |
| Loss Per Trade % | 2.47 | 2.14 | 2.72 | 3.10 | 2.80 |
| Days In Trade | 748 | 426 | 322 | 748 | 748 |
| Days In Trade (Avg. Per Trade) | 14.38 | 14.20 | 14.64 | 14.38 | 14.38 |
| % Days In Trade | 36.22 | 20.63 | 15.59 | 36.22 | 36.22 |