Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ACP | Aberdeen Income Credit Strategies Fund | Financial Services | Asset Management | 224 | 0.1986 | 6.76 | 319505 |
TRTX | TPG RE Finance Trust Inc | Real Estate | REIT - Mortgage | 688 | 0.1116 | 8.84 | 527387 |
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: | 10465.90 |
Total net P/L: | 465.90 | Total ROI: | 4.66 % |
CAGR: | 3.75 % | Max. DD: | 23.25 % |
System Score: | 0.185 | Sharpe Ratio: | 0.306 |
Start Date: | 2023-01-02 | End Date: | 2024-03-29 |
Total days: | 452 | ||
Commissions: | 386.63 | Comm.% P/L | 45.35 % |
Total Transactions: | 48 | Log. Linearity: | 36.708 % |
Total | Long | Short | ACP | TRTX | |
---|---|---|---|---|---|
Total Profit/Loss | 852.53 | -299.72 | 1152.25 | 525.29 | 327.24 |
Total Profit | 5068.76 | 1893.04 | 3175.72 | 2374.54 | 5816.82 |
Total Loss | 4216.24 | 2192.76 | 2023.48 | 1849.25 | 5489.58 |
Profit Factor | 1.20 | 0.86 | 1.57 | 1.28 | 1.06 |
Trades | 12 | 5 | 7 | 12 | 12 |
Winning Trades | 9 | 3 | 6 | 5 | 9 |
Losing Trades | 3 | 2 | 1 | 7 | 3 |
% Profitable | 75.00 | 60.00 | 85.00 | 41.00 | 75.00 |
Profit/Loss Per Trade % | 0.68 | -0.20 | 1.31 | 0.21 | 0.23 |
Profit Per Trade % | 5.28 | 6.16 | 4.85 | 4.25 | 6.09 |
Loss Per Trade % | 11.35 | 8.38 | 17.54 | 2.50 | 15.34 |
Days In Trade | 159 | 57 | 102 | 159 | 159 |
Days In Trade (Avg. Per Trade) | 13.25 | 11.40 | 14.57 | 13.25 | 13.25 |
% Days In Trade | 35.18 | 12.61 | 22.57 | 35.18 | 35.18 |