Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ACRE | Ares Commercial Real Estate | Real Estate | REIT - Mortgage | 408 | 0.1333 | 7.37 | 589960 |
STWD | Starwood Property Trust Inc | Real Estate | REIT - Mortgage | 6507 | 0.0949 | 20.33 | 2484719 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
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: | 10663.59 |
Total net P/L: | 663.59 | Total ROI: | 6.64 % |
CAGR: | 6.67 % | Max. DD: | 5.64 % |
System Score: | 0.000 | Sharpe Ratio: | 0.801 |
Start Date: | 2018-01-02 | End Date: | 2018-12-31 |
Total days: | 363 | ||
Commissions: | 165.91 | Comm.% P/L | 20.00 % |
Total Transactions: | 52 | Log. Linearity: | 0.797 % |
Total | Long | Short | ACRE | STWD | |
---|---|---|---|---|---|
Total Profit/Loss | 829.50 | 813.89 | 15.61 | -199.94 | 1029.44 |
Total Profit | 1593.60 | 949.88 | 643.72 | 1385.24 | 1716.55 |
Total Loss | 764.10 | 135.99 | 628.11 | 1585.18 | 687.11 |
Profit Factor | 2.09 | 6.98 | 1.02 | 0.87 | 2.50 |
Trades | 13 | 7 | 6 | 13 | 13 |
Winning Trades | 10 | 6 | 4 | 9 | 9 |
Losing Trades | 3 | 1 | 2 | 4 | 4 |
% Profitable | 76.00 | 85.00 | 66.00 | 69.00 | 69.00 |
Profit/Loss Per Trade % | 0.62 | 1.14 | 0.02 | -0.17 | 0.74 |
Profit Per Trade % | 1.56 | 1.55 | 1.57 | 1.50 | 1.84 |
Loss Per Trade % | 2.43 | 1.30 | 3.00 | 3.76 | 1.66 |
Days In Trade | 148 | 71 | 77 | 148 | 148 |
Days In Trade (Avg. Per Trade) | 11.38 | 10.14 | 12.83 | 11.38 | 11.38 |
% Days In Trade | 40.77 | 19.56 | 21.21 | 40.77 | 40.77 |