| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ACRE | Ares Commercial Real Estate | Real Estate | REIT - Mortgage | 293 | 0.1308 | 5.32 | 492415 |
| STWD | Starwood Property Trust Inc | Real Estate | REIT - Mortgage | 7006 | 0.1041 | 18.44 | 3134602 |
| 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 |