Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ACRE | Ares Commercial Real Estate | Real Estate | REIT - Mortgage | 357 | 0.1524 | 6.56 | 588543 |
STWD | Starwood Property Trust Inc | Real Estate | REIT - Mortgage | 6195 | 0.1003 | 19.38 | 2356387 |
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: | 11248.85 |
Total net P/L: | 1248.85 | Total ROI: | 12.49 % |
CAGR: | 12.56 % | Max. DD: | 4.33 % |
System Score: | 4.903 | Sharpe Ratio: | 1.566 |
Start Date: | 2019-01-02 | End Date: | 2019-12-31 |
Total days: | 363 | ||
Commissions: | 170.78 | Comm.% P/L | 12.03 % |
Total Transactions: | 60 | Log. Linearity: | 73.083 % |
Total | Long | Short | ACRE | STWD | |
---|---|---|---|---|---|
Total Profit/Loss | 1419.63 | 510.22 | 909.41 | -158.17 | 1577.80 |
Total Profit | 1791.88 | 689.52 | 1102.36 | 988.35 | 1728.25 |
Total Loss | 372.25 | 179.30 | 192.95 | 1146.52 | 150.45 |
Profit Factor | 4.81 | 3.85 | 5.71 | 0.86 | 11.49 |
Trades | 15 | 8 | 7 | 15 | 15 |
Winning Trades | 12 | 6 | 6 | 8 | 10 |
Losing Trades | 3 | 2 | 1 | 7 | 5 |
% Profitable | 80.00 | 75.00 | 85.00 | 53.00 | 66.00 |
Profit/Loss Per Trade % | 0.90 | 0.61 | 1.23 | -0.12 | 1.00 |
Profit Per Trade % | 1.42 | 1.09 | 1.76 | 1.17 | 1.66 |
Loss Per Trade % | 1.18 | 0.85 | 1.86 | 1.56 | 0.29 |
Days In Trade | 156 | 97 | 59 | 156 | 156 |
Days In Trade (Avg. Per Trade) | 10.40 | 12.12 | 8.43 | 10.40 | 10.40 |
% Days In Trade | 42.98 | 26.72 | 16.25 | 42.98 | 42.98 |