Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DX | Dynex Capital Inc | Real Estate | REIT - Mortgage | 759 | 0.1332 | 11.83 | 1096477 |
MITT | AG Mortgage Investment Trust Inc | Real Estate | REIT - Mortgage | 167 | 0.0634 | 5.68 | 156566 |
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: | 5583.22 |
Total net P/L: | -4416.78 | Total ROI: | -44.17 % |
CAGR: | -9.78 % | Max. DD: | 101.22 % |
System Score: | -0.000 | Sharpe Ratio: | -0.977 |
Start Date: | 2015-01-02 | End Date: | 2020-08-31 |
Total days: | 2068 | ||
Commissions: | 1121.92 | Comm.% P/L | 34.05 % |
Total Transactions: | 312 | Log. Linearity: | 0.003 % |
Total | Long | Short | DX | MITT | |
---|---|---|---|---|---|
Total Profit/Loss | -3294.86 | 2033.95 | -5328.81 | 4075.22 | -7370.08 |
Total Profit | 16828.95 | 7581.92 | 9247.03 | 13617.59 | 17276.29 |
Total Loss | 20123.81 | 5547.97 | 14575.84 | 9542.37 | 24646.37 |
Profit Factor | 0.84 | 1.37 | 0.63 | 1.43 | 0.70 |
Trades | 78 | 35 | 43 | 78 | 78 |
Winning Trades | 54 | 23 | 31 | 48 | 45 |
Losing Trades | 24 | 12 | 12 | 30 | 32 |
% Profitable | 69.00 | 65.00 | 72.00 | 61.00 | 57.00 |
Profit/Loss Per Trade % | -0.62 | 0.10 | -1.20 | 0.35 | -1.44 |
Profit Per Trade % | 2.66 | 2.52 | 2.76 | 2.29 | 3.21 |
Loss Per Trade % | 5.71 | 4.15 | 7.28 | 2.63 | 5.10 |
Days In Trade | 879 | 413 | 466 | 879 | 879 |
Days In Trade (Avg. Per Trade) | 11.27 | 11.80 | 10.84 | 11.27 | 11.27 |
% Days In Trade | 42.50 | 19.97 | 22.53 | 42.50 | 42.50 |