Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BXP | Boston Properties Inc | Real Estate | REIT - Office | 10103 | 0.0621 | 65.31 | 1579489 |
SPG | Simon Property Group Inc | Real Estate | REIT - Retail | 58624 | 0.0498 | 156.49 | 1540034 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | 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: | 8211.79 |
Total net P/L: | -1788.21 | Total ROI: | -17.88 % |
CAGR: | -23.23 % | Max. DD: | 39.73 % |
System Score: | -1.107 | Sharpe Ratio: | -0.337 |
Start Date: | 2020-01-02 | End Date: | 2020-09-30 |
Total days: | 272 | ||
Commissions: | 36.00 | Comm.% P/L | 2.05 % |
Total Transactions: | 36 | Log. Linearity: | 36.258 % |
Total | Long | Short | BXP | SPG | |
---|---|---|---|---|---|
Total Profit/Loss | -1752.21 | 737.54 | -2489.75 | 310.34 | -2062.55 |
Total Profit | 1352.87 | 1154.97 | 197.90 | 3528.85 | 3621.02 |
Total Loss | 3105.08 | 417.43 | 2687.65 | 3218.51 | 5683.57 |
Profit Factor | 0.44 | 2.77 | 0.07 | 1.10 | 0.64 |
Trades | 9 | 6 | 3 | 9 | 9 |
Winning Trades | 6 | 5 | 1 | 3 | 6 |
Losing Trades | 3 | 1 | 2 | 6 | 3 |
% Profitable | 66.00 | 83.00 | 33.00 | 33.00 | 66.00 |
Profit/Loss Per Trade % | -2.12 | 1.50 | -8.97 | -1.22 | -4.40 |
Profit Per Trade % | 2.84 | 2.90 | 2.53 | 11.55 | 7.64 |
Loss Per Trade % | 10.80 | 5.21 | 13.71 | 6.68 | 17.49 |
Days In Trade | 130 | 72 | 58 | 130 | 130 |
Days In Trade (Avg. Per Trade) | 14.44 | 12.00 | 19.33 | 14.44 | 14.44 |
% Days In Trade | 47.79 | 26.47 | 21.32 | 47.79 | 47.79 |