Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BXP | Boston Properties Inc | Real Estate | REIT - Office | 9106 | 0.0676 | 57.95 | 1528911 |
SPG | Simon Property Group Inc | Real Estate | REIT - Retail | 53342 | 0.0556 | 140.94 | 1496549 |
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: | 10357.57 |
Total net P/L: | 357.57 | Total ROI: | 3.58 % |
CAGR: | 3.60 % | Max. DD: | 7.60 % |
System Score: | 0.352 | Sharpe Ratio: | 0.373 |
Start Date: | 2019-01-02 | End Date: | 2019-12-31 |
Total days: | 363 | ||
Commissions: | 52.00 | Comm.% P/L | 12.70 % |
Total Transactions: | 52 | Log. Linearity: | 46.087 % |
Total | Long | Short | BXP | SPG | |
---|---|---|---|---|---|
Total Profit/Loss | 409.57 | 897.99 | -488.42 | 114.48 | 295.09 |
Total Profit | 1643.46 | 897.99 | 745.47 | 1160.38 | 1218.96 |
Total Loss | 1233.89 | 0.00 | 1233.89 | 1045.90 | 923.87 |
Profit Factor | 1.33 | 0.00 | 0.60 | 1.11 | 1.32 |
Trades | 13 | 3 | 10 | 13 | 13 |
Winning Trades | 7 | 3 | 4 | 7 | 7 |
Losing Trades | 6 | 0 | 6 | 6 | 6 |
% Profitable | 53.00 | 100.00 | 40.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | 0.31 | 3.08 | -0.50 | 0.09 | 0.22 |
Profit Per Trade % | 2.38 | 3.08 | 1.87 | 1.69 | 1.74 |
Loss Per Trade % | 2.04 | 0.00 | 2.04 | 1.75 | 1.53 |
Days In Trade | 191 | 21 | 170 | 191 | 191 |
Days In Trade (Avg. Per Trade) | 14.69 | 7.00 | 17.00 | 14.69 | 14.69 |
% Days In Trade | 52.62 | 5.79 | 46.83 | 52.62 | 52.62 |