Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PLD | Prologis Inc | Real Estate | REIT - Industrial | 96279 | 0.0369 | 104.08 | 3234574 |
DRE | Duke Realty Corporation | Real Estate | REIT-Industrial | 18738 | 0.0232 | 48.2 | 2331310 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 13416.62 |
Total net P/L: | 3416.62 | Total ROI: | 34.17 % |
CAGR: | 5.25 % | Max. DD: | 6.91 % |
System Score: | 0.287 | Sharpe Ratio: | 2.401 |
Start Date: | 2015-01-02 | End Date: | 2020-09-30 |
Total days: | 2098 | ||
Commissions: | 316.22 | Comm.% P/L | 8.47 % |
Total Transactions: | 300 | Log. Linearity: | 37.945 % |
Total | Long | Short | PLD | DRE | |
---|---|---|---|---|---|
Total Profit/Loss | 3732.84 | 1555.13 | 2177.71 | 1870.32 | 1862.52 |
Total Profit | 6178.42 | 2512.15 | 3666.27 | 6731.10 | 7277.87 |
Total Loss | 2445.58 | 957.02 | 1488.56 | 4860.78 | 5415.35 |
Profit Factor | 2.53 | 2.62 | 2.46 | 1.38 | 1.34 |
Trades | 75 | 33 | 42 | 75 | 75 |
Winning Trades | 51 | 24 | 27 | 44 | 42 |
Losing Trades | 24 | 9 | 15 | 31 | 33 |
% Profitable | 68.00 | 72.00 | 64.00 | 58.00 | 56.00 |
Profit/Loss Per Trade % | 0.43 | 0.41 | 0.45 | 0.21 | 0.19 |
Profit Per Trade % | 1.09 | 0.95 | 1.22 | 1.39 | 1.56 |
Loss Per Trade % | 0.94 | 0.98 | 0.92 | 1.42 | 1.51 |
Days In Trade | 1092 | 461 | 631 | 1092 | 1092 |
Days In Trade (Avg. Per Trade) | 14.56 | 13.97 | 15.02 | 14.56 | 14.56 |
% Days In Trade | 52.05 | 21.97 | 30.08 | 52.05 | 52.05 |