Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PLD | Prologis Inc | Real Estate | REIT - Industrial | 96973 | 0.0372 | 103.18 | 3257296 |
KRC | Kilroy Realty Corp | Real Estate | REIT - Office | 3995 | 0.0641 | 33.71 | 1090243 |
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: | 8694.67 |
Total net P/L: | -1305.33 | Total ROI: | -13.05 % |
CAGR: | -17.11 % | Max. DD: | 18.00 % |
System Score: | -8.317 | Sharpe Ratio: | -1.093 |
Start Date: | 2020-01-02 | End Date: | 2020-09-30 |
Total days: | 272 | ||
Commissions: | 40.00 | Comm.% P/L | 3.16 % |
Total Transactions: | 40 | Log. Linearity: | 78.623 % |
Total | Long | Short | PLD | KRC | |
---|---|---|---|---|---|
Total Profit/Loss | -1265.33 | 392.10 | -1657.43 | -1902.99 | 637.66 |
Total Profit | 582.28 | 392.10 | 190.18 | 451.54 | 1678.49 |
Total Loss | 1847.61 | 0.00 | 1847.61 | 2354.53 | 1040.83 |
Profit Factor | 0.32 | 0.00 | 0.10 | 0.19 | 1.61 |
Trades | 10 | 2 | 8 | 10 | 10 |
Winning Trades | 4 | 2 | 2 | 2 | 5 |
Losing Trades | 6 | 0 | 6 | 8 | 5 |
% Profitable | 40.00 | 100.00 | 25.00 | 20.00 | 50.00 |
Profit/Loss Per Trade % | -1.35 | 2.24 | -2.22 | -2.08 | 0.61 |
Profit Per Trade % | 1.63 | 2.24 | 1.01 | 2.34 | 3.57 |
Loss Per Trade % | 3.26 | 0.00 | 3.26 | 2.98 | 2.25 |
Days In Trade | 171 | 25 | 146 | 171 | 171 |
Days In Trade (Avg. Per Trade) | 17.10 | 12.50 | 18.25 | 17.10 | 17.10 |
% Days In Trade | 62.87 | 9.19 | 53.68 | 62.87 | 62.87 |