Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
LTC | LTC Properties Inc | Real Estate | REIT - Healthcare Facilities | 1399 | 0.0707 | 32.23 | 259725 |
NHI | National Health Investors Inc | Real Estate | REIT - Healthcare Facilities | 2729 | 0.0574 | 62.85 | 160032 |
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: | 10430.28 |
Total net P/L: | 430.28 | Total ROI: | 4.30 % |
CAGR: | 8.08 % | Max. DD: | 5.86 % |
System Score: | 0.017 | Sharpe Ratio: | 0.425 |
Start Date: | 2020-04-01 | End Date: | 2020-10-16 |
Total days: | 198 | ||
Commissions: | 33.68 | Comm.% P/L | 7.26 % |
Total Transactions: | 28 | Log. Linearity: | 12.719 % |
Total | Long | Short | LTC | NHI | |
---|---|---|---|---|---|
Total Profit/Loss | 463.96 | -204.58 | 668.54 | -2258.65 | 2722.61 |
Total Profit | 1058.35 | 370.87 | 687.48 | 646.68 | 3122.71 |
Total Loss | 594.39 | 575.45 | 18.94 | 2905.33 | 400.10 |
Profit Factor | 1.78 | 0.64 | 36.30 | 0.22 | 7.80 |
Trades | 7 | 4 | 3 | 7 | 7 |
Winning Trades | 4 | 2 | 2 | 3 | 4 |
Losing Trades | 3 | 2 | 1 | 4 | 3 |
% Profitable | 57.00 | 50.00 | 66.00 | 42.00 | 57.00 |
Profit/Loss Per Trade % | 0.65 | -0.49 | 2.20 | -3.30 | 3.70 |
Profit Per Trade % | 2.61 | 1.82 | 3.41 | 2.09 | 7.61 |
Loss Per Trade % | 1.88 | 2.74 | 0.18 | 7.02 | 1.28 |
Days In Trade | 87 | 60 | 27 | 87 | 87 |
Days In Trade (Avg. Per Trade) | 12.43 | 15.00 | 9.00 | 12.43 | 12.43 |
% Days In Trade | 43.94 | 30.30 | 13.64 | 43.94 | 43.94 |