Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ESS | Essex Property Trust Inc | Real Estate | REIT - Residential | 16095 | 0.0396 | 247.21 | 411935 |
UDR | UDR Inc | Real Estate | REIT - Residential | 13477 | 0.0449 | 37.97 | 2694428 |
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: | 1000.00 | Final Equity: | 1091.09 |
Total net P/L: | 91.09 | Total ROI: | 9.11 % |
CAGR: | 9.11 % | Max. DD: | 4.43 % |
System Score: | 0.325 | Sharpe Ratio: | 0.983 |
Start Date: | 2019-04-01 | End Date: | 2020-03-31 |
Total days: | 365 | ||
Commissions: | 52.00 | Comm.% P/L | 36.34 % |
Total Transactions: | 52 | Log. Linearity: | 32.936 % |
Total | Long | Short | ESS | UDR | |
---|---|---|---|---|---|
Total Profit/Loss | 143.09 | 90.73 | 52.36 | -45.69 | 188.78 |
Total Profit | 162.92 | 110.56 | 52.36 | 180.54 | 274.21 |
Total Loss | 19.83 | 19.83 | 0.00 | 226.23 | 85.43 |
Profit Factor | 8.22 | 5.58 | 0.00 | 0.80 | 3.21 |
Trades | 13 | 7 | 6 | 13 | 13 |
Winning Trades | 12 | 6 | 6 | 7 | 7 |
Losing Trades | 1 | 1 | 0 | 6 | 6 |
% Profitable | 92.00 | 85.00 | 100.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | 1.06 | 1.25 | 0.85 | -0.42 | 1.34 |
Profit Per Trade % | 1.32 | 1.78 | 0.85 | 2.49 | 3.75 |
Loss Per Trade % | 1.91 | 1.91 | 0.00 | 3.63 | 1.38 |
Days In Trade | 172 | 98 | 74 | 172 | 172 |
Days In Trade (Avg. Per Trade) | 13.23 | 14.00 | 12.33 | 13.23 | 13.23 |
% Days In Trade | 47.12 | 26.85 | 20.27 | 47.12 | 47.12 |