Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PLD | Prologis Inc | Real Estate | REIT - Industrial | 95733 | 0.0371 | 103.49 | 3229915 |
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: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 13581.62 |
Total net P/L: | 3581.62 | Total ROI: | 35.82 % |
CAGR: | 6.01 % | Max. DD: | 14.40 % |
System Score: | 0.020 | Sharpe Ratio: | 1.433 |
Start Date: | 2015-01-02 | End Date: | 2020-03-31 |
Total days: | 1915 | ||
Commissions: | 460.19 | Comm.% P/L | 11.39 % |
Total Transactions: | 296 | Log. Linearity: | 15.002 % |
Total | Long | Short | PLD | DRE | |
---|---|---|---|---|---|
Total Profit/Loss | 4041.81 | 3067.47 | 974.33 | 297.61 | 3744.20 |
Total Profit | 8504.40 | 5273.19 | 3231.21 | 10151.49 | 12215.70 |
Total Loss | 4462.59 | 2205.72 | 2256.88 | 9853.88 | 8471.50 |
Profit Factor | 1.91 | 2.39 | 1.43 | 1.03 | 1.44 |
Trades | 74 | 39 | 35 | 74 | 74 |
Winning Trades | 51 | 29 | 22 | 41 | 43 |
Losing Trades | 23 | 10 | 13 | 33 | 31 |
% Profitable | 68.00 | 74.00 | 62.00 | 55.00 | 58.00 |
Profit/Loss Per Trade % | 0.47 | 0.68 | 0.24 | -0.01 | 0.38 |
Profit Per Trade % | 1.56 | 1.67 | 1.41 | 2.32 | 2.62 |
Loss Per Trade % | 1.84 | 2.07 | 1.66 | 2.76 | 2.58 |
Days In Trade | 946 | 457 | 489 | 946 | 946 |
Days In Trade (Avg. Per Trade) | 12.78 | 11.72 | 13.97 | 12.78 | 12.78 |
% Days In Trade | 49.40 | 23.86 | 25.54 | 49.40 | 49.40 |