Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
AGNC | AGNC Investment Corp | Real Estate | REIT - Mortgage | 6749 | 0.1537 | 9.36 | 13262377 |
MFA | MFA Financial Inc | Real Estate | REIT - Mortgage | 1091 | 0.131 | 10.69 | 877185 |
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: | 3034.90 |
Total net P/L: | -6965.10 | Total ROI: | -69.65 % |
CAGR: | -91.57 % | Max. DD: | 90.40 % |
System Score: | -33.969 | Sharpe Ratio: | 0.385 |
Start Date: | 2020-01-02 | End Date: | 2020-06-26 |
Total days: | 176 | ||
Commissions: | 148.84 | Comm.% P/L | 2.18 % |
Total Transactions: | 24 | Log. Linearity: | 71.854 % |
Total | Long | Short | AGNC | MFA | |
---|---|---|---|---|---|
Total Profit/Loss | -6816.26 | -536.31 | -6279.95 | -2836.47 | -3979.79 |
Total Profit | 1429.15 | 995.61 | 433.54 | 1151.97 | 4976.34 |
Total Loss | 8245.41 | 1531.92 | 6713.49 | 3988.44 | 8956.13 |
Profit Factor | 0.17 | 0.65 | 0.06 | 0.29 | 0.56 |
Trades | 6 | 2 | 4 | 6 | 6 |
Winning Trades | 3 | 1 | 2 | 1 | 3 |
Losing Trades | 3 | 1 | 2 | 5 | 3 |
% Profitable | 50.00 | 50.00 | 50.00 | 16.00 | 50.00 |
Profit/Loss Per Trade % | -17.67 | -14.27 | -19.31 | -6.87 | -16.52 |
Profit Per Trade % | 6.75 | 10.41 | 4.96 | 10.94 | 19.66 |
Loss Per Trade % | 30.45 | 33.44 | 28.98 | 8.82 | 31.27 |
Days In Trade | 113 | 39 | 74 | 113 | 113 |
Days In Trade (Avg. Per Trade) | 18.83 | 19.50 | 18.50 | 18.83 | 18.83 |
% Days In Trade | 64.20 | 22.16 | 42.05 | 64.20 | 64.20 |