| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| AGNC | AGNC Investment Corp | Real Estate | REIT - Mortgage | 11725 | 0.1343 | 10.93 | 24041722 |
| MFA | MFA Financial Inc | Real Estate | REIT - Mortgage | 978 | 0.1536 | 9.53 | 1384715 |
| 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 |