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 | 9.24 | 13310327 |
PGRE | Paramount Group Inc | Real Estate | REIT - Office | 1110 | 0.0299 | 4.62 | 1419503 |
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: | 12782.44 |
Total net P/L: | 2782.45 | Total ROI: | 27.82 % |
CAGR: | 66.38 % | Max. DD: | 10.97 % |
System Score: | 34.310 | Sharpe Ratio: | 1.017 |
Start Date: | 2020-01-02 | End Date: | 2020-06-26 |
Total days: | 176 | ||
Commissions: | 95.37 | Comm.% P/L | 3.31 % |
Total Transactions: | 20 | Log. Linearity: | 80.253 % |
Total | Long | Short | AGNC | PGRE | |
---|---|---|---|---|---|
Total Profit/Loss | 2877.82 | 2873.47 | 4.35 | 3106.39 | -228.58 |
Total Profit | 3212.68 | 2873.47 | 339.21 | 4622.26 | 3181.87 |
Total Loss | 334.86 | 0.00 | 334.86 | 1515.86 | 3410.45 |
Profit Factor | 9.59 | 0.00 | 1.01 | 3.05 | 0.93 |
Trades | 5 | 2 | 3 | 5 | 5 |
Winning Trades | 4 | 2 | 2 | 3 | 3 |
Losing Trades | 1 | 0 | 1 | 2 | 2 |
% Profitable | 80.00 | 100.00 | 66.00 | 60.00 | 60.00 |
Profit/Loss Per Trade % | 5.21 | 13.75 | -0.13 | 5.52 | -2.24 |
Profit Per Trade % | 7.45 | 13.75 | 1.50 | 14.20 | 9.52 |
Loss Per Trade % | 3.30 | 0.00 | 3.30 | 6.05 | 15.92 |
Days In Trade | 76 | 21 | 55 | 76 | 76 |
Days In Trade (Avg. Per Trade) | 15.20 | 10.50 | 18.33 | 15.20 | 15.20 |
% Days In Trade | 43.18 | 11.93 | 31.25 | 43.18 | 43.18 |