Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
REG | Regency Centers Corporation | Real Estate | REIT - Retail | 11080 | 0.0446 | 59.61 | 1109165 |
KIM | Kimco Realty Corporation | Real Estate | REIT - Retail | 12492 | 0.0518 | 18.53 | 5284271 |
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: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 9735.30 |
Total net P/L: | -264.70 | Total ROI: | -2.65 % |
CAGR: | -7.77 % | Max. DD: | 8.98 % |
System Score: | -0.611 | Sharpe Ratio: | -0.399 |
Start Date: | 2020-04-01 | End Date: | 2020-07-31 |
Total days: | 121 | ||
Commissions: | 25.92 | Comm.% P/L | 10.86 % |
Total Transactions: | 16 | Log. Linearity: | 42.839 % |
Total | Long | Short | REG | KIM | |
---|---|---|---|---|---|
Total Profit/Loss | -238.78 | -340.09 | 101.31 | 556.26 | -795.04 |
Total Profit | 408.38 | 274.67 | 133.71 | 856.06 | 708.18 |
Total Loss | 647.16 | 614.76 | 32.40 | 299.80 | 1503.22 |
Profit Factor | 0.63 | 0.45 | 4.13 | 2.86 | 0.47 |
Trades | 4 | 2 | 2 | 4 | 4 |
Winning Trades | 2 | 1 | 1 | 2 | 2 |
Losing Trades | 2 | 1 | 1 | 2 | 2 |
% Profitable | 50.00 | 50.00 | 50.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | -0.60 | -1.72 | 0.52 | 1.25 | -2.18 |
Profit Per Trade % | 2.06 | 2.75 | 1.39 | 4.10 | 3.55 |
Loss Per Trade % | 3.12 | 5.99 | 0.33 | 1.49 | 7.12 |
Days In Trade | 45 | 32 | 13 | 45 | 45 |
Days In Trade (Avg. Per Trade) | 11.25 | 16.00 | 6.50 | 11.25 | 11.25 |
% Days In Trade | 37.19 | 26.45 | 10.74 | 37.19 | 37.19 |