Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
REG | Regency Centers Corporation | Real Estate | REIT - Retail | 11184 | 0.0455 | 60.17 | 1077558 |
KIM | Kimco Realty Corporation | Real Estate | REIT - Retail | 12657 | 0.051 | 19.36 | 5154726 |
Entry Threshold: | 1.70 | Exit Threshold: | -0.10 | ||
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: | 9356.69 |
Total net P/L: | -643.31 | Total ROI: | -6.43 % |
CAGR: | -18.17 % | Max. DD: | 9.01 % |
System Score: | -5.625 | Sharpe Ratio: | -0.960 |
Start Date: | 2020-04-01 | End Date: | 2020-07-31 |
Total days: | 121 | ||
Commissions: | 19.00 | Comm.% P/L | 3.04 % |
Total Transactions: | 12 | Log. Linearity: | 67.642 % |
Total | Long | Short | REG | KIM | |
---|---|---|---|---|---|
Total Profit/Loss | -624.31 | -466.98 | -157.33 | 414.55 | -1038.86 |
Total Profit | 142.68 | 142.68 | 0.00 | 1076.47 | 804.60 |
Total Loss | 766.99 | 609.66 | 157.33 | 661.92 | 1843.46 |
Profit Factor | 0.19 | 0.23 | 0.00 | 1.63 | 0.44 |
Trades | 3 | 2 | 1 | 3 | 3 |
Winning Trades | 1 | 1 | 0 | 2 | 1 |
Losing Trades | 2 | 1 | 1 | 1 | 2 |
% Profitable | 33.00 | 50.00 | 0.00 | 66.00 | 33.00 |
Profit/Loss Per Trade % | -2.13 | -2.37 | -1.65 | 1.20 | -3.89 |
Profit Per Trade % | 1.43 | 1.43 | 0.00 | 5.35 | 8.05 |
Loss Per Trade % | 3.81 | 6.02 | 1.65 | 6.62 | 9.11 |
Days In Trade | 55 | 34 | 21 | 55 | 55 |
Days In Trade (Avg. Per Trade) | 18.33 | 17.00 | 21.00 | 18.33 | 18.33 |
% Days In Trade | 45.45 | 28.10 | 17.36 | 45.45 | 45.45 |