Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MFA | MFA Financial Inc | Real Estate | REIT - Mortgage | 1091 | 0.131 | 10.54 | 876686 |
STWD | Starwood Property Trust Inc | Real Estate | REIT - Mortgage | 6279 | 0.099 | 19.11 | 2338125 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 1951.49 |
Total net P/L: | -8048.51 | Total ROI: | -80.49 % |
CAGR: | -27.53 % | Max. DD: | 93.59 % |
System Score: | -1.309 | Sharpe Ratio: | 0.260 |
Start Date: | 2016-01-04 | End Date: | 2021-01-29 |
Total days: | 1852 | ||
Commissions: | 1393.09 | Comm.% P/L | 20.93 % |
Total Transactions: | 292 | Log. Linearity: | 36.228 % |
Total | Long | Short | MFA | STWD | |
---|---|---|---|---|---|
Total Profit/Loss | -6655.42 | -10928.44 | 4273.02 | 1732.80 | -8388.22 |
Total Profit | 12583.57 | 6495.87 | 6087.70 | 15248.18 | 11378.76 |
Total Loss | 19238.99 | 17424.31 | 1814.68 | 13515.38 | 19766.98 |
Profit Factor | 0.65 | 0.37 | 3.35 | 1.13 | 0.58 |
Trades | 73 | 41 | 32 | 73 | 73 |
Winning Trades | 52 | 28 | 24 | 39 | 45 |
Losing Trades | 21 | 13 | 8 | 31 | 28 |
% Profitable | 71.00 | 68.00 | 75.00 | 53.00 | 61.00 |
Profit/Loss Per Trade % | -1.95 | -4.37 | 1.25 | 0.14 | -1.01 |
Profit Per Trade % | 2.94 | 3.04 | 2.84 | 3.84 | 2.83 |
Loss Per Trade % | 5.79 | 7.36 | 3.29 | 3.92 | 4.90 |
Days In Trade | 760 | 431 | 329 | 760 | 760 |
Days In Trade (Avg. Per Trade) | 10.41 | 10.51 | 10.28 | 10.41 | 10.41 |
% Days In Trade | 41.04 | 23.27 | 17.76 | 41.04 | 41.04 |