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Model: Ratio
HQ Backtest MFA vs STWD
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 enabled Long enabled 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
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.