Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MFA | MFA Financial Inc | Real Estate | REIT - Mortgage | 1148 | 0.1244 | 11.41 | 932188 |
WD | Walker & Dunlop Inc | Financial Services | Mortgage Finance | 3377 | 0.0258 | 101.06 | 212582 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 100000.00 | Final Equity: | 306233.79 |
Total net P/L: | 206233.79 | Total ROI: | 206.23 % |
CAGR: | 247.44 % | Max. DD: | 63.51 % |
System Score: | 101.134 | Sharpe Ratio: | 1.504 |
Start Date: | 2020-07-16 | End Date: | 2021-06-09 |
Total days: | 328 | ||
Commissions: | 45793.13 | Comm.% P/L | 18.17 % |
Total Transactions: | 56 | Log. Linearity: | 74.212 % |
Total | Long | Short | MFA | WD | |
---|---|---|---|---|---|
Total Profit/Loss | 252026.92 | 236252.59 | 15774.33 | -24335.20 | 276362.12 |
Total Profit | 554688.77 | 357556.74 | 197132.03 | 279713.95 | 485302.05 |
Total Loss | 302661.85 | 121304.15 | 181357.70 | 304049.15 | 208939.93 |
Profit Factor | 1.83 | 2.95 | 1.09 | 0.92 | 2.32 |
Trades | 14 | 8 | 6 | 14 | 14 |
Winning Trades | 10 | 6 | 4 | 9 | 11 |
Losing Trades | 4 | 2 | 2 | 5 | 3 |
% Profitable | 71.00 | 75.00 | 66.00 | 64.00 | 78.00 |
Profit/Loss Per Trade % | 9.94 | 10.08 | 9.76 | 3.71 | -0.40 |
Profit Per Trade % | 28.76 | 28.60 | 29.00 | 17.14 | 18.62 |
Loss Per Trade % | 25.47 | 30.61 | 20.52 | 16.14 | 30.68 |
Days In Trade | 187 | 119 | 68 | 187 | 187 |
Days In Trade (Avg. Per Trade) | 13.36 | 14.88 | 11.33 | 13.36 | 13.36 |
% Days In Trade | 57.01 | 36.28 | 20.73 | 57.01 | 57.01 |