Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DRE | Duke Realty Corporation | Real Estate | REIT-Industrial | 18738 | 0.0232 | 48.2 | 2331310 |
FR | First Industrial Realty Trust Inc | Real Estate | REIT - Industrial | 7069 | 0.0284 | 52.07 | 1029335 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 10442.57 |
Total net P/L: | 442.57 | Total ROI: | 4.43 % |
CAGR: | 1.54 % | Max. DD: | 12.79 % |
System Score: | 0.059 | Sharpe Ratio: | 0.346 |
Start Date: | 2019-01-02 | End Date: | 2021-10-29 |
Total days: | 1031 | ||
Commissions: | 115.19 | Comm.% P/L | 20.65 % |
Total Transactions: | 88 | Log. Linearity: | 33.638 % |
Total | Long | Short | DRE | FR | |
---|---|---|---|---|---|
Total Profit/Loss | 557.76 | 595.32 | -37.56 | 485.69 | 72.07 |
Total Profit | 2457.32 | 1242.18 | 1215.14 | 3024.42 | 3046.57 |
Total Loss | 1899.56 | 646.86 | 1252.70 | 2538.73 | 2974.50 |
Profit Factor | 1.29 | 1.92 | 0.97 | 1.19 | 1.02 |
Trades | 22 | 12 | 10 | 22 | 22 |
Winning Trades | 15 | 8 | 7 | 13 | 11 |
Losing Trades | 7 | 4 | 3 | 9 | 11 |
% Profitable | 68.00 | 66.00 | 70.00 | 59.00 | 50.00 |
Profit/Loss Per Trade % | 0.25 | 0.49 | -0.04 | 0.18 | 0.01 |
Profit Per Trade % | 1.64 | 1.56 | 1.74 | 2.29 | 2.75 |
Loss Per Trade % | 2.57 | 1.60 | 3.87 | 2.76 | 2.62 |
Days In Trade | 320 | 166 | 154 | 320 | 320 |
Days In Trade (Avg. Per Trade) | 14.55 | 13.83 | 15.40 | 14.55 | 14.55 |
% Days In Trade | 31.04 | 16.10 | 14.94 | 31.04 | 31.04 |