| 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 | 7943 | 0.0289 | 58.19 | 1182541 |
| 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: | 12086.01 |
| Total net P/L: | 2086.01 | Total ROI: | 20.86 % |
| CAGR: | 6.54 % | Max. DD: | 8.09 % |
| System Score: | 4.876 | Sharpe Ratio: | 1.596 |
| Start Date: | 2015-01-02 | End Date: | 2017-12-29 |
| Total days: | 1092 | ||
| Commissions: | 245.35 | Comm.% P/L | 10.52 % |
| Total Transactions: | 104 | Log. Linearity: | 90.686 % |
| Total | Long |
Short |
DRE | FR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2331.36 | 1499.31 | 832.05 | 2393.83 | -62.47 |
| Total Profit | 3415.88 | 2138.11 | 1277.77 | 5120.83 | 3813.22 |
| Total Loss | 1084.52 | 638.80 | 445.72 | 2727.00 | 3875.69 |
| Profit Factor | 3.15 | 3.35 | 2.87 | 1.88 | 0.98 |
| Trades | 26 | 16 | 10 | 26 | 26 |
| Winning Trades | 20 | 12 | 8 | 16 | 14 |
| Losing Trades | 6 | 4 | 2 | 10 | 12 |
| % Profitable | 76.00 | 75.00 | 80.00 | 61.00 | 53.00 |
| Profit/Loss Per Trade % | 0.82 | 0.86 | 0.75 | 0.82 | -0.11 |
| Profit Per Trade % | 1.57 | 1.62 | 1.48 | 2.91 | 2.42 |
| Loss Per Trade % | 1.63 | 1.38 | 2.12 | 2.41 | 2.91 |
| Days In Trade | 333 | 205 | 128 | 333 | 333 |
| Days In Trade (Avg. Per Trade) | 12.81 | 12.81 | 12.80 | 12.81 | 12.81 |
| % Days In Trade | 30.49 | 18.77 | 11.72 | 30.49 | 30.49 |