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Model: Ratio
HQ Backtest DRE vs FR
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: 11422.48
Total net P/L: 1422.48 Total ROI: 14.22 %
CAGR: 4.54 % Max. DD: 12.80 %
System Score: 0.942 Sharpe Ratio: 0.893
Start Date: 2018-01-02 End Date: 2020-12-30
Total days: 1093
Commissions: 172.90 Comm.% P/L 10.84 %
Total Transactions: 104 Log. Linearity: 59.202 %
Total enabled Long enabled Short DRE FR
Total Profit/Loss 1595.38 1528.06 67.32 1225.30 370.08
Total Profit 3571.34 1926.24 1645.10 4417.23 3906.99
Total Loss 1975.96 398.18 1577.78 3191.93 3536.91
Profit Factor 1.81 4.84 1.04 1.38 1.10
Trades 26 14 12 26 26
Winning Trades 19 11 8 16 14
Losing Trades 7 3 4 10 12
% Profitable 73.00 78.00 66.00 61.00 53.00
Profit/Loss Per Trade % 0.57 1.01 0.06 0.44 0.07
Profit Per Trade % 1.73 1.62 1.87 2.55 2.51
Loss Per Trade % 2.38 1.19 3.29 2.82 2.67
Days In Trade 323 158 165 323 323
Days In Trade (Avg. Per Trade) 12.42 11.29 13.75 12.42 12.42
% Days In Trade 29.55 14.46 15.10 29.55 29.55
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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.