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: | 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 | Long | 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 |