Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NMFC | New Mountain Finance Corporation | Financial Services | Asset Management | 1350 | 0.1134 | 12.7 | 379425 |
ROIC | Retail Opportunity Investments | Real Estate | REIT - Retail | 1597 | 0.0479 | 12.53 | 1193208 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | SMA | StdDev Period: | 15 |
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: | 9848.96 |
Total net P/L: | -151.04 | Total ROI: | -1.51 % |
CAGR: | -12.12 % | Max. DD: | 4.16 % |
System Score: | -0.160 | Sharpe Ratio: | -0.372 |
Start Date: | 2021-12-01 | End Date: | 2022-01-13 |
Total days: | 43 | ||
Commissions: | 12.79 | Comm.% P/L | 9.25 % |
Total Transactions: | 4 | Log. Linearity: | 23.627 % |
Total | Long | Short | NMFC | ROIC | |
---|---|---|---|---|---|
Total Profit/Loss | -138.25 | -138.25 | 0.00 | 210.28 | -348.53 |
Total Profit | 0.00 | 0.00 | 0.00 | 210.28 | 0.00 |
Total Loss | 138.25 | 138.25 | 0.00 | 0.00 | 348.53 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 1 | 1 | 0 | 1 | 1 |
Winning Trades | 0 | 0 | 0 | 1 | 0 |
Losing Trades | 1 | 1 | 0 | 0 | 1 |
% Profitable | 0.00 | 0.00 | 0.00 | 100.00 | 0.00 |
Profit/Loss Per Trade % | -1.38 | -1.38 | 0.00 | 2.10 | -3.49 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 2.10 | 0.00 |
Loss Per Trade % | 1.38 | 1.38 | 0.00 | 0.00 | 3.49 |
Days In Trade | 21 | 21 | 0 | 21 | 21 |
Days In Trade (Avg. Per Trade) | 21.00 | 21.00 | 0.00 | 21.00 | 21.00 |
% Days In Trade | 48.84 | 48.84 | 0.00 | 48.84 | 48.84 |