Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FRT | Federal Realty Investment Trust | Real Estate | REIT - Retail | 8598 | 0.0421 | 102.57 | 628709 |
SPG | Simon Property Group Inc | Real Estate | REIT - Retail | 53863 | 0.0546 | 142.73 | 1485012 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 11426.03 |
Total net P/L: | 1426.03 | Total ROI: | 14.26 % |
CAGR: | 14.30 % | Max. DD: | 19.54 % |
System Score: | 3.311 | Sharpe Ratio: | 0.955 |
Start Date: | 2021-10-01 | End Date: | 2022-09-30 |
Total days: | 364 | ||
Commissions: | 68.00 | Comm.% P/L | 4.55 % |
Total Transactions: | 68 | Log. Linearity: | 61.403 % |
Total | Long | Short | FRT | SPG | |
---|---|---|---|---|---|
Total Profit/Loss | 1494.03 | 614.83 | 879.20 | 18.58 | 1475.45 |
Total Profit | 3543.16 | 1835.26 | 1707.90 | 2220.89 | 3452.07 |
Total Loss | 2049.13 | 1220.43 | 828.70 | 2202.31 | 1976.62 |
Profit Factor | 1.73 | 1.50 | 2.06 | 1.01 | 1.75 |
Trades | 17 | 8 | 9 | 17 | 17 |
Winning Trades | 13 | 7 | 6 | 9 | 11 |
Losing Trades | 4 | 1 | 3 | 8 | 6 |
% Profitable | 76.00 | 87.00 | 66.00 | 52.00 | 64.00 |
Profit/Loss Per Trade % | 0.83 | 0.70 | 0.94 | -0.07 | 0.81 |
Profit Per Trade % | 2.84 | 2.70 | 3.01 | 2.50 | 3.21 |
Loss Per Trade % | 5.24 | 12.21 | 3.02 | 2.83 | 3.14 |
Days In Trade | 175 | 61 | 114 | 175 | 175 |
Days In Trade (Avg. Per Trade) | 10.29 | 7.62 | 12.67 | 10.29 | 10.29 |
% Days In Trade | 48.08 | 16.76 | 31.32 | 48.08 | 48.08 |