Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FRT | Federal Realty Investment Trust | Real Estate | REIT-Retail | 8017 | 0.0451 | 97.58 | 548174 |
SPG | Simon Property Group Inc | Real Estate | REIT-Retail | 42780 | 0.0665 | 113.76 | 1518512 |
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: | 11834.30 |
Total net P/L: | 1834.30 | Total ROI: | 18.34 % |
CAGR: | 40.18 % | Max. DD: | 3.88 % |
System Score: | 34.604 | Sharpe Ratio: | 1.856 |
Start Date: | 2022-04-01 | End Date: | 2022-09-30 |
Total days: | 182 | ||
Commissions: | 40.00 | Comm.% P/L | 2.13 % |
Total Transactions: | 40 | Log. Linearity: | 95.141 % |
Total | ![]() |
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FRT | SPG | |
---|---|---|---|---|---|
Total Profit/Loss | 1874.30 | 1273.66 | 600.64 | 339.09 | 1535.21 |
Total Profit | 2211.92 | 1273.66 | 938.26 | 1254.83 | 2300.96 |
Total Loss | 337.62 | 0.00 | 337.62 | 915.74 | 765.75 |
Profit Factor | 6.55 | 0.00 | 2.78 | 1.37 | 3.00 |
Trades | 10 | 5 | 5 | 10 | 10 |
Winning Trades | 9 | 5 | 4 | 6 | 6 |
Losing Trades | 1 | 0 | 1 | 4 | 4 |
% Profitable | 90.00 | 100.00 | 80.00 | 60.00 | 60.00 |
Profit/Loss Per Trade % | 1.74 | 2.38 | 1.09 | 0.31 | 1.36 |
Profit Per Trade % | 2.32 | 2.38 | 2.24 | 1.92 | 3.56 |
Loss Per Trade % | 3.38 | 0.00 | 3.38 | 2.02 | 1.83 |
Days In Trade | 94 | 31 | 63 | 94 | 94 |
Days In Trade (Avg. Per Trade) | 9.40 | 6.20 | 12.60 | 9.40 | 9.40 |
% Days In Trade | 51.65 | 17.03 | 34.62 | 51.65 | 51.65 |