Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ESBA | Empire State Realty OP LP ES | Real Estate | REIT - Office | 2211 | 0.0178 | 8.01 | 6579 |
ESRT | Empire State Realty Trust Inc | Real Estate | REIT - Diversified | 2473 | 0.0173 | 8.32 | 1410306 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | 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: | 38648.08 |
Total net P/L: | 28648.08 | Total ROI: | 286.48 % |
CAGR: | 147.29 % | Max. DD: | 7.93 % |
System Score: | 141.295 | Sharpe Ratio: | 4.675 |
Start Date: | 2024-01-02 | End Date: | 2025-06-30 |
Total days: | 545 | ||
Commissions: | 1506.55 | Comm.% P/L | 5.00 % |
Total Transactions: | 136 | Log. Linearity: | 98.623 % |
Total | ![]() |
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ESBA | ESRT | |
---|---|---|---|---|---|
Total Profit/Loss | 30154.63 | 16519.03 | 13635.60 | 29696.69 | 457.94 |
Total Profit | 30154.63 | 16519.03 | 13635.60 | 31360.56 | 7649.13 |
Total Loss | 0.00 | 0.00 | 0.00 | 1663.87 | 7191.19 |
Profit Factor | 0.00 | 0.00 | 0.00 | 18.85 | 1.06 |
Trades | 34 | 17 | 17 | 34 | 34 |
Winning Trades | 34 | 17 | 17 | 32 | 16 |
Losing Trades | 0 | 0 | 0 | 2 | 18 |
% Profitable | 100.00 | 100.00 | 100.00 | 94.00 | 47.00 |
Profit/Loss Per Trade % | 4.28 | 4.32 | 4.23 | 3.95 | 0.21 |
Profit Per Trade % | 4.28 | 4.32 | 4.23 | 4.59 | 2.57 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 5.47 | 1.82 |
Days In Trade | 96 | 37 | 59 | 96 | 96 |
Days In Trade (Avg. Per Trade) | 2.82 | 2.18 | 3.47 | 2.82 | 2.82 |
% Days In Trade | 17.61 | 6.79 | 10.83 | 17.61 | 17.61 |