Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GTY | Getty Realty Corporation | Real Estate | REIT - Retail | 1550 | 0.068 | 27.95 | 330507 |
CBL | CBL & Associates Properties Inc | Real Estate | REIT - Retail | 811 | 0.063 | 26.2 | 171202 |
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: | 16316.03 |
Total net P/L: | 6316.03 | Total ROI: | 63.16 % |
CAGR: | 9.32 % | Max. DD: | 45.29 % |
System Score: | 0.031 | Sharpe Ratio: | 1.005 |
Start Date: | 2020-01-02 | End Date: | 2025-06-30 |
Total days: | 2006 | ||
Commissions: | 1458.68 | Comm.% P/L | 18.76 % |
Total Transactions: | 44 | Log. Linearity: | 14.904 % |
Total | ![]() |
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GTY | CBL | |
---|---|---|---|---|---|
Total Profit/Loss | 7774.71 | 8247.36 | -472.65 | -18.49 | 7793.20 |
Total Profit | 18003.25 | 10186.33 | 7816.91 | 3309.42 | 17212.79 |
Total Loss | 10228.53 | 1938.97 | 8289.56 | 3327.91 | 9419.59 |
Profit Factor | 1.76 | 5.25 | 0.94 | 0.99 | 1.83 |
Trades | 11 | 5 | 6 | 11 | 11 |
Winning Trades | 7 | 4 | 3 | 7 | 6 |
Losing Trades | 4 | 1 | 3 | 4 | 5 |
% Profitable | 63.00 | 80.00 | 50.00 | 63.00 | 54.00 |
Profit/Loss Per Trade % | 5.58 | 14.23 | -1.13 | 1.78 | 3.82 |
Profit Per Trade % | 22.20 | 21.44 | 23.23 | 5.46 | 22.55 |
Loss Per Trade % | 17.66 | 10.56 | 20.12 | 4.31 | 13.92 |
Days In Trade | 133 | 44 | 89 | 133 | 133 |
Days In Trade (Avg. Per Trade) | 12.09 | 8.80 | 14.83 | 12.09 | 12.09 |
% Days In Trade | 6.63 | 2.19 | 4.44 | 6.63 | 6.63 |