Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BHK | BlackRock Core Bond Closed Fund | Financial Services | Asset Management | 582 | 0.0834 | 9.61 | 178447 |
SCHH | Schwab U.S. REIT ETF | 0 | 21.28 | 6162619 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 13547.49 |
Total net P/L: | 3547.49 | Total ROI: | 35.47 % |
CAGR: | 22.55 % | Max. DD: | 5.25 % |
System Score: | 20.781 | Sharpe Ratio: | 2.142 |
Start Date: | 2024-01-02 | End Date: | 2025-06-30 |
Total days: | 545 | ||
Commissions: | 407.46 | Comm.% P/L | 10.30 % |
Total Transactions: | 100 | Log. Linearity: | 97.316 % |
Total | ![]() |
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BHK | SCHH | |
---|---|---|---|---|---|
Total Profit/Loss | 3954.95 | 2364.20 | 1590.75 | 2866.17 | 1088.78 |
Total Profit | 4195.07 | 2562.32 | 1632.75 | 3805.46 | 3484.91 |
Total Loss | 240.12 | 198.13 | 42.00 | 939.30 | 2396.13 |
Profit Factor | 17.47 | 12.93 | 38.88 | 4.05 | 1.45 |
Trades | 25 | 15 | 10 | 25 | 25 |
Winning Trades | 23 | 14 | 9 | 18 | 16 |
Losing Trades | 2 | 1 | 1 | 7 | 9 |
% Profitable | 92.00 | 93.00 | 90.00 | 72.00 | 64.00 |
Profit/Loss Per Trade % | 1.37 | 1.33 | 1.41 | 0.97 | 0.34 |
Profit Per Trade % | 1.59 | 1.58 | 1.62 | 1.81 | 1.90 |
Loss Per Trade % | 1.20 | 1.99 | 0.42 | 1.14 | 2.31 |
Days In Trade | 214 | 144 | 70 | 214 | 214 |
Days In Trade (Avg. Per Trade) | 8.56 | 9.60 | 7.00 | 8.56 | 8.56 |
% Days In Trade | 39.27 | 26.42 | 12.84 | 39.27 | 39.27 |