Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ARR | ARMOUR Residential REIT Inc | Real Estate | REIT - Mortgage | 1767 | 0.189 | 15.08 | 2855454 |
IVR | Invesco Mortgage Capital Inc | Real Estate | REIT - Mortgage | 502 | 0.194 | 7.57 | 1634730 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | 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: | 12607.22 |
Total net P/L: | 2607.22 | Total ROI: | 26.07 % |
CAGR: | 4.18 % | Max. DD: | 87.38 % |
System Score: | 1.228 | Sharpe Ratio: | 0.972 |
Start Date: | 2020-01-02 | End Date: | 2025-08-29 |
Total days: | 2066 | ||
Commissions: | 797.36 | Comm.% P/L | 23.42 % |
Total Transactions: | 304 | Log. Linearity: | 66.484 % |
Total | ![]() |
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ARR | IVR | |
---|---|---|---|---|---|
Total Profit/Loss | 3404.58 | 3401.15 | 3.43 | 4889.83 | -1485.25 |
Total Profit | 12442.68 | 6863.55 | 5579.13 | 16407.90 | 18030.68 |
Total Loss | 9038.10 | 3462.40 | 5575.70 | 11518.07 | 19515.93 |
Profit Factor | 1.38 | 1.98 | 1.00 | 1.42 | 0.92 |
Trades | 76 | 39 | 37 | 76 | 76 |
Winning Trades | 57 | 32 | 25 | 38 | 50 |
Losing Trades | 19 | 7 | 12 | 38 | 26 |
% Profitable | 75.00 | 82.00 | 67.00 | 50.00 | 65.00 |
Profit/Loss Per Trade % | 0.42 | 0.97 | -0.16 | 0.69 | -1.78 |
Profit Per Trade % | 2.64 | 2.57 | 2.74 | 4.93 | 4.10 |
Loss Per Trade % | 5.47 | 5.87 | 5.24 | 3.29 | 8.16 |
Days In Trade | 935 | 431 | 504 | 935 | 935 |
Days In Trade (Avg. Per Trade) | 12.30 | 11.05 | 13.62 | 12.30 | 12.30 |
% Days In Trade | 45.26 | 20.86 | 24.39 | 45.26 | 45.26 |