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Model: Ratio
HQ Backtest ARR vs IVR
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: 19114.87
Total net P/L: 9114.87 Total ROI: 91.15 %
CAGR: 13.14 % Max. DD: 80.72 %
System Score: 10.156 Sharpe Ratio: 1.171
Start Date: 2020-06-01 End Date: 2025-08-29
Total days: 1915
Commissions: 1148.49 Comm.% P/L 11.19 %
Total Transactions: 288 Log. Linearity: 91.765 %
Total enabled Long enabled Short ARR IVR
Total Profit/Loss 10263.36 5976.51 4286.85 -2856.63 13119.99
Total Profit 18378.47 10404.26 7974.21 13926.23 26559.96
Total Loss 8115.11 4427.75 3687.36 16782.86 13439.97
Profit Factor 2.26 2.35 2.16 0.83 1.98
Trades 72 38 34 72 72
Winning Trades 55 32 23 35 49
Losing Trades 17 6 11 37 23
% Profitable 76.00 84.00 67.00 48.00 68.00
Profit/Loss Per Trade % 1.02 1.20 0.81 -0.11 0.89
Profit Per Trade % 2.68 2.57 2.84 3.45 4.09
Loss Per Trade % 4.05 5.60 3.21 3.26 5.25
Days In Trade 872 409 463 872 872
Days In Trade (Avg. Per Trade) 12.11 10.76 13.62 12.11 12.11
% Days In Trade 45.54 21.36 24.18 45.54 45.54
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.