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: | 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 | ![]() |
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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 |