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: | 22207.95 |
Total net P/L: | 12207.95 | Total ROI: | 122.08 % |
CAGR: | 16.71 % | Max. DD: | 20.97 % |
System Score: | 13.740 | Sharpe Ratio: | 1.990 |
Start Date: | 2020-07-01 | End Date: | 2025-08-29 |
Total days: | 1885 | ||
Commissions: | 1323.39 | Comm.% P/L | 9.78 % |
Total Transactions: | 284 | Log. Linearity: | 93.692 % |
Total | ![]() |
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ARR | IVR | |
---|---|---|---|---|---|
Total Profit/Loss | 13531.34 | 8549.22 | 4982.12 | -3661.24 | 17192.58 |
Total Profit | 21356.89 | 12090.36 | 9266.53 | 15837.54 | 30859.24 |
Total Loss | 7825.55 | 3541.14 | 4284.41 | 19498.78 | 13666.66 |
Profit Factor | 2.73 | 3.41 | 2.16 | 0.81 | 2.26 |
Trades | 71 | 37 | 34 | 71 | 71 |
Winning Trades | 55 | 32 | 23 | 34 | 49 |
Losing Trades | 16 | 5 | 11 | 37 | 22 |
% Profitable | 77.00 | 86.00 | 67.00 | 47.00 | 69.00 |
Profit/Loss Per Trade % | 1.24 | 1.64 | 0.81 | -0.15 | 1.16 |
Profit Per Trade % | 2.68 | 2.57 | 2.84 | 3.46 | 4.09 |
Loss Per Trade % | 3.47 | 4.03 | 3.21 | 3.26 | 4.76 |
Days In Trade | 853 | 390 | 463 | 853 | 853 |
Days In Trade (Avg. Per Trade) | 12.01 | 10.54 | 13.62 | 12.01 | 12.01 |
% Days In Trade | 45.25 | 20.69 | 24.56 | 45.25 | 45.25 |