| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PLD | Prologis Inc | Real Estate | REIT - Industrial | 121366 | 0.0306 | 130.66 | 4188146 |
| REXR | Rexford Industrial Realty Inc | Real Estate | REIT - Industrial | 10070 | 0.0414 | 41.13 | 2591275 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | 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: | 14759.19 |
| Total net P/L: | 4759.19 | Total ROI: | 47.59 % |
| CAGR: | 6.81 % | Max. DD: | 20.21 % |
| System Score: | 2.116 | Sharpe Ratio: | 1.468 |
| Start Date: | 2020-01-02 | End Date: | 2025-11-28 |
| Total days: | 2157 | ||
| Commissions: | 465.62 | Comm.% P/L | 8.91 % |
| Total Transactions: | 376 | Log. Linearity: | 67.739 % |
| Total | Long |
Short |
PLD | REXR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5224.81 | 3459.40 | 1765.41 | -17066.32 | 22291.13 |
| Total Profit | 15579.93 | 8024.80 | 7555.13 | 20042.62 | 36893.93 |
| Total Loss | 10355.12 | 4565.40 | 5789.72 | 37108.94 | 14602.80 |
| Profit Factor | 1.50 | 1.76 | 1.30 | 0.54 | 2.53 |
| Trades | 94 | 44 | 50 | 94 | 94 |
| Winning Trades | 64 | 33 | 31 | 43 | 55 |
| Losing Trades | 30 | 11 | 19 | 51 | 39 |
| % Profitable | 68.00 | 75.00 | 62.00 | 45.00 | 58.00 |
| Profit/Loss Per Trade % | 0.45 | 0.59 | 0.32 | -1.53 | 1.62 |
| Profit Per Trade % | 1.76 | 1.74 | 1.78 | 3.20 | 4.72 |
| Loss Per Trade % | 2.24 | 2.72 | 1.97 | 4.93 | 2.52 |
| Days In Trade | 1060 | 445 | 615 | 1060 | 1060 |
| Days In Trade (Avg. Per Trade) | 11.28 | 10.11 | 12.30 | 11.28 | 11.28 |
| % Days In Trade | 49.14 | 20.63 | 28.51 | 49.14 | 49.14 |