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Model: Residual
HQ Backtest ELS vs PLD
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ELS Equity Lifestyle Properties Inc Real Estate REIT - Residential 12588 0.033 62.82 1795732
PLD Prologis Inc Real Estate REIT - Industrial 131827 0.0289 141.41 3505752
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Regression Per: 15
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2013.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10937.52
Total net P/L: 937.52 Total ROI: 9.38 %
CAGR: 1.70 % Max. DD: 40.74 %
System Score: 0.000 Sharpe Ratio: 0.438
Start Date: 2021-01-04 End Date: 2026-04-30
Total days: 1942
Commissions: 336.00 Comm.% P/L 26.38 %
Total Transactions: 336 Log. Linearity: 5.589 %
Total enabled Long enabled Short ELS PLD
Total Profit/Loss 1273.52 -1030.20 2303.73 6921.30 -5647.78
Total Profit 9889.00 4725.45 5163.54 10911.02 7852.16
Total Loss 8615.47 5755.66 2859.82 3989.72 13499.94
Profit Factor 1.15 0.82 1.81 2.73 0.58
Trades 84 43 41 84 84
Winning Trades 52 25 27 56 39
Losing Trades 32 18 14 28 45
% Profitable 61.00 58.00 65.00 66.00 46.00
Profit/Loss Per Trade % 0.15 -0.23 0.55 0.89 -0.78
Profit Per Trade % 2.15 2.23 2.07 2.13 2.24
Loss Per Trade % 2.94 3.45 2.30 1.51 3.25
Days In Trade 741 398 343 741 741
Days In Trade (Avg. Per Trade) 8.82 9.26 8.37 8.82 8.82
% Days In Trade 38.16 20.49 17.66 38.16 38.16
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Trade Log
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FB LN TW

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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.