| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CPT | Camden Property Trust | Real Estate | REIT - Residential | 10887 | 0.0387 | 108.29 | 1257429 |
| UDR | UDR Inc | Real Estate | REIT - Residential | 13703 | 0.0459 | 37.3 | 3823640 |
| 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: | 11265.70 |
| Total net P/L: | 1265.70 | Total ROI: | 12.66 % |
| CAGR: | 2.16 % | Max. DD: | 15.06 % |
| System Score: | 0.171 | Sharpe Ratio: | 0.685 |
| Start Date: | 2021-01-04 | End Date: | 2026-07-31 |
| Total days: | 2034 | ||
| Commissions: | 363.19 | Comm.% P/L | 22.30 % |
| Total Transactions: | 316 | Log. Linearity: | 42.929 % |
| Total | Long |
Short |
CPT | UDR | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1628.89 | 1636.75 | -7.86 | -3044.63 | 4673.52 |
| Total Profit | 7094.46 | 4075.07 | 3019.40 | 13005.11 | 16476.19 |
| Total Loss | 5465.58 | 2438.32 | 3027.26 | 16049.75 | 11802.67 |
| Profit Factor | 1.30 | 1.67 | 1.00 | 0.81 | 1.40 |
| Trades | 79 | 40 | 39 | 79 | 79 |
| Winning Trades | 50 | 27 | 23 | 41 | 44 |
| Losing Trades | 29 | 13 | 16 | 38 | 35 |
| % Profitable | 63.00 | 67.00 | 58.00 | 51.00 | 55.00 |
| Profit/Loss Per Trade % | 0.19 | 0.38 | 0.01 | -0.39 | 0.42 |
| Profit Per Trade % | 1.33 | 1.42 | 1.24 | 2.99 | 3.40 |
| Loss Per Trade % | 1.72 | 1.71 | 1.72 | 3.83 | 3.15 |
| Days In Trade | 979 | 460 | 519 | 979 | 979 |
| Days In Trade (Avg. Per Trade) | 12.39 | 11.50 | 13.31 | 12.39 | 12.39 |
| % Days In Trade | 48.13 | 22.62 | 25.52 | 48.13 | 48.13 |