Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
ARE | Alexandria Real Estate Equities Inc | Real Estate | REIT-Office | 26028 | 0.0304 | 156.76 | 920225 |
CRI | Carter’s Inc | Consumer Cyclical | Apparel Retail | 3104 | 0.0359 | 81.53 | 688723 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 11611.24 |
Total net P/L: | 1611.24 | Total ROI: | 16.11 % |
CAGR: | 16.30 % | Max. DD: | 10.80 % |
System Score: | 8.567 | Sharpe Ratio: | 0.936 |
Start Date: | 2022-01-03 | End Date: | 2022-12-30 |
Total days: | 361 | ||
Commissions: | 32.00 | Comm.% P/L | 1.95 % |
Total Transactions: | 32 | Log. Linearity: | 80.693 % |
Total | ![]() |
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ARE | CRI | |
---|---|---|---|---|---|
Total Profit/Loss | 1643.24 | -104.20 | 1747.44 | -1401.56 | 3044.80 |
Total Profit | 2367.03 | 619.13 | 1747.90 | 909.50 | 3943.54 |
Total Loss | 723.79 | 723.33 | 0.46 | 2311.06 | 898.74 |
Profit Factor | 3.27 | 0.86 | 3799.78 | 0.39 | 4.39 |
Trades | 8 | 4 | 4 | 8 | 8 |
Winning Trades | 6 | 3 | 3 | 2 | 5 |
Losing Trades | 2 | 1 | 1 | 6 | 3 |
% Profitable | 75.00 | 75.00 | 75.00 | 25.00 | 62.00 |
Profit/Loss Per Trade % | 1.92 | -0.09 | 3.98 | -1.61 | 3.38 |
Profit Per Trade % | 3.66 | 2.00 | 5.34 | 4.45 | 7.29 |
Loss Per Trade % | 3.01 | 6.11 | 0.00 | 3.54 | 2.82 |
Days In Trade | 84 | 49 | 35 | 84 | 84 |
Days In Trade (Avg. Per Trade) | 10.50 | 12.25 | 8.75 | 10.50 | 10.50 |
% Days In Trade | 23.27 | 13.57 | 9.70 | 23.27 | 23.27 |