| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PEB | Pebblebrook Hotel Trust | Real Estate | REIT - Hotel & Motel | 1348 | 0.0034 | 11.37 | 2334713 |
| PK | Park Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 2161 | 0.1272 | 10.81 | 4052379 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 12974.77 |
| Total net P/L: | 2974.77 | Total ROI: | 29.75 % |
| CAGR: | 16.95 % | Max. DD: | 14.61 % |
| System Score: | 0.697 | Sharpe Ratio: | 1.049 |
| Start Date: | 2019-01-02 | End Date: | 2020-08-31 |
| Total days: | 607 | ||
| Commissions: | 260.28 | Comm.% P/L | 8.05 % |
| Total Transactions: | 88 | Log. Linearity: | 34.518 % |
| Total | Long |
Short |
PEB | PK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3235.05 | 1576.29 | 1658.76 | -912.50 | 4147.55 |
| Total Profit | 5357.33 | 2584.58 | 2772.75 | 8075.96 | 11707.64 |
| Total Loss | 2122.28 | 1008.29 | 1113.99 | 8988.46 | 7560.09 |
| Profit Factor | 2.52 | 2.56 | 2.49 | 0.90 | 1.55 |
| Trades | 22 | 11 | 11 | 22 | 22 |
| Winning Trades | 14 | 7 | 7 | 11 | 12 |
| Losing Trades | 8 | 4 | 4 | 11 | 10 |
| % Profitable | 63.00 | 63.00 | 63.00 | 50.00 | 54.00 |
| Profit/Loss Per Trade % | 1.30 | 1.33 | 1.27 | -0.57 | 0.88 |
| Profit Per Trade % | 3.64 | 3.60 | 3.68 | 6.88 | 8.51 |
| Loss Per Trade % | 2.60 | 2.48 | 2.72 | 6.99 | 7.32 |
| Days In Trade | 315 | 171 | 144 | 315 | 315 |
| Days In Trade (Avg. Per Trade) | 14.32 | 15.55 | 13.09 | 14.32 | 14.32 |
| % Days In Trade | 51.89 | 28.17 | 23.72 | 51.89 | 51.89 |