Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
PEB | Pebblebrook Hotel Trust | Real Estate | REIT - Hotel & Motel | 1774 | 0.0027 | 14.35 | 1788563 |
PK | Park Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 3396 | 0.0613 | 16.13 | 2963282 |
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 |