| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HST | Host Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 11289 | 0.0498 | 16.21 | 9605784 |
| SHO | Sunstone Hotel Investors Inc | Real Estate | REIT - Hotel & Motel | 1723 | 0.0403 | 9.09 | 2233154 |
| 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: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 12253.49 |
| Total net P/L: | 2253.49 | Total ROI: | 22.53 % |
| CAGR: | 31.35 % | Max. DD: | 2.86 % |
| System Score: | 20.781 | Sharpe Ratio: | 2.741 |
| Start Date: | 2020-01-02 | End Date: | 2020-09-30 |
| Total days: | 272 | ||
| Commissions: | 109.46 | Comm.% P/L | 4.63 % |
| Total Transactions: | 40 | Log. Linearity: | 87.190 % |
| Total | Long |
Short |
HST | SHO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2362.95 | 629.91 | 1733.04 | -1734.58 | 4097.53 |
| Total Profit | 2606.80 | 773.51 | 1833.29 | 1234.01 | 4897.51 |
| Total Loss | 243.85 | 143.60 | 100.25 | 2968.59 | 799.98 |
| Profit Factor | 10.69 | 5.39 | 18.29 | 0.42 | 6.12 |
| Trades | 10 | 4 | 6 | 10 | 10 |
| Winning Trades | 8 | 3 | 5 | 5 | 6 |
| Losing Trades | 2 | 1 | 1 | 5 | 4 |
| % Profitable | 80.00 | 75.00 | 83.00 | 50.00 | 60.00 |
| Profit/Loss Per Trade % | 2.15 | 1.44 | 2.63 | -1.73 | 3.66 |
| Profit Per Trade % | 2.99 | 2.42 | 3.34 | 2.25 | 7.52 |
| Loss Per Trade % | 1.13 | 1.44 | 0.83 | 5.49 | 1.87 |
| Days In Trade | 104 | 47 | 57 | 104 | 104 |
| Days In Trade (Avg. Per Trade) | 10.40 | 11.75 | 9.50 | 10.40 | 10.40 |
| % Days In Trade | 38.24 | 17.28 | 20.96 | 38.24 | 38.24 |