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 | 13766 | 0.0415 | 19.33 | 6562517 |
SHO | Sunstone Hotel Investors Inc | Real Estate | REIT - Hotel & Motel | 2145 | 0.0304 | 10.53 | 2256942 |
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 |