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 | 13352 | 0.0428 | 18.71 | 6565262 |
SHO | Sunstone Hotel Investors Inc | Real Estate | REIT - Hotel & Motel | 2080 | 0.0313 | 10.21 | 2255566 |
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: | 11973.52 |
Total net P/L: | 1973.52 | Total ROI: | 19.74 % |
CAGR: | 10.87 % | Max. DD: | 7.90 % |
System Score: | 1.093 | Sharpe Ratio: | 2.058 |
Start Date: | 2019-01-02 | End Date: | 2020-09-30 |
Total days: | 637 | ||
Commissions: | 183.61 | Comm.% P/L | 8.51 % |
Total Transactions: | 88 | Log. Linearity: | 46.504 % |
Total | Long | Short | HST | SHO | |
---|---|---|---|---|---|
Total Profit/Loss | 2157.13 | 307.19 | 1849.94 | -1948.41 | 4105.54 |
Total Profit | 3078.71 | 900.87 | 2177.85 | 1956.74 | 5577.02 |
Total Loss | 921.58 | 593.67 | 327.91 | 3905.15 | 1471.48 |
Profit Factor | 3.34 | 1.52 | 6.64 | 0.50 | 3.79 |
Trades | 22 | 7 | 15 | 22 | 22 |
Winning Trades | 14 | 4 | 10 | 12 | 14 |
Losing Trades | 8 | 3 | 5 | 10 | 8 |
% Profitable | 63.00 | 57.00 | 66.00 | 54.00 | 63.00 |
Profit/Loss Per Trade % | 0.90 | 0.38 | 1.14 | -0.91 | 1.68 |
Profit Per Trade % | 2.08 | 2.17 | 2.04 | 1.56 | 3.73 |
Loss Per Trade % | 1.11 | 1.93 | 0.63 | 3.71 | 1.79 |
Days In Trade | 287 | 103 | 184 | 287 | 287 |
Days In Trade (Avg. Per Trade) | 13.05 | 14.71 | 12.27 | 13.05 | 13.05 |
% Days In Trade | 45.05 | 16.17 | 28.89 | 45.05 | 45.05 |