| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 1607 | 0.0282 | 7.8 | 2680185 |
| SHO | Sunstone Hotel Investors Inc | Real Estate | REIT - Hotel & Motel | 1724 | 0.0394 | 9.1 | 2271878 |
| 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: | 10254.86 |
| Total net P/L: | 254.86 | Total ROI: | 2.55 % |
| CAGR: | 1.45 % | Max. DD: | 21.28 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.226 |
| Start Date: | 2019-01-02 | End Date: | 2020-09-30 |
| Total days: | 637 | ||
| Commissions: | 192.01 | Comm.% P/L | 42.97 % |
| Total Transactions: | 76 | Log. Linearity: | 0.287 % |
| Total | Long |
Short |
DRH | SHO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 446.87 | -818.90 | 1265.77 | 1208.32 | -761.45 |
| Total Profit | 2020.49 | 410.76 | 1609.73 | 4298.14 | 2155.03 |
| Total Loss | 1573.62 | 1229.66 | 343.96 | 3089.82 | 2916.48 |
| Profit Factor | 1.28 | 0.33 | 4.68 | 1.39 | 0.74 |
| Trades | 19 | 6 | 13 | 19 | 19 |
| Winning Trades | 15 | 4 | 11 | 11 | 9 |
| Losing Trades | 4 | 2 | 2 | 8 | 9 |
| % Profitable | 78.00 | 66.00 | 84.00 | 57.00 | 47.00 |
| Profit/Loss Per Trade % | 0.23 | -1.38 | 0.99 | 0.53 | -0.46 |
| Profit Per Trade % | 1.36 | 1.01 | 1.48 | 3.85 | 2.37 |
| Loss Per Trade % | 3.72 | 5.79 | 1.68 | 3.66 | 3.19 |
| Days In Trade | 255 | 93 | 162 | 255 | 255 |
| Days In Trade (Avg. Per Trade) | 13.42 | 15.50 | 12.46 | 13.42 | 13.42 |
| % Days In Trade | 40.03 | 14.60 | 25.43 | 40.03 | 40.03 |