Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 1870 | 0.0136 | 8.83 | 1975147 |
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: | 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 |