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Model: Kalman-auto
HQ Backtest XHR vs PEB
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
XHR XENIA HOTELS RESORTS INC NYSE 2170 0 106.54 20.86 526265 798287
PEB Pebblebrook Hotel Trust Services NYSE 2470 1.27 67.59 36.64 801925 581950
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: beta
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.02 / 0.02
Initial Capital: 5000.00 Final Equity: 2671.96
Total net P/L: -2328.04 Total ROI: -46.56 %
CAGR: -11.88 % Max. DD: 54.89 %
System Score: -5.881 Sharpe Ratio: -1.015
Start Date: 2015-08-18 End Date: 2020-07-31
Total days: 1809
Commissions: 1270.45 Comm.% P/L 120.13 %
Total Transactions: 1064 Log. Linearity: 79.113 %
Total enabled Long enabled Short XHR PEB
Total Profit/Loss -1057.59 -156.18 -901.41 4363.54 -5421.13
Total Profit 8704.77 4110.71 4594.06 14530.87 12388.25
Total Loss 9762.36 4266.89 5495.47 10167.33 17809.38
Profit Factor 0.89 0.96 0.84 1.43 0.70
Trades 266 125 141 266 266
Winning Trades 165 86 79 130 140
Losing Trades 101 39 62 136 125
% Profitable 62.00 68.00 56.00 48.00 52.00
Profit/Loss Per Trade % -0.13 -0.07 -0.18 0.34 -0.66
Profit Per Trade % 1.19 1.07 1.33 2.57 1.99
Loss Per Trade % 2.15 2.41 1.98 1.69 3.17
Days In Trade 796 373 423 796 796
Days In Trade (Avg. Per Trade) 2.99 2.98 3.00 2.99 2.99
% Days In Trade 44.00 20.62 23.38 44.00 44.00
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.