Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
XHR | Xenia Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 1501 | 0.0338 | 14.54 | 811681 |
RHP | Ryman Hospitality Properties Inc | Real Estate | REIT - Hotel & Motel | 6483 | 0.0413 | 108.24 | 443828 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 13807.97 |
Total net P/L: | 3807.97 | Total ROI: | 38.08 % |
CAGR: | 38.57 % | Max. DD: | 36.28 % |
System Score: | 13.115 | Sharpe Ratio: | 0.999 |
Start Date: | 2020-02-03 | End Date: | 2021-01-29 |
Total days: | 361 | ||
Commissions: | 212.43 | Comm.% P/L | 5.28 % |
Total Transactions: | 68 | Log. Linearity: | 69.795 % |
Total | Long | Short | XHR | RHP | |
---|---|---|---|---|---|
Total Profit/Loss | 4020.40 | 2006.61 | 2013.79 | 13176.68 | -9156.28 |
Total Profit | 6507.57 | 2771.48 | 3736.09 | 14227.51 | 2187.70 |
Total Loss | 2487.17 | 764.87 | 1722.30 | 1050.83 | 11343.98 |
Profit Factor | 2.62 | 3.62 | 2.17 | 13.54 | 0.19 |
Trades | 17 | 9 | 8 | 17 | 17 |
Winning Trades | 13 | 6 | 7 | 14 | 5 |
Losing Trades | 4 | 3 | 1 | 3 | 12 |
% Profitable | 76.00 | 66.00 | 87.00 | 82.00 | 29.00 |
Profit/Loss Per Trade % | 2.03 | 2.03 | 2.04 | 6.89 | -6.27 |
Profit Per Trade % | 4.62 | 4.35 | 4.85 | 9.27 | 4.23 |
Loss Per Trade % | 5.60 | 2.45 | 15.64 | 3.46 | 8.28 |
Days In Trade | 140 | 87 | 53 | 140 | 140 |
Days In Trade (Avg. Per Trade) | 8.24 | 9.67 | 6.62 | 8.24 | 8.24 |
% Days In Trade | 38.78 | 24.10 | 14.68 | 38.78 | 38.78 |