Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
EXPE | Expedia Group Inc. | Consumer Cyclical | Travel Services | 17934 | 135.02 | 2438205 | |
MAR | Marriott International Inc | Consumer Cyclical | Lodging | 68436 | 0.0088 | 239.69 | 1663640 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 20 |
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: | 14270.81 |
Total net P/L: | 4270.81 | Total ROI: | 42.71 % |
CAGR: | 42.85 % | Max. DD: | 12.72 % |
System Score: | 23.937 | Sharpe Ratio: | 2.222 |
Start Date: | 2020-09-01 | End Date: | 2021-08-31 |
Total days: | 364 | ||
Commissions: | 56.00 | Comm.% P/L | 1.29 % |
Total Transactions: | 56 | Log. Linearity: | 82.359 % |
Total | Long | Short | EXPE | MAR | |
---|---|---|---|---|---|
Total Profit/Loss | 4326.81 | 2729.45 | 1597.36 | -2516.77 | 6843.58 |
Total Profit | 6153.64 | 3238.70 | 2914.94 | 913.40 | 7054.28 |
Total Loss | 1826.83 | 509.25 | 1317.58 | 3430.17 | 210.70 |
Profit Factor | 3.37 | 6.36 | 2.21 | 0.27 | 33.48 |
Trades | 14 | 7 | 7 | 14 | 14 |
Winning Trades | 12 | 6 | 6 | 5 | 13 |
Losing Trades | 2 | 1 | 1 | 9 | 1 |
% Profitable | 85.00 | 85.00 | 85.00 | 35.00 | 92.00 |
Profit/Loss Per Trade % | 2.61 | 3.26 | 1.96 | -1.55 | 4.14 |
Profit Per Trade % | 4.32 | 4.46 | 4.18 | 1.53 | 4.60 |
Loss Per Trade % | 6.97 | 3.63 | 10.42 | 3.11 | 1.67 |
Days In Trade | 148 | 61 | 87 | 148 | 148 |
Days In Trade (Avg. Per Trade) | 10.57 | 8.71 | 12.43 | 10.57 | 10.57 |
% Days In Trade | 40.66 | 16.76 | 23.90 | 40.66 | 40.66 |