| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HST | Host Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 11359 | 0.049 | 16.31 | 9460616 |
| DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 1618 | 0.0285 | 7.85 | 2703030 |
| 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: | 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: | 12430.43 |
| Total net P/L: | 2430.43 | Total ROI: | 24.30 % |
| CAGR: | 24.38 % | Max. DD: | 6.13 % |
| System Score: | 14.228 | Sharpe Ratio: | 1.428 |
| Start Date: | 2020-12-01 | End Date: | 2021-11-30 |
| Total days: | 364 | ||
| Commissions: | 222.23 | Comm.% P/L | 8.38 % |
| Total Transactions: | 48 | Log. Linearity: | 83.569 % |
| Total | Long |
Short |
HST | DRH | |
|---|---|---|---|---|---|
| Total Profit/Loss | 2652.66 | 1070.11 | 1582.55 | -129.04 | 2781.70 |
| Total Profit | 2870.28 | 1070.11 | 1800.17 | 1492.13 | 3486.67 |
| Total Loss | 217.62 | 0.00 | 217.62 | 1621.17 | 704.97 |
| Profit Factor | 13.19 | 0.00 | 8.27 | 0.92 | 4.95 |
| Trades | 12 | 5 | 7 | 12 | 12 |
| Winning Trades | 11 | 5 | 6 | 6 | 8 |
| Losing Trades | 1 | 0 | 1 | 6 | 4 |
| % Profitable | 91.00 | 100.00 | 85.00 | 50.00 | 66.00 |
| Profit/Loss Per Trade % | 2.00 | 1.98 | 2.02 | -0.10 | 2.02 |
| Profit Per Trade % | 2.37 | 1.98 | 2.70 | 2.34 | 3.90 |
| Loss Per Trade % | 2.03 | 0.00 | 2.03 | 2.45 | 1.64 |
| Days In Trade | 153 | 75 | 78 | 153 | 153 |
| Days In Trade (Avg. Per Trade) | 12.75 | 15.00 | 11.14 | 12.75 | 12.75 |
| % Days In Trade | 42.03 | 20.60 | 21.43 | 42.03 | 42.03 |