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 | 13266 | 0.043 | 18.59 | 6560542 |
DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 1860 | 0.0137 | 8.78 | 1974455 |
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 |