| 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: | 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: | 5000.00 | Final Equity: | 9163.74 |
| Total net P/L: | 4163.74 | Total ROI: | 83.27 % |
| CAGR: | 10.80 % | Max. DD: | 42.79 % |
| System Score: | 4.069 | Sharpe Ratio: | 1.637 |
| Start Date: | 2016-01-04 | End Date: | 2021-11-30 |
| Total days: | 2157 | ||
| Commissions: | 890.77 | Comm.% P/L | 17.62 % |
| Total Transactions: | 308 | Log. Linearity: | 72.237 % |
| Total | Long |
Short |
HST | DRH | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5054.51 | 3042.23 | 2012.28 | 4738.81 | 315.70 |
| Total Profit | 8545.16 | 3986.60 | 4558.56 | 12271.33 | 12091.08 |
| Total Loss | 3490.65 | 944.37 | 2546.29 | 7532.53 | 11775.38 |
| Profit Factor | 2.45 | 4.22 | 1.79 | 1.63 | 1.03 |
| Trades | 77 | 35 | 42 | 77 | 77 |
| Winning Trades | 61 | 28 | 33 | 49 | 37 |
| Losing Trades | 16 | 7 | 9 | 28 | 40 |
| % Profitable | 79.00 | 80.00 | 78.00 | 63.00 | 48.00 |
| Profit/Loss Per Trade % | 0.96 | 1.28 | 0.70 | 0.63 | -0.09 |
| Profit Per Trade % | 2.06 | 2.10 | 2.02 | 3.48 | 4.79 |
| Loss Per Trade % | 2.78 | 1.89 | 3.47 | 4.00 | 3.84 |
| Days In Trade | 785 | 394 | 391 | 785 | 785 |
| Days In Trade (Avg. Per Trade) | 10.19 | 11.26 | 9.31 | 10.19 | 10.19 |
| % Days In Trade | 36.39 | 18.27 | 18.13 | 36.39 | 36.39 |