Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 1840 | 0.0138 | 8.72 | 2024346 |
RLJ | RLJ Lodging Trust | Real Estate | REIT - Hotel & Motel | 1676 | 0.0374 | 10.66 | 1524484 |
Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
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: | 10761.59 |
Total net P/L: | 761.59 | Total ROI: | 7.62 % |
CAGR: | 2.49 % | Max. DD: | 21.69 % |
System Score: | 0.006 | Sharpe Ratio: | 0.501 |
Start Date: | 2016-01-04 | End Date: | 2018-12-28 |
Total days: | 1089 | ||
Commissions: | 463.03 | Comm.% P/L | 37.81 % |
Total Transactions: | 120 | Log. Linearity: | 13.406 % |
Total | Long | Short | DRH | RLJ | |
---|---|---|---|---|---|
Total Profit/Loss | 1224.62 | 1138.96 | 85.66 | 2444.83 | -1220.21 |
Total Profit | 4747.10 | 2186.35 | 2560.75 | 5820.95 | 5906.34 |
Total Loss | 3522.48 | 1047.39 | 2475.09 | 3376.12 | 7126.55 |
Profit Factor | 1.35 | 2.09 | 1.03 | 1.72 | 0.83 |
Trades | 30 | 14 | 16 | 30 | 30 |
Winning Trades | 22 | 12 | 10 | 16 | 16 |
Losing Trades | 8 | 2 | 6 | 14 | 14 |
% Profitable | 73.00 | 85.00 | 62.00 | 53.00 | 53.00 |
Profit/Loss Per Trade % | 0.39 | 0.72 | 0.10 | 0.66 | -0.43 |
Profit Per Trade % | 2.05 | 1.73 | 2.44 | 3.30 | 3.52 |
Loss Per Trade % | 3.98 | 5.04 | 3.62 | 2.25 | 4.59 |
Days In Trade | 390 | 182 | 208 | 390 | 390 |
Days In Trade (Avg. Per Trade) | 13.00 | 13.00 | 13.00 | 13.00 | 13.00 |
% Days In Trade | 35.81 | 16.71 | 19.10 | 35.81 | 35.81 |