Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 1896 | 0.0134 | 8.95 | 1974535 |
RLJ | RLJ Lodging Trust | Real Estate | REIT - Hotel & Motel | 3451 | 0.0362 | 11.28 | 1543173 |
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: | 10607.31 |
Total net P/L: | 607.31 | Total ROI: | 6.07 % |
CAGR: | 1.99 % | Max. DD: | 21.68 % |
System Score: | 0.008 | Sharpe Ratio: | 0.413 |
Start Date: | 2015-01-02 | End Date: | 2017-12-29 |
Total days: | 1092 | ||
Commissions: | 458.15 | Comm.% P/L | 43.00 % |
Total Transactions: | 120 | Log. Linearity: | 15.918 % |
Total | Long | Short | DRH | RLJ | |
---|---|---|---|---|---|
Total Profit/Loss | 1065.46 | 1011.04 | 54.42 | 3106.32 | -2040.86 |
Total Profit | 4992.45 | 2392.44 | 2600.01 | 7829.10 | 7005.67 |
Total Loss | 3926.99 | 1381.40 | 2545.59 | 4722.78 | 9046.53 |
Profit Factor | 1.27 | 1.73 | 1.02 | 1.66 | 0.77 |
Trades | 30 | 15 | 15 | 30 | 30 |
Winning Trades | 22 | 12 | 10 | 18 | 14 |
Losing Trades | 8 | 3 | 5 | 12 | 16 |
% Profitable | 73.00 | 80.00 | 66.00 | 60.00 | 46.00 |
Profit/Loss Per Trade % | 0.33 | 0.57 | 0.09 | 0.73 | -0.61 |
Profit Per Trade % | 2.01 | 1.78 | 2.29 | 3.72 | 4.52 |
Loss Per Trade % | 4.09 | 4.07 | 4.11 | 3.55 | 4.76 |
Days In Trade | 465 | 228 | 237 | 465 | 465 |
Days In Trade (Avg. Per Trade) | 15.50 | 15.20 | 15.80 | 15.50 | 15.50 |
% Days In Trade | 42.58 | 20.88 | 21.70 | 42.58 | 42.58 |