Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 1860 | 0.0137 | 8.78 | 1974455 |
RLJ | RLJ Lodging Trust | Real Estate | REIT - Hotel & Motel | 3511 | 0.0356 | 10.91 | 1552369 |
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: | 9351.64 |
Total net P/L: | -648.36 | Total ROI: | -6.48 % |
CAGR: | -2.22 % | Max. DD: | 21.69 % |
System Score: | -0.000 | Sharpe Ratio: | -0.345 |
Start Date: | 2017-01-02 | End Date: | 2019-12-30 |
Total days: | 1092 | ||
Commissions: | 370.92 | Comm.% P/L | 133.69 % |
Total Transactions: | 112 | Log. Linearity: | 2.025 % |
Total | Long | Short | DRH | RLJ | |
---|---|---|---|---|---|
Total Profit/Loss | -277.44 | 859.19 | -1136.63 | -1401.51 | 1124.07 |
Total Profit | 2813.36 | 1577.78 | 1235.58 | 2485.65 | 5456.29 |
Total Loss | 3090.80 | 718.59 | 2372.21 | 3887.16 | 4332.22 |
Profit Factor | 0.91 | 2.20 | 0.52 | 0.64 | 1.26 |
Trades | 28 | 14 | 14 | 28 | 28 |
Winning Trades | 21 | 12 | 9 | 12 | 17 |
Losing Trades | 7 | 2 | 5 | 16 | 11 |
% Profitable | 75.00 | 85.00 | 64.00 | 42.00 | 60.00 |
Profit/Loss Per Trade % | -0.10 | 0.64 | -0.82 | -0.60 | 0.39 |
Profit Per Trade % | 1.47 | 1.44 | 1.51 | 2.17 | 3.46 |
Loss Per Trade % | 4.58 | 3.95 | 4.84 | 2.57 | 4.08 |
Days In Trade | 388 | 167 | 221 | 388 | 388 |
Days In Trade (Avg. Per Trade) | 13.86 | 11.93 | 15.79 | 13.86 | 13.86 |
% Days In Trade | 35.53 | 15.29 | 20.24 | 35.53 | 35.53 |