Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 1953 | 0.013 | 9.08 | 1991946 |
RLJ | RLJ Lodging Trust | Real Estate | REIT - Hotel & Motel | 3558 | 0.0351 | 11.1 | 1531741 |
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: | 26101.84 |
Total net P/L: | 16101.84 | Total ROI: | 161.02 % |
CAGR: | 37.77 % | Max. DD: | 15.42 % |
System Score: | 9.556 | Sharpe Ratio: | 1.846 |
Start Date: | 2018-01-02 | End Date: | 2020-12-30 |
Total days: | 1093 | ||
Commissions: | 889.22 | Comm.% P/L | 5.23 % |
Total Transactions: | 120 | Log. Linearity: | 63.249 % |
Total | Long | Short | DRH | RLJ | |
---|---|---|---|---|---|
Total Profit/Loss | 16991.06 | 7742.67 | 9248.39 | 7566.62 | 9424.44 |
Total Profit | 18604.41 | 7804.74 | 10799.67 | 21474.08 | 26134.63 |
Total Loss | 1613.35 | 62.07 | 1551.28 | 13907.46 | 16710.19 |
Profit Factor | 11.53 | 125.74 | 6.96 | 1.54 | 1.56 |
Trades | 30 | 14 | 16 | 30 | 30 |
Winning Trades | 25 | 13 | 12 | 13 | 18 |
Losing Trades | 5 | 1 | 4 | 17 | 12 |
% Profitable | 83.00 | 92.00 | 75.00 | 43.00 | 60.00 |
Profit/Loss Per Trade % | 3.45 | 3.38 | 3.51 | 0.42 | 1.47 |
Profit Per Trade % | 4.78 | 3.69 | 5.97 | 9.43 | 9.15 |
Loss Per Trade % | 2.88 | 0.60 | 3.46 | 5.42 | 8.22 |
Days In Trade | 327 | 116 | 211 | 327 | 327 |
Days In Trade (Avg. Per Trade) | 10.90 | 8.29 | 13.19 | 10.90 | 10.90 |
% Days In Trade | 29.92 | 10.61 | 19.30 | 29.92 | 29.92 |