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: | 23779.76 |
Total net P/L: | 13779.76 | Total ROI: | 137.80 % |
CAGR: | 33.55 % | Max. DD: | 15.42 % |
System Score: | 20.382 | Sharpe Ratio: | 1.683 |
Start Date: | 2019-01-02 | End Date: | 2021-12-30 |
Total days: | 1093 | ||
Commissions: | 866.63 | Comm.% P/L | 5.92 % |
Total Transactions: | 104 | Log. Linearity: | 84.697 % |
Total | Long | Short | DRH | RLJ | |
---|---|---|---|---|---|
Total Profit/Loss | 14646.39 | 5766.52 | 8879.87 | 11603.96 | 3042.43 |
Total Profit | 17624.11 | 6192.15 | 11431.96 | 22158.58 | 22685.25 |
Total Loss | 2977.72 | 425.63 | 2552.09 | 10554.62 | 19642.82 |
Profit Factor | 5.92 | 14.55 | 4.48 | 2.10 | 1.15 |
Trades | 26 | 10 | 16 | 26 | 26 |
Winning Trades | 19 | 8 | 11 | 13 | 13 |
Losing Trades | 7 | 2 | 5 | 13 | 13 |
% Profitable | 73.00 | 80.00 | 68.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 3.61 | 3.92 | 3.41 | 1.75 | 0.05 |
Profit Per Trade % | 6.15 | 5.20 | 6.84 | 10.37 | 11.09 |
Loss Per Trade % | 2.95 | 1.04 | 3.72 | 5.53 | 9.14 |
Days In Trade | 316 | 89 | 227 | 316 | 316 |
Days In Trade (Avg. Per Trade) | 12.15 | 8.90 | 14.19 | 12.15 | 12.15 |
% Days In Trade | 28.91 | 8.14 | 20.77 | 28.91 | 28.91 |