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Model: Ratio
HQ Backtest DRH vs RLJ
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 enabled Long enabled 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
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.