| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| HST | Host Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 11484 | 0.0481 | 16.49 | 9442450 |
| DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 1607 | 0.0282 | 7.8 | 2680185 |
| Entry Threshold: | 1.70 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 26 | MA Type: | EMA | StdDev Period: | 26 |
| 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: | 10772.11 |
| Total net P/L: | 772.11 | Total ROI: | 7.72 % |
| CAGR: | 7.74 % | Max. DD: | 5.29 % |
| System Score: | 1.969 | Sharpe Ratio: | 0.748 |
| Start Date: | 2022-11-21 | End Date: | 2023-11-20 |
| Total days: | 364 | ||
| Commissions: | 284.73 | Comm.% P/L | 26.94 % |
| Total Transactions: | 60 | Log. Linearity: | 63.359 % |
| Total | Long |
Short |
HST | DRH | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1056.84 | 1158.71 | -101.87 | 359.68 | 697.16 |
| Total Profit | 2431.36 | 1616.96 | 814.40 | 2668.12 | 2437.69 |
| Total Loss | 1374.52 | 458.25 | 916.27 | 2308.44 | 1740.53 |
| Profit Factor | 1.77 | 3.53 | 0.89 | 1.16 | 1.40 |
| Trades | 15 | 8 | 7 | 15 | 15 |
| Winning Trades | 11 | 7 | 4 | 8 | 9 |
| Losing Trades | 4 | 1 | 3 | 7 | 6 |
| % Profitable | 73.00 | 87.00 | 57.00 | 53.00 | 60.00 |
| Profit/Loss Per Trade % | 0.68 | 1.38 | -0.12 | 0.14 | 0.42 |
| Profit Per Trade % | 2.12 | 2.21 | 1.96 | 3.15 | 2.60 |
| Loss Per Trade % | 3.17 | 4.26 | 2.81 | 3.15 | 2.69 |
| Days In Trade | 180 | 105 | 75 | 180 | 180 |
| Days In Trade (Avg. Per Trade) | 12.00 | 13.12 | 10.71 | 12.00 | 12.00 |
| % Days In Trade | 49.45 | 28.85 | 20.60 | 49.45 | 49.45 |