Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MAR | Marriott International Inc | Consumer Cyclical | Lodging | 66764 | 0.0108 | 236.6 | 1474424 |
HLT | Hilton Worldwide Holdings Inc | Consumer Cyclical | Lodging | 53912 | 0.0028 | 215.61 | 1567319 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
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: | 12409.35 |
Total net P/L: | 2409.35 | Total ROI: | 24.09 % |
CAGR: | 24.24 % | Max. DD: | 12.01 % |
System Score: | 7.266 | Sharpe Ratio: | 1.231 |
Start Date: | 2020-01-02 | End Date: | 2020-12-30 |
Total days: | 363 | ||
Commissions: | 60.00 | Comm.% P/L | 2.43 % |
Total Transactions: | 60 | Log. Linearity: | 66.923 % |
Total | ![]() |
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MAR | HLT | |
---|---|---|---|---|---|
Total Profit/Loss | 2469.35 | 1154.38 | 1314.97 | 1437.83 | 1031.52 |
Total Profit | 4441.83 | 1724.25 | 2717.58 | 8171.95 | 6653.46 |
Total Loss | 1972.48 | 569.87 | 1402.61 | 6734.12 | 5621.94 |
Profit Factor | 2.25 | 3.03 | 1.94 | 1.21 | 1.18 |
Trades | 15 | 9 | 6 | 15 | 15 |
Winning Trades | 10 | 5 | 5 | 9 | 9 |
Losing Trades | 5 | 4 | 1 | 6 | 6 |
% Profitable | 66.00 | 55.00 | 83.00 | 60.00 | 60.00 |
Profit/Loss Per Trade % | 1.48 | 1.20 | 1.91 | -0.13 | 0.34 |
Profit Per Trade % | 3.90 | 3.23 | 4.57 | 7.60 | 6.35 |
Loss Per Trade % | 3.04 | 1.28 | 10.40 | 9.26 | 7.82 |
Days In Trade | 173 | 125 | 48 | 173 | 173 |
Days In Trade (Avg. Per Trade) | 11.53 | 13.89 | 8.00 | 11.53 | 11.53 |
% Days In Trade | 47.66 | 34.44 | 13.22 | 47.66 | 47.66 |