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: | 11873.90 |
Total net P/L: | 1873.90 | Total ROI: | 18.74 % |
CAGR: | 19.02 % | Max. DD: | 4.43 % |
System Score: | 15.925 | Sharpe Ratio: | 1.767 |
Start Date: | 2021-01-04 | End Date: | 2021-12-30 |
Total days: | 360 | ||
Commissions: | 64.00 | Comm.% P/L | 3.30 % |
Total Transactions: | 64 | Log. Linearity: | 94.247 % |
Total | ![]() |
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MAR | HLT | |
---|---|---|---|---|---|
Total Profit/Loss | 1937.90 | 1237.09 | 700.81 | 1784.95 | 152.95 |
Total Profit | 2340.09 | 1514.94 | 825.15 | 4167.59 | 2755.23 |
Total Loss | 402.19 | 277.85 | 124.34 | 2382.64 | 2602.28 |
Profit Factor | 5.82 | 5.45 | 6.64 | 1.75 | 1.06 |
Trades | 16 | 10 | 6 | 16 | 16 |
Winning Trades | 11 | 7 | 4 | 8 | 9 |
Losing Trades | 5 | 3 | 2 | 8 | 7 |
% Profitable | 68.00 | 70.00 | 66.00 | 50.00 | 56.00 |
Profit/Loss Per Trade % | 1.12 | 1.11 | 1.13 | 0.92 | 0.02 |
Profit Per Trade % | 1.97 | 1.96 | 1.98 | 4.70 | 2.79 |
Loss Per Trade % | 0.73 | 0.84 | 0.55 | 2.69 | 3.32 |
Days In Trade | 146 | 103 | 43 | 146 | 146 |
Days In Trade (Avg. Per Trade) | 9.12 | 10.30 | 7.17 | 9.12 | 9.12 |
% Days In Trade | 40.56 | 28.61 | 11.94 | 40.56 | 40.56 |