Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MAR | Marriott International Inc | Consumer Cyclical | Lodging | 70234 | 0.0101 | 249.48 | 1489531 |
HLT | Hilton Worldwide Holdings Inc | Consumer Cyclical | Lodging | 57038 | 0.0026 | 230.88 | 1565342 |
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: | 10980.13 |
Total net P/L: | 980.13 | Total ROI: | 9.80 % |
CAGR: | 9.92 % | Max. DD: | 6.07 % |
System Score: | 3.639 | Sharpe Ratio: | 1.095 |
Start Date: | 2022-01-03 | End Date: | 2022-12-30 |
Total days: | 361 | ||
Commissions: | 60.00 | Comm.% P/L | 5.77 % |
Total Transactions: | 60 | Log. Linearity: | 71.595 % |
Total | Long | Short | MAR | HLT | |
---|---|---|---|---|---|
Total Profit/Loss | 1040.13 | 333.47 | 706.66 | 3964.34 | -2924.21 |
Total Profit | 1793.85 | 659.08 | 1134.77 | 6843.83 | 2908.61 |
Total Loss | 753.72 | 325.61 | 428.11 | 2879.49 | 5832.82 |
Profit Factor | 2.38 | 2.02 | 2.65 | 2.38 | 0.50 |
Trades | 15 | 5 | 10 | 15 | 15 |
Winning Trades | 11 | 3 | 8 | 11 | 6 |
Losing Trades | 4 | 2 | 2 | 4 | 9 |
% Profitable | 73.00 | 60.00 | 80.00 | 73.00 | 40.00 |
Profit/Loss Per Trade % | 0.66 | 0.64 | 0.68 | 2.34 | -2.16 |
Profit Per Trade % | 1.59 | 2.12 | 1.39 | 6.03 | 4.67 |
Loss Per Trade % | 1.82 | 1.54 | 2.10 | 6.91 | 6.30 |
Days In Trade | 153 | 64 | 89 | 153 | 153 |
Days In Trade (Avg. Per Trade) | 10.20 | 12.80 | 8.90 | 10.20 | 10.20 |
% Days In Trade | 42.38 | 17.73 | 24.65 | 42.38 | 42.38 |