| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MAR | Marriott International Inc | Consumer Cyclical | Lodging | 71635 | 0.0098 | 263.89 | 1640234 |
| HLT | Hilton Worldwide Holdings Inc | Consumer Cyclical | Lodging | 60222 | 0.0023 | 259.09 | 1982322 |
| 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: | 9629.97 |
| Total net P/L: | -370.03 | Total ROI: | -3.70 % |
| CAGR: | -3.74 % | Max. DD: | 12.91 % |
| System Score: | -0.301 | Sharpe Ratio: | -0.446 |
| Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
| Total days: | 361 | ||
| Commissions: | 56.00 | Comm.% P/L | 17.83 % |
| Total Transactions: | 56 | Log. Linearity: | 43.179 % |
| Total | Long |
Short |
MAR | HLT | |
|---|---|---|---|---|---|
| Total Profit/Loss | -314.03 | -150.93 | -163.10 | -55.52 | -258.51 |
| Total Profit | 970.62 | 575.99 | 394.63 | 2764.93 | 1885.19 |
| Total Loss | 1284.65 | 726.92 | 557.73 | 2820.45 | 2143.70 |
| Profit Factor | 0.76 | 0.79 | 0.71 | 0.98 | 0.88 |
| Trades | 14 | 7 | 7 | 14 | 14 |
| Winning Trades | 8 | 4 | 4 | 9 | 5 |
| Losing Trades | 6 | 3 | 3 | 5 | 8 |
| % Profitable | 57.00 | 57.00 | 57.00 | 64.00 | 35.00 |
| Profit/Loss Per Trade % | -0.23 | -0.25 | -0.21 | -0.08 | -0.34 |
| Profit Per Trade % | 1.23 | 1.46 | 1.00 | 3.12 | 3.68 |
| Loss Per Trade % | 2.12 | 2.48 | 1.77 | 5.51 | 2.71 |
| Days In Trade | 207 | 89 | 118 | 207 | 207 |
| Days In Trade (Avg. Per Trade) | 14.79 | 12.71 | 16.86 | 14.79 | 14.79 |
| % Days In Trade | 57.34 | 24.65 | 32.69 | 57.34 | 57.34 |