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: | 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 | ![]() |
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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 |