| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| MAR | Marriott International Inc | Consumer Cyclical | Lodging | 93928 | 0.0077 | 360.2 | 1575912 |
| HLT | Hilton Worldwide Holdings Inc | Consumer Cyclical | Lodging | 74287 | 0.0018 | 330.07 | 1884437 |
| 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: | 13857.04 |
| Total net P/L: | 3857.04 | Total ROI: | 38.57 % |
| CAGR: | 17.85 % | Max. DD: | 5.12 % |
| System Score: | 15.724 | Sharpe Ratio: | 2.508 |
| Start Date: | 2017-01-02 | End Date: | 2018-12-28 |
| Total days: | 725 | ||
| Commissions: | 124.07 | Comm.% P/L | 3.12 % |
| Total Transactions: | 124 | Log. Linearity: | 95.864 % |
| Total | Long |
Short |
MAR | HLT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3981.11 | 2114.56 | 1866.55 | -2101.56 | 6082.67 |
| Total Profit | 4791.96 | 2533.05 | 2258.91 | 4145.07 | 8490.61 |
| Total Loss | 810.85 | 418.49 | 392.36 | 6246.63 | 2407.94 |
| Profit Factor | 5.91 | 6.05 | 5.76 | 0.66 | 3.53 |
| Trades | 31 | 16 | 15 | 31 | 31 |
| Winning Trades | 25 | 14 | 11 | 16 | 21 |
| Losing Trades | 6 | 2 | 4 | 15 | 10 |
| % Profitable | 80.00 | 87.00 | 73.00 | 51.00 | 67.00 |
| Profit/Loss Per Trade % | 1.09 | 1.16 | 1.03 | -0.56 | 1.52 |
| Profit Per Trade % | 1.64 | 1.57 | 1.73 | 2.20 | 3.30 |
| Loss Per Trade % | 1.16 | 1.71 | 0.89 | 3.33 | 2.07 |
| Days In Trade | 337 | 157 | 180 | 337 | 337 |
| Days In Trade (Avg. Per Trade) | 10.87 | 9.81 | 12.00 | 10.87 | 10.87 |
| % Days In Trade | 46.48 | 21.66 | 24.83 | 46.48 | 46.48 |