Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MAR | Marriott International Inc | Consumer Cyclical | Lodging | 64353 | 0.011 | 228.59 | 1501623 |
HLT | Hilton Worldwide Holdings Inc | Consumer Cyclical | Lodging | 52967 | 0.0028 | 214.94 | 1576249 |
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 |