Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
RHP | Ryman Hospitality Properties Inc | Real Estate | REIT - Hotel & Motel | 6469 | 0.0407 | 107.99 | 450059 |
RLJ | RLJ Lodging Trust | Real Estate | REIT - Hotel & Motel | 1452 | 0.0649 | 9.24 | 1379264 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | 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: | 15184.93 |
Total net P/L: | 5184.93 | Total ROI: | 51.85 % |
CAGR: | 12.11 % | Max. DD: | 11.49 % |
System Score: | 8.083 | Sharpe Ratio: | 1.787 |
Start Date: | 2021-01-04 | End Date: | 2024-08-30 |
Total days: | 1334 | ||
Commissions: | 622.79 | Comm.% P/L | 10.72 % |
Total Transactions: | 188 | Log. Linearity: | 87.397 % |
Total | Long | Short | RHP | RLJ | |
---|---|---|---|---|---|
Total Profit/Loss | 5807.72 | 3501.03 | 2306.69 | -1259.65 | 7067.37 |
Total Profit | 10498.87 | 4144.76 | 6354.11 | 12154.86 | 16803.06 |
Total Loss | 4691.15 | 643.72 | 4047.42 | 13414.51 | 9735.68 |
Profit Factor | 2.24 | 6.44 | 1.57 | 0.91 | 1.73 |
Trades | 47 | 16 | 31 | 47 | 47 |
Winning Trades | 36 | 14 | 22 | 28 | 27 |
Losing Trades | 11 | 2 | 9 | 19 | 20 |
% Profitable | 76.00 | 87.00 | 70.00 | 59.00 | 57.00 |
Profit/Loss Per Trade % | 0.99 | 1.76 | 0.60 | -0.35 | 1.08 |
Profit Per Trade % | 2.29 | 2.36 | 2.26 | 3.35 | 4.83 |
Loss Per Trade % | 3.11 | 2.26 | 3.30 | 5.42 | 3.67 |
Days In Trade | 555 | 155 | 400 | 555 | 555 |
Days In Trade (Avg. Per Trade) | 11.81 | 9.69 | 12.90 | 11.81 | 11.81 |
% Days In Trade | 41.60 | 11.62 | 29.99 | 41.60 | 41.60 |