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: | 11198.58 |
Total net P/L: | 1198.58 | Total ROI: | 11.99 % |
CAGR: | 7.06 % | Max. DD: | 8.78 % |
System Score: | 2.706 | Sharpe Ratio: | 0.890 |
Start Date: | 2023-01-02 | End Date: | 2024-08-30 |
Total days: | 606 | ||
Commissions: | 265.06 | Comm.% P/L | 18.11 % |
Total Transactions: | 88 | Log. Linearity: | 72.655 % |
Total | Long | Short | RHP | RLJ | |
---|---|---|---|---|---|
Total Profit/Loss | 1463.64 | 775.37 | 688.28 | -2753.81 | 4217.45 |
Total Profit | 3410.01 | 1254.05 | 2155.96 | 3429.73 | 6861.27 |
Total Loss | 1946.37 | 478.69 | 1467.68 | 6183.54 | 2643.82 |
Profit Factor | 1.75 | 2.62 | 1.47 | 0.55 | 2.60 |
Trades | 22 | 8 | 14 | 22 | 22 |
Winning Trades | 15 | 6 | 9 | 12 | 15 |
Losing Trades | 7 | 2 | 5 | 10 | 7 |
% Profitable | 68.00 | 75.00 | 64.00 | 54.00 | 68.00 |
Profit/Loss Per Trade % | 0.63 | 0.94 | 0.46 | -1.36 | 1.74 |
Profit Per Trade % | 2.20 | 2.04 | 2.30 | 2.73 | 4.37 |
Loss Per Trade % | 2.62 | 2.28 | 2.75 | 5.93 | 3.52 |
Days In Trade | 279 | 95 | 184 | 279 | 279 |
Days In Trade (Avg. Per Trade) | 12.68 | 11.88 | 13.14 | 12.68 | 12.68 |
% Days In Trade | 46.04 | 15.68 | 30.36 | 46.04 | 46.04 |