| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PEB | Pebblebrook Hotel Trust | Real Estate | REIT - Hotel & Motel | 1807 | 0.0025 | 15.94 | 2263484 |
| PK | Park Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 2598 | 0.0824 | 13.35 | 3805858 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 15794.21 |
| Total net P/L: | 5794.21 | Total ROI: | 57.94 % |
| CAGR: | 8.83 % | Max. DD: | 29.00 % |
| System Score: | 0.272 | Sharpe Ratio: | 1.702 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 887.51 | Comm.% P/L | 13.28 % |
| Total Transactions: | 180 | Log. Linearity: | 31.355 % |
| Total | Long |
Short |
PEB | PK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6681.72 | -361.67 | 7043.39 | 474.96 | 6206.76 |
| Total Profit | 13772.57 | 4932.55 | 8840.02 | 18629.41 | 22008.40 |
| Total Loss | 7090.85 | 5294.22 | 1796.63 | 18154.44 | 15801.64 |
| Profit Factor | 1.94 | 0.93 | 4.92 | 1.03 | 1.39 |
| Trades | 45 | 16 | 29 | 45 | 45 |
| Winning Trades | 35 | 12 | 23 | 25 | 28 |
| Losing Trades | 10 | 4 | 6 | 20 | 17 |
| % Profitable | 77.00 | 75.00 | 79.00 | 55.00 | 62.00 |
| Profit/Loss Per Trade % | 1.17 | -0.09 | 1.87 | -0.03 | 0.68 |
| Profit Per Trade % | 3.06 | 3.31 | 2.93 | 5.70 | 5.87 |
| Loss Per Trade % | 4.78 | 8.96 | 2.09 | 6.57 | 6.86 |
| Days In Trade | 588 | 197 | 391 | 588 | 588 |
| Days In Trade (Avg. Per Trade) | 13.07 | 12.31 | 13.48 | 13.07 | 13.07 |
| % Days In Trade | 29.83 | 9.99 | 19.84 | 29.83 | 29.83 |