| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| DRH | Diamondrock Hospitality Company | Real Estate | REIT - Hotel & Motel | 2502 | 0.0401 | 12.18 | 2424752 |
| HST | Host Hotels & Resorts Inc | Real Estate | REIT - Hotel & Motel | 15381 | 0.0363 | 22.14 | 8696503 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 7 | 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: | 12281.40 |
| Total net P/L: | 2281.40 | Total ROI: | 22.81 % |
| CAGR: | 3.70 % | Max. DD: | 11.35 % |
| System Score: | 1.593 | Sharpe Ratio: | 0.968 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 1784.07 | Comm.% P/L | 43.88 % |
| Total Transactions: | 352 | Log. Linearity: | 75.515 % |
| Total | Long |
Short |
DRH | HST | |
|---|---|---|---|---|---|
| Total Profit/Loss | 4065.47 | 666.50 | 3398.96 | 1031.33 | 3034.14 |
| Total Profit | 10614.57 | 4772.21 | 5842.35 | 20048.66 | 18942.28 |
| Total Loss | 6549.10 | 4105.71 | 2443.39 | 19017.34 | 15908.14 |
| Profit Factor | 1.62 | 1.16 | 2.39 | 1.05 | 1.19 |
| Trades | 88 | 41 | 47 | 88 | 88 |
| Winning Trades | 54 | 23 | 31 | 51 | 46 |
| Losing Trades | 34 | 18 | 16 | 37 | 42 |
| % Profitable | 61.00 | 56.00 | 65.00 | 57.00 | 52.00 |
| Profit/Loss Per Trade % | 0.41 | 0.16 | 0.62 | 0.00 | 0.20 |
| Profit Per Trade % | 1.72 | 1.85 | 1.62 | 3.39 | 3.49 |
| Loss Per Trade % | 1.63 | 1.95 | 1.28 | 4.37 | 3.22 |
| Days In Trade | 614 | 285 | 329 | 614 | 614 |
| Days In Trade (Avg. Per Trade) | 6.98 | 6.95 | 7.00 | 6.98 | 6.98 |
| % Days In Trade | 29.73 | 13.80 | 15.93 | 29.73 | 29.73 |