Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
HST | Host Hotels & Resorts Inc | Real Estate | REIT-Hotel & Motel | 11935 | 0.0287 | 16.78 | 7282519 |
DRH | Diamondrock Hospitality Company | Real Estate | REIT-Hotel & Motel | 1654 | 0.0155 | 7.84 | 2059756 |
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: | 13446.65 |
Total net P/L: | 3446.65 | Total ROI: | 34.47 % |
CAGR: | 18.91 % | Max. DD: | 8.48 % |
System Score: | 17.288 | Sharpe Ratio: | 1.880 |
Start Date: | 2021-01-04 | End Date: | 2022-09-20 |
Total days: | 624 | ||
Commissions: | 283.17 | Comm.% P/L | 7.59 % |
Total Transactions: | 60 | Log. Linearity: | 97.049 % |
Total | ![]() |
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HST | DRH | |
---|---|---|---|---|---|
Total Profit/Loss | 3729.82 | -340.14 | 4069.96 | -3755.62 | 7485.44 |
Total Profit | 4292.77 | 222.81 | 4069.96 | 1474.30 | 8455.13 |
Total Loss | 562.95 | 562.95 | 0.00 | 5229.92 | 969.69 |
Profit Factor | 7.63 | 0.40 | 0.00 | 0.28 | 8.72 |
Trades | 15 | 3 | 12 | 15 | 15 |
Winning Trades | 14 | 2 | 12 | 5 | 11 |
Losing Trades | 1 | 1 | 0 | 10 | 4 |
% Profitable | 93.00 | 66.00 | 100.00 | 33.00 | 73.00 |
Profit/Loss Per Trade % | 2.16 | -1.24 | 3.03 | -2.26 | 4.19 |
Profit Per Trade % | 2.75 | 1.04 | 3.03 | 2.46 | 6.57 |
Loss Per Trade % | 5.63 | 5.63 | 0.00 | 4.39 | 2.05 |
Days In Trade | 165 | 47 | 118 | 165 | 165 |
Days In Trade (Avg. Per Trade) | 11.00 | 15.67 | 9.83 | 11.00 | 11.00 |
% Days In Trade | 26.44 | 7.53 | 18.91 | 26.44 | 26.44 |