| 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: | 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: | 17563.79 |
| Total net P/L: | 7563.79 | Total ROI: | 75.64 % |
| CAGR: | 10.47 % | Max. DD: | 10.67 % |
| System Score: | 8.197 | Sharpe Ratio: | 2.188 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 2042.11 | Comm.% P/L | 21.26 % |
| Total Transactions: | 320 | Log. Linearity: | 92.170 % |
| Total | Long |
Short |
DRH | HST | |
|---|---|---|---|---|---|
| Total Profit/Loss | 9605.90 | 3060.20 | 6545.70 | 8755.03 | 850.87 |
| Total Profit | 15176.58 | 6706.44 | 8470.15 | 25085.52 | 21139.03 |
| Total Loss | 5570.68 | 3646.24 | 1924.45 | 16330.50 | 20288.15 |
| Profit Factor | 2.72 | 1.84 | 4.40 | 1.54 | 1.04 |
| Trades | 80 | 37 | 43 | 80 | 80 |
| Winning Trades | 61 | 27 | 34 | 51 | 40 |
| Losing Trades | 19 | 10 | 9 | 29 | 40 |
| % Profitable | 76.00 | 72.00 | 79.00 | 63.00 | 50.00 |
| Profit/Loss Per Trade % | 0.88 | 0.66 | 1.08 | 0.71 | -0.01 |
| Profit Per Trade % | 1.76 | 1.83 | 1.71 | 3.38 | 3.55 |
| Loss Per Trade % | 1.87 | 2.41 | 1.28 | 3.74 | 3.37 |
| Days In Trade | 856 | 405 | 451 | 856 | 856 |
| Days In Trade (Avg. Per Trade) | 10.70 | 10.95 | 10.49 | 10.70 | 10.70 |
| % Days In Trade | 41.45 | 19.61 | 21.84 | 41.45 | 41.45 |