| 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: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 1000000.00 | Final Equity: | 5716143.11 |
| Total net P/L: | 4716143.11 | Total ROI: | 471.61 % |
| CAGR: | 36.09 % | Max. DD: | 33.03 % |
| System Score: | 27.168 | Sharpe Ratio: | 2.306 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 1635618.99 | Comm.% P/L | 25.75 % |
| Total Transactions: | 320 | Log. Linearity: | 90.969 % |
| Total | Long |
Short |
DRH | HST | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6351762.10 | 1673279.08 | 4678483.03 | 5786704.05 | 565058.05 |
| Total Profit | 11383792.90 | 4703621.60 | 6680171.30 | 19641761.59 | 17313347.27 |
| Total Loss | 5032030.80 | 3030342.53 | 2001688.27 | 13855057.54 | 16748289.22 |
| Profit Factor | 2.26 | 1.55 | 3.34 | 1.42 | 1.03 |
| 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 % | 2.79 | 1.98 | 3.50 | 1.63 | -0.90 |
| Profit Per Trade % | 5.85 | 6.06 | 5.68 | 11.08 | 11.58 |
| Loss Per Trade % | 6.18 | 7.96 | 4.24 | 12.26 | 11.00 |
| 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 |