| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| PEB | Pebblebrook Hotel Trust | Real Estate | REIT - Hotel & Motel | 2079 | 0.0022 | 18.42 | 2341619 |
| RLJ | RLJ Lodging Trust | Real Estate | REIT - Hotel & Motel | 1715 | 0.054 | 11.2 | 2045512 |
| 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: | 9533.15 |
| Total net P/L: | -466.85 | Total ROI: | -4.67 % |
| CAGR: | -0.84 % | Max. DD: | 31.85 % |
| System Score: | -0.004 | Sharpe Ratio: | -0.008 |
| Start Date: | 2021-01-04 | End Date: | 2026-08-31 |
| Total days: | 2065 | ||
| Commissions: | 799.99 | Comm.% P/L | 240.13 % |
| Total Transactions: | 200 | Log. Linearity: | 16.634 % |
| Total | Long |
Short |
PEB | RLJ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 333.14 | -161.85 | 494.99 | 3224.40 | -2891.25 |
| Total Profit | 8224.56 | 3798.64 | 4425.92 | 14673.44 | 11397.64 |
| Total Loss | 7891.42 | 3960.50 | 3930.92 | 11449.04 | 14288.90 |
| Profit Factor | 1.04 | 0.96 | 1.13 | 1.28 | 0.80 |
| Trades | 50 | 24 | 26 | 50 | 50 |
| Winning Trades | 30 | 14 | 16 | 27 | 27 |
| Losing Trades | 20 | 10 | 10 | 23 | 23 |
| % Profitable | 60.00 | 58.00 | 61.00 | 54.00 | 54.00 |
| Profit/Loss Per Trade % | 0.07 | -0.12 | 0.23 | 0.56 | -0.84 |
| Profit Per Trade % | 2.82 | 2.79 | 2.84 | 5.45 | 4.07 |
| Loss Per Trade % | 3.87 | 3.98 | 3.75 | 4.78 | 6.07 |
| Days In Trade | 772 | 381 | 391 | 772 | 772 |
| Days In Trade (Avg. Per Trade) | 15.44 | 15.88 | 15.04 | 15.44 | 15.44 |
| % Days In Trade | 37.38 | 18.45 | 18.93 | 37.38 | 37.38 |