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Model: Ratio
HQ Backtest UPRO vs SPXL
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UPRO ProShares UltraPro S&P500 0 82.42 5126502
SPXL Direxion Daily S&P500® Bull 3X Shares 0.02 156.56 4390988
Entry Threshold: 1.50 Exit Threshold: 0.00
Max Duration: 25 Entry Mode: Simple Reversals:
MA Period: 14 MA Type: SMA StdDev Period: 14
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 4 Model Version: n/a Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 11061.16
Total net P/L: 1061.16 Total ROI: 10.61 %
CAGR: 3.42 % Max. DD: 0.53 %
System Score: 3.365 Sharpe Ratio: 5.970
Start Date: 2013-07-15 End Date: 2016-07-15
Total days: 1096
Commissions: 440.41 Comm.% P/L 29.33 %
Total Transactions: 428 Log. Linearity: 99.503 %
Total enabled Long enabled Short UPRO SPXL
Total Profit/Loss 1501.57 721.84 779.73 3710.23 -2208.66
Total Profit 1501.57 721.84 779.73 17175.33 14202.30
Total Loss 0.00 0.00 0.00 13465.10 16410.95
Profit Factor 0.00 0.00 0.00 1.28 0.87
Trades 107 52 55 107 107
Winning Trades 107 52 55 56 55
Losing Trades 0 0 0 51 51
% Profitable 100.00 100.00 100.00 52.00 51.00
Profit/Loss Per Trade % 0.13 0.13 0.13 0.24 -0.31
Profit Per Trade % 0.13 0.13 0.13 2.84 2.42
Loss Per Trade % 0.00 0.00 0.00 2.48 2.98
Days In Trade 415 186 229 415 415
Days In Trade (Avg. Per Trade) 3.88 3.58 4.16 3.88 3.88
% Days In Trade 37.86 16.97 20.89 37.86 37.86
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.