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Model: Ratio
HQ Backtest FAS vs FAZ
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
FAS Direxion Daily Financial Bull 3X Shares NYSEARCA 2030 3.27 27.65 72.54 0 0
FAZ Direxion Daily Finan. Bear 3X Shs(ETF) NYSEARCA 139.32 -2.95 13.58 10.72 0 0
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 100 Entry Mode: Simple Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 10 RSI Threshold: 15
Margin Req. 1: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 13984.74
Total net P/L: 3984.74 Total ROI: 39.85 %
CAGR: 6.20 % Max. DD: 37.71 %
System Score: 0.996 Sharpe Ratio: 0.827
Start Date: 2013-01-02 End Date: 2018-07-31
Total days: 2036
Commissions: 285.01 Comm.% P/L 6.68 %
Total Transactions: 224 Log. Linearity: 54.377 %
Total enabled Long enabled Short FAS FAZ
Total Profit/Loss 4269.75 11774.74 -7505.00 1730.39 2539.36
Total Profit 20719.23 14978.25 5740.98 10236.41 10517.94
Total Loss 16449.48 3203.51 13245.98 8506.02 7978.58
Profit Factor 1.26 4.68 0.43 1.20 1.32
Trades 56 23 33 56 56
Winning Trades 36 20 16 37 35
Losing Trades 20 3 17 19 21
% Profitable 64.00 86.00 48.00 66.00 62.00
Profit/Loss Per Trade % 0.64 4.30 -1.83 0.34 0.44
Profit Per Trade % 4.90 6.27 3.21 2.37 2.57
Loss Per Trade % 6.16 7.81 5.87 3.36 2.92
Days In Trade 953 227 726 953 953
Days In Trade (Avg. Per Trade) 17.02 9.87 22.00 17.02 17.02
% Days In Trade 46.81 11.15 35.66 46.81 46.81
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Trade Log
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G+ FB LN TW

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.