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Model: Ratio
HQ Backtest UPRO vs SPXL
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
UPRO ProShares UltraPro SP 500 (ETF) NYSEARCA 705.04 0 0 0 235837
SPXL Direxion Large Cap Bull 3X Shares (ETF) NYSEARCA 479.29 0 0 0 175181
Entry Threshold: 1.50 Exit Threshold: 0.00
Max Duration: 25 Entry Mode: Uptick Reversals:
MA Period: 14 MA Type: EMA StdDev Period: 14
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: 10003.90
Total net P/L: 3.90 Total ROI: 0.04 %
CAGR: 0.01 % Max. DD: 3.87 %
System Score: 0.001 Sharpe Ratio: 0.028
Start Date: 2012-01-02 End Date: 2017-08-31
Total days: 2068
Commissions: 652.50 Comm.% P/L 99.41 %
Total Transactions: 284 Log. Linearity: 52.957 %
Total enabled Long enabled Short UPRO SPXL
Total Profit/Loss 656.40 324.91 331.49 -4427.68 5084.08
Total Profit 903.78 374.32 529.46 8432.06 13164.77
Total Loss 247.38 49.41 197.96 12859.73 8080.69
Profit Factor 3.65 7.58 2.67 0.66 1.63
Trades 71 25 46 71 71
Winning Trades 67 24 43 35 39
Losing Trades 4 1 3 36 32
% Profitable 94.00 96.00 93.00 49.00 54.00
Profit/Loss Per Trade % 0.09 0.13 0.07 -0.73 0.63
Profit Per Trade % 0.14 0.16 0.13 2.40 3.38
Loss Per Trade % 0.63 0.49 0.67 3.58 2.52
Days In Trade 448 143 305 448 448
Days In Trade (Avg. Per Trade) 6.31 5.72 6.63 6.31 6.31
% Days In Trade 21.66 6.91 14.75 21.66 21.66
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Trade Log
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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.