Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
MIDU | Direxion Daily Mid Cap Bull 3X Shs(ETF) | NYSEARCA | 53.08 | 0 | 0 | 0 | 0 | ||
UMDD | ProShares UltraPro MidCap400 ETF | NYSEARCA | 29.11 | 0 | 0 | 0 | 0 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | SMA | StdDev Period: | 15 |
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: | 32005.92 |
Total net P/L: | 22005.92 | Total ROI: | 220.06 % |
CAGR: | 26.23 % | Max. DD: | 1.66 % |
System Score: | 24.916 | Sharpe Ratio: | 6.861 |
Start Date: | 2016-01-04 | End Date: | 2020-12-31 |
Total days: | 1823 | ||
Commissions: | 807.18 | Comm.% P/L | 3.54 % |
Total Transactions: | 388 | Log. Linearity: | 98.303 % |
Total | ![]() |
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MIDU | UMDD | |
---|---|---|---|---|---|
Total Profit/Loss | 22813.10 | 12481.68 | 10331.42 | 19920.69 | 2892.41 |
Total Profit | 22824.19 | 12492.77 | 10331.42 | 48096.96 | 38437.41 |
Total Loss | 11.09 | 11.09 | 0.00 | 28176.27 | 35545.01 |
Profit Factor | 2058.09 | 1126.49 | 0.00 | 1.71 | 1.08 |
Trades | 97 | 51 | 46 | 97 | 97 |
Winning Trades | 96 | 50 | 46 | 50 | 61 |
Losing Trades | 1 | 1 | 0 | 47 | 36 |
% Profitable | 98.00 | 98.00 | 100.00 | 51.00 | 62.00 |
Profit/Loss Per Trade % | 1.25 | 1.28 | 1.22 | 0.47 | 0.27 |
Profit Per Trade % | 1.27 | 1.30 | 1.22 | 4.13 | 3.34 |
Loss Per Trade % | 0.03 | 0.03 | 0.00 | 3.07 | 4.12 |
Days In Trade | 286 | 153 | 133 | 286 | 286 |
Days In Trade (Avg. Per Trade) | 2.95 | 3.00 | 2.89 | 2.95 | 2.95 |
% Days In Trade | 15.69 | 8.39 | 7.30 | 15.69 | 15.69 |