Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DPST | Direxion Daily Regional Banks Bull 3X Shares | 0 | 72.07 | 1509092 | |||
PACW | PacWest Bancorp | Financial Services | Banks - Regional | 905 | 0.0053 | 7.54 | 14711882 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | 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: | 100000.00 | Final Equity: | 207338.63 |
Total net P/L: | 107338.63 | Total ROI: | 107.34 % |
CAGR: | 182.82 % | Max. DD: | 47.68 % |
System Score: | 53.663 | Sharpe Ratio: | 1.359 |
Start Date: | 2020-01-02 | End Date: | 2020-09-14 |
Total days: | 256 | ||
Commissions: | 862.01 | Comm.% P/L | 0.80 % |
Total Transactions: | 44 | Log. Linearity: | 66.458 % |
Total | Long | Short | DPST | PACW | |
---|---|---|---|---|---|
Total Profit/Loss | 108200.64 | 64228.62 | 43972.02 | 109495.58 | -1294.94 |
Total Profit | 152329.68 | 108357.66 | 43972.02 | 200350.26 | 54856.20 |
Total Loss | 44129.04 | 44129.04 | 0.00 | 90854.68 | 56151.14 |
Profit Factor | 3.45 | 2.46 | 0.00 | 2.21 | 0.98 |
Trades | 11 | 8 | 3 | 11 | 11 |
Winning Trades | 10 | 7 | 3 | 10 | 6 |
Losing Trades | 1 | 1 | 0 | 1 | 5 |
% Profitable | 90.00 | 87.00 | 100.00 | 90.00 | 54.00 |
Profit/Loss Per Trade % | 6.91 | 5.99 | 9.42 | -1.84 | -1.58 |
Profit Per Trade % | 13.36 | 15.09 | 9.42 | 17.20 | 7.07 |
Loss Per Trade % | 40.47 | 40.47 | 0.00 | 83.33 | 10.29 |
Days In Trade | 106 | 74 | 32 | 106 | 106 |
Days In Trade (Avg. Per Trade) | 9.64 | 9.25 | 10.67 | 9.64 | 9.64 |
% Days In Trade | 41.41 | 28.91 | 12.50 | 41.41 | 41.41 |