Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
DPST | Direxion Daily Regional Banks Bull 3X Shares | 0 | 68.43 | 1518079 | |||
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: | 1000.00 | Final Equity: | 2611.25 |
Total net P/L: | 1611.25 | Total ROI: | 161.13 % |
CAGR: | 292.95 % | Max. DD: | 34.15 % |
System Score: | 154.629 | Sharpe Ratio: | 1.769 |
Start Date: | 2020-01-02 | End Date: | 2020-09-14 |
Total days: | 256 | ||
Commissions: | 43.67 | Comm.% P/L | 2.64 % |
Total Transactions: | 44 | Log. Linearity: | 80.816 % |
Total | Long | Short | DPST | PACW | |
---|---|---|---|---|---|
Total Profit/Loss | 1654.93 | 1120.25 | 534.68 | 1818.42 | -163.49 |
Total Profit | 1876.05 | 1341.37 | 534.68 | 2496.44 | 553.11 |
Total Loss | 221.12 | 221.12 | 0.00 | 678.02 | 716.60 |
Profit Factor | 8.48 | 6.07 | 0.00 | 3.68 | 0.77 |
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 % | 9.43 | 9.61 | 8.96 | 5.12 | -1.55 |
Profit Per Trade % | 13.01 | 14.79 | 8.96 | 16.83 | 7.05 |
Loss Per Trade % | 20.69 | 20.69 | 0.00 | 63.45 | 10.23 |
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 |