Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FNGU | MicroSectors FANG+ Index 3X Leveraged ETN | 433.9 | 831366 | ||||
TECL | Direxion Daily Technology Bull 3X Shares | 0.0028 | 103.07 | 1527269 |
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: | 10000.00 | Final Equity: | 9431.17 |
Total net P/L: | -568.83 | Total ROI: | -5.69 % |
CAGR: | -2.32 % | Max. DD: | 38.67 % |
System Score: | -0.000 | Sharpe Ratio: | 0.190 |
Start Date: | 2018-04-02 | End Date: | 2020-09-30 |
Total days: | 912 | ||
Commissions: | 163.22 | Comm.% P/L | 40.24 % |
Total Transactions: | 156 | Log. Linearity: | 0.015 % |
Total | ![]() |
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FNGU | TECL | |
---|---|---|---|---|---|
Total Profit/Loss | -405.61 | 2305.24 | -2710.85 | -13023.28 | 12617.67 |
Total Profit | 12967.33 | 6633.02 | 6334.31 | 14376.41 | 21447.48 |
Total Loss | 13372.94 | 4327.78 | 9045.16 | 27399.69 | 8829.81 |
Profit Factor | 0.97 | 1.53 | 0.70 | 0.52 | 2.43 |
Trades | 39 | 19 | 20 | 39 | 39 |
Winning Trades | 28 | 14 | 14 | 22 | 19 |
Losing Trades | 11 | 5 | 6 | 17 | 20 |
% Profitable | 71.00 | 73.00 | 70.00 | 56.00 | 48.00 |
Profit/Loss Per Trade % | -0.10 | 1.31 | -1.42 | -4.79 | 3.19 |
Profit Per Trade % | 5.25 | 5.45 | 5.05 | 7.12 | 12.49 |
Loss Per Trade % | 11.93 | 8.88 | 14.53 | 17.00 | 4.77 |
Days In Trade | 455 | 211 | 244 | 455 | 455 |
Days In Trade (Avg. Per Trade) | 11.67 | 11.11 | 12.20 | 11.67 | 11.67 |
% Days In Trade | 49.89 | 23.14 | 26.75 | 49.89 | 49.89 |