| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| FNGU | MicroSectors FANG+ 3X Leveraged | 28.97 | 5778190 | ||||
| TECL | Direxion Daily Technology Bull 3X Shares | 0.0028 | 195.05 | 1349588 |
| 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 | Long |
Short |
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 |