Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
SVXY | ProShares Trust II | NYSEARCA | 550.52 | 0 | 0 | 0 | 0 | ||
SPY | SPDR SP 500 ETF | NYSEARCA | 244920 | 1.01 | 956.31 | 248.59 | 0 | 13380000 |
Entry Threshold: | 1.50 | 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: | 10268.76 |
Total net P/L: | 268.76 | Total ROI: | 2.69 % |
CAGR: | 3.64 % | Max. DD: | 13.27 % |
System Score: | 0.000 | Sharpe Ratio: | 0.250 |
Start Date: | 2019-01-02 | End Date: | 2019-09-30 |
Total days: | 271 | ||
Commissions: | 52.49 | Comm.% P/L | 16.34 % |
Total Transactions: | 52 | Log. Linearity: | 0.216 % |
Total | ![]() |
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SVXY | SPY | |
---|---|---|---|---|---|
Total Profit/Loss | 321.25 | -335.91 | 657.16 | -469.27 | 790.52 |
Total Profit | 1681.55 | 371.04 | 1310.51 | 1874.94 | 1245.74 |
Total Loss | 1360.30 | 706.95 | 653.35 | 2344.21 | 455.22 |
Profit Factor | 1.24 | 0.52 | 2.01 | 0.80 | 2.74 |
Trades | 13 | 3 | 10 | 13 | 13 |
Winning Trades | 8 | 1 | 7 | 7 | 8 |
Losing Trades | 5 | 2 | 3 | 6 | 5 |
% Profitable | 61.00 | 33.00 | 70.00 | 53.00 | 61.00 |
Profit/Loss Per Trade % | 0.24 | -1.09 | 0.64 | -0.35 | 0.55 |
Profit Per Trade % | 2.01 | 3.47 | 1.81 | 2.57 | 1.46 |
Loss Per Trade % | 2.51 | 3.27 | 2.00 | 3.61 | 0.88 |
Days In Trade | 157 | 48 | 109 | 157 | 157 |
Days In Trade (Avg. Per Trade) | 12.08 | 16.00 | 10.90 | 12.08 | 12.08 |
% Days In Trade | 57.93 | 17.71 | 40.22 | 57.93 | 57.93 |