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Model: Ratio
HQ Backtest UBT vs TMF
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UBT ProShares Ultra 20+ Year Treasury 0 16.32 144485
TMF Direxion Daily 20+ Year Treasury Bull 3X Shares 0.0062 35.96 6584900
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Simple Reversals:
MA Period: 20 MA Type: SMA StdDev Period: 20
RSI Period: 20 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: 1131.71
Total net P/L: 131.71 Total ROI: 13.17 %
CAGR: 2.35 % Max. DD: 32.67 %
System Score: 0.000 Sharpe Ratio: 0.525
Start Date: 2015-01-02 End Date: 2020-04-30
Total days: 1945
Commissions: 272.00 Comm.% P/L 67.38 %
Total Transactions: 272 Log. Linearity: 2.319 %
Total enabled Long enabled Short UBT TMF
Total Profit/Loss 403.71 74.65 329.06 -246.78 650.49
Total Profit 930.60 351.02 579.58 1101.88 2262.56
Total Loss 526.89 276.38 250.52 1348.66 1612.07
Profit Factor 1.77 1.27 2.31 0.82 1.40
Trades 68 35 33 68 68
Winning Trades 42 22 20 27 41
Losing Trades 26 13 13 41 27
% Profitable 61.00 62.00 60.00 39.00 60.00
Profit/Loss Per Trade % 0.60 0.22 1.00 -0.53 0.72
Profit Per Trade % 2.29 1.67 2.98 4.16 5.64
Loss Per Trade % 2.05 2.15 1.95 3.41 6.03
Days In Trade 1053 530 523 1053 1053
Days In Trade (Avg. Per Trade) 15.49 15.14 15.85 15.49 15.49
% Days In Trade 54.14 27.25 26.89 54.14 54.14
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.