| Model: | Ratio |
| 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 | Long |
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 |