Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TQQQ | ProShares UltraPro QQQ | 0.0006 | 74.21 | 70996927 | |||
SPXL | Direxion Daily S&P500® Bull 3X Shares | 0.02 | 158.57 | 4402662 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 3 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | 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: | 10000.00 | Final Equity: | 9184.77 |
Total net P/L: | -815.23 | Total ROI: | -8.15 % |
CAGR: | -8.17 % | Max. DD: | 19.93 % |
System Score: | -0.009 | Sharpe Ratio: | -0.431 |
Start Date: | 2020-01-02 | End Date: | 2020-12-31 |
Total days: | 364 | ||
Commissions: | 44.10 | Comm.% P/L | 5.72 % |
Total Transactions: | 40 | Log. Linearity: | 10.149 % |
Total | ![]() |
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TQQQ | SPXL | |
---|---|---|---|---|---|
Total Profit/Loss | -771.13 | 520.49 | -1291.62 | 3502.11 | -4273.24 |
Total Profit | 1274.87 | 586.94 | 687.93 | 5053.71 | 1221.99 |
Total Loss | 2046.00 | 66.45 | 1979.55 | 1551.60 | 5495.23 |
Profit Factor | 0.62 | 8.83 | 0.35 | 3.26 | 0.22 |
Trades | 10 | 2 | 8 | 10 | 10 |
Winning Trades | 3 | 1 | 2 | 7 | 4 |
Losing Trades | 7 | 1 | 6 | 3 | 6 |
% Profitable | 30.00 | 50.00 | 25.00 | 70.00 | 40.00 |
Profit/Loss Per Trade % | -0.80 | 2.96 | -1.71 | 3.76 | -5.08 |
Profit Per Trade % | 5.04 | 6.77 | 4.18 | 8.05 | 3.25 |
Loss Per Trade % | 3.06 | 0.72 | 3.46 | 5.54 | 9.92 |
Days In Trade | 43 | 6 | 37 | 43 | 43 |
Days In Trade (Avg. Per Trade) | 4.30 | 3.00 | 4.62 | 4.30 | 4.30 |
% Days In Trade | 11.81 | 1.65 | 10.16 | 11.81 | 11.81 |