Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SSO | ProShares Ultra S&P500 | 0.0078 | 87.34 | 2706510 | |||
SPY | SPDR S&P 500 ETF Trust | 0.0097 | 583.09 | 57733846 |
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: | 7167.29 |
Total net P/L: | -2832.71 | Total ROI: | -28.33 % |
CAGR: | -2.27 % | Max. DD: | 44.19 % |
System Score: | -0.062 | Sharpe Ratio: | -0.353 |
Start Date: | 2006-08-29 | End Date: | 2021-02-26 |
Total days: | 5295 | ||
Commissions: | 1358.10 | Comm.% P/L | 92.10 % |
Total Transactions: | 804 | Log. Linearity: | 30.074 % |
Total | ![]() |
![]() |
SSO | SPY | |
---|---|---|---|---|---|
Total Profit/Loss | -1474.61 | 827.40 | -2302.02 | 243.29 | -1717.90 |
Total Profit | 18055.53 | 11293.69 | 6761.84 | 37503.10 | 17873.75 |
Total Loss | 19530.14 | 10466.28 | 9063.86 | 37259.80 | 19591.65 |
Profit Factor | 0.92 | 1.08 | 0.75 | 1.01 | 0.91 |
Trades | 201 | 89 | 112 | 201 | 201 |
Winning Trades | 128 | 67 | 61 | 128 | 69 |
Losing Trades | 73 | 22 | 51 | 73 | 132 |
% Profitable | 63.00 | 75.00 | 54.00 | 63.00 | 34.00 |
Profit/Loss Per Trade % | -0.09 | 0.12 | -0.25 | -0.14 | -0.21 |
Profit Per Trade % | 1.67 | 2.01 | 1.30 | 3.44 | 2.87 |
Loss Per Trade % | 2.95 | 5.08 | 2.05 | 5.54 | 1.75 |
Days In Trade | 2628 | 977 | 1651 | 2628 | 2628 |
Days In Trade (Avg. Per Trade) | 13.07 | 10.98 | 14.74 | 13.07 | 13.07 |
% Days In Trade | 49.63 | 18.45 | 31.18 | 49.63 | 49.63 |