Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TNA | Direxion Daily Small Cap Bull 3X Shares | 0.0208 | 36.1 | 14198682 | |||
URTY | ProShares UltraPro Russell2000 | 0.005 | 42.39 | 1229778 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | 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: | 10229.81 |
Total net P/L: | 229.81 | Total ROI: | 2.30 % |
CAGR: | 2.30 % | Max. DD: | 0.16 % |
System Score: | 1.884 | Sharpe Ratio: | 2.782 |
Start Date: | 2020-06-01 | End Date: | 2021-05-31 |
Total days: | 364 | ||
Commissions: | 70.97 | Comm.% P/L | 23.60 % |
Total Transactions: | 56 | Log. Linearity: | 93.508 % |
Total | ![]() |
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TNA | URTY | |
---|---|---|---|---|---|
Total Profit/Loss | 300.78 | 182.09 | 118.69 | -302.75 | 603.53 |
Total Profit | 300.78 | 182.09 | 118.69 | 4689.80 | 5150.33 |
Total Loss | 0.00 | 0.00 | 0.00 | 4992.55 | 4546.80 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.94 | 1.13 |
Trades | 14 | 8 | 6 | 14 | 14 |
Winning Trades | 14 | 8 | 6 | 7 | 7 |
Losing Trades | 0 | 0 | 0 | 7 | 7 |
% Profitable | 100.00 | 100.00 | 100.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | 0.21 | 0.23 | 0.19 | -0.52 | 0.06 |
Profit Per Trade % | 0.21 | 0.23 | 0.19 | 6.58 | 7.13 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 6.91 | 6.38 |
Days In Trade | 57 | 38 | 19 | 57 | 57 |
Days In Trade (Avg. Per Trade) | 4.07 | 4.75 | 3.17 | 4.07 | 4.07 |
% Days In Trade | 15.66 | 10.44 | 5.22 | 15.66 | 15.66 |