Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
GDXU | MicroSectors Gold Miners 3X Leveraged ETNs | 72.14 | 865564 | ||||
JNUG | Direxion Daily Junior Gold Miners Index Bull 2X Shares | 0 | 77.8 | 710235 |
Entry Threshold: | 2.00 | Exit Threshold: | -0.30 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | GDXU | Transformed: | GDXU | A=1000.0 B=0.1 | |
MA Period: | 10 | MA Type: | EMA | StdDev Period: | 10 |
RSI Period: | 15 | 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: | 19554.60 |
Total net P/L: | 9554.60 | Total ROI: | 95.55 % |
CAGR: | 97.38 % | Max. DD: | 66.65 % |
System Score: | 13.121 | Sharpe Ratio: | 1.157 |
Start Date: | 2023-04-03 | End Date: | 2024-03-28 |
Total days: | 360 | ||
Commissions: | 259.40 | Comm.% P/L | 2.64 % |
Total Transactions: | 80 | Log. Linearity: | 51.267 % |
Total | ![]() |
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GDXU | JNUG | |
---|---|---|---|---|---|
Total Profit/Loss | 9814.00 | 19632.45 | -9818.45 | 4153.62 | 5660.38 |
Total Profit | 51180.22 | 26992.66 | 24187.56 | 29839.11 | 21341.11 |
Total Loss | 41366.22 | 7360.21 | 34006.01 | 25685.49 | 15680.73 |
Profit Factor | 1.24 | 3.67 | 0.71 | 1.16 | 1.36 |
Trades | 20 | 9 | 11 | 20 | 20 |
Winning Trades | 13 | 7 | 6 | 13 | 13 |
Losing Trades | 7 | 2 | 5 | 7 | 7 |
% Profitable | 65.00 | 77.00 | 54.00 | 65.00 | 65.00 |
Profit/Loss Per Trade % | 3.48 | 14.64 | -4.84 | 2.39 | 2.68 |
Profit Per Trade % | 23.03 | 24.76 | 21.05 | 13.44 | 9.71 |
Loss Per Trade % | 23.81 | 14.32 | 27.82 | 14.94 | 9.04 |
Days In Trade | 200 | 73 | 127 | 200 | 200 |
Days In Trade (Avg. Per Trade) | 10.00 | 8.11 | 11.55 | 10.00 | 10.00 |
% Days In Trade | 55.56 | 20.28 | 35.28 | 55.56 | 55.56 |