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: | 21609.47 |
Total net P/L: | 11609.47 | Total ROI: | 116.09 % |
CAGR: | 118.42 % | Max. DD: | 50.53 % |
System Score: | 24.105 | Sharpe Ratio: | 1.249 |
Start Date: | 2023-04-03 | End Date: | 2024-03-28 |
Total days: | 360 | ||
Commissions: | 243.16 | Comm.% P/L | 2.05 % |
Total Transactions: | 92 | Log. Linearity: | 58.825 % |
Total | ![]() |
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GDXU | JNUG | |
---|---|---|---|---|---|
Total Profit/Loss | 11852.63 | 10153.76 | 1698.87 | 6102.67 | 5749.96 |
Total Profit | 30258.50 | 14719.73 | 15538.77 | 17791.83 | 12659.18 |
Total Loss | 18405.87 | 4565.97 | 13839.90 | 11689.16 | 6909.22 |
Profit Factor | 1.64 | 3.22 | 1.12 | 1.52 | 1.83 |
Trades | 23 | 10 | 13 | 23 | 23 |
Winning Trades | 14 | 8 | 6 | 14 | 15 |
Losing Trades | 9 | 2 | 7 | 9 | 8 |
% Profitable | 60.00 | 80.00 | 46.00 | 60.00 | 65.00 |
Profit/Loss Per Trade % | 3.47 | 7.87 | 0.22 | 2.12 | 2.08 |
Profit Per Trade % | 15.88 | 12.72 | 20.24 | 9.38 | 6.22 |
Loss Per Trade % | 11.94 | 9.51 | 12.65 | 7.76 | 5.09 |
Days In Trade | 160 | 52 | 108 | 160 | 160 |
Days In Trade (Avg. Per Trade) | 6.96 | 5.20 | 8.31 | 6.96 | 6.96 |
% Days In Trade | 44.44 | 14.44 | 30.00 | 44.44 | 44.44 |