Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
UVIX | 2x Long VIX Futures ETF | 22.74 | 6043050 | ||||
UVXY | ProShares Ultra VIX Short-Term Futures ETF | 18.91 | 16516646 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | KAMA | 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: | 13204.91 |
Total net P/L: | 3204.91 | Total ROI: | 32.05 % |
CAGR: | 11.44 % | Max. DD: | 36.28 % |
System Score: | 0.000 | Sharpe Ratio: | 0.746 |
Start Date: | 2022-06-08 | End Date: | 2024-12-31 |
Total days: | 937 | ||
Commissions: | 398.30 | Comm.% P/L | 11.05 % |
Total Transactions: | 140 | Log. Linearity: | 0.023 % |
Total | ![]() |
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UVIX | UVXY | |
---|---|---|---|---|---|
Total Profit/Loss | 3603.20 | -983.08 | 4586.28 | 7969.43 | -4366.23 |
Total Profit | 9984.67 | 5156.08 | 4828.59 | 32880.30 | 19339.01 |
Total Loss | 6381.47 | 6139.15 | 242.31 | 24910.87 | 23705.23 |
Profit Factor | 1.56 | 0.84 | 19.93 | 1.32 | 0.82 |
Trades | 35 | 24 | 11 | 35 | 35 |
Winning Trades | 20 | 10 | 10 | 20 | 16 |
Losing Trades | 15 | 14 | 1 | 15 | 19 |
% Profitable | 57.00 | 41.00 | 90.00 | 57.00 | 45.00 |
Profit/Loss Per Trade % | 0.91 | -0.54 | 4.16 | 0.35 | -2.32 |
Profit Per Trade % | 5.02 | 5.19 | 4.84 | 16.09 | 11.93 |
Loss Per Trade % | 4.26 | 4.39 | 2.42 | 16.25 | 12.29 |
Days In Trade | 483 | 375 | 108 | 483 | 483 |
Days In Trade (Avg. Per Trade) | 13.80 | 15.62 | 9.82 | 13.80 | 13.80 |
% Days In Trade | 51.55 | 40.02 | 11.53 | 51.55 | 51.55 |