Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
CONL | GraniteShares ETF Trust - GraniteShares 1.5x Long COIN Daily ETF | 0 | 42.37 | 5656686 | |||
BITO | ProShares Bitcoin Strategy ETF | 0 | 22.66 | 9597178 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | DT Threshold: | 0.50 |
Max Duration: | 30 | Entry Mode: | Downtick | Reversals: | |
Inverted: | CONL | Transformed: | BITO | A=1000.0 B=0.1 | |
MA Period: | 17 | MA Type: | TRIMA | StdDev Period: | 14 |
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: | 97936.43 |
Total net P/L: | 87936.43 | Total ROI: | 879.36 % |
CAGR: | 10386.74 % | Max. DD: | 20.25 % |
System Score: | 8362.595 | Sharpe Ratio: | 3.004 |
Start Date: | 2023-10-02 | End Date: | 2024-03-29 |
Total days: | 179 | ||
Commissions: | 135.94 | Comm.% P/L | 0.15 % |
Total Transactions: | 20 | Log. Linearity: | 93.029 % |
Total | ![]() |
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CONL | BITO | |
---|---|---|---|---|---|
Total Profit/Loss | 88072.37 | 671.59 | 87400.78 | 71173.19 | 16899.18 |
Total Profit | 88072.37 | 671.59 | 87400.78 | 72502.43 | 17080.98 |
Total Loss | 0.00 | 0.00 | 0.00 | 1329.24 | 181.80 |
Profit Factor | 0.00 | 0.00 | 0.00 | 54.54 | 93.95 |
Trades | 5 | 1 | 4 | 5 | 5 |
Winning Trades | 5 | 1 | 4 | 4 | 4 |
Losing Trades | 0 | 0 | 0 | 1 | 1 |
% Profitable | 100.00 | 100.00 | 100.00 | 80.00 | 80.00 |
Profit/Loss Per Trade % | 57.95 | 2.12 | 76.15 | 49.42 | 11.04 |
Profit Per Trade % | 57.95 | 2.12 | 76.15 | 65.76 | 14.16 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 1.36 | 0.57 |
Days In Trade | 113 | 14 | 99 | 113 | 113 |
Days In Trade (Avg. Per Trade) | 22.60 | 14.00 | 24.75 | 22.60 | 22.60 |
% Days In Trade | 63.13 | 7.82 | 55.31 | 63.13 | 63.13 |