| 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 | 33.21 | 6592962 | ||||
| BITO | ProShares Bitcoin Strategy ETF | 0 | 18.16 | 10127977 |
| 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 | Long |
Short |
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 |