| 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 | 41.19 | 6619672 | ||||
| BITO | ProShares Bitcoin Strategy ETF | 0 | 18.93 | 10218670 |
| 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: | 13 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 1058877.27 |
| Total net P/L: | 1048877.27 | Total ROI: | 10488.77 % |
| CAGR: | 1345373.53 % | Max. DD: | 44.98 % |
| System Score: | 1116373.255 | Sharpe Ratio: | 3.134 |
| Start Date: | 2023-10-02 | End Date: | 2024-03-29 |
| Total days: | 179 | ||
| Commissions: | 2514.34 | Comm.% P/L | 0.24 % |
| Total Transactions: | 20 | Log. Linearity: | 93.970 % |
| Total | Long |
Short |
CONL | BITO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1051391.61 | 8952.36 | 1042439.25 | 805351.02 | 246040.59 |
| Total Profit | 1051391.61 | 8952.36 | 1042439.25 | 852801.92 | 248463.51 |
| Total Loss | 0.00 | 0.00 | 0.00 | 47450.90 | 2422.92 |
| Profit Factor | 0.00 | 0.00 | 0.00 | 17.97 | 102.55 |
| 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 % | 154.66 | 7.08 | 216.25 | 131.86 | 33.31 |
| Profit Per Trade % | 154.66 | 7.08 | 216.25 | 189.46 | 43.94 |
| Loss Per Trade % | 0.00 | 0.00 | 0.00 | 4.55 | 1.92 |
| 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 |