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: | 13 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 15.0 | Margin Req. 2: | 50.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 204787.02 |
Total net P/L: | 194787.02 | Total ROI: | 1947.87 % |
CAGR: | 47093.79 % | Max. DD: | 27.32 % |
System Score: | 38484.096 | Sharpe Ratio: | 3.079 |
Start Date: | 2023-10-02 | End Date: | 2024-03-29 |
Total days: | 179 | ||
Commissions: | 335.74 | Comm.% P/L | 0.17 % |
Total Transactions: | 20 | Log. Linearity: | 93.492 % |
Total | ![]() |
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CONL | BITO | |
---|---|---|---|---|---|
Total Profit/Loss | 195122.76 | 1568.92 | 193553.84 | 155536.10 | 39586.66 |
Total Profit | 195122.76 | 1568.92 | 193553.84 | 159802.60 | 40011.22 |
Total Loss | 0.00 | 0.00 | 0.00 | 4266.50 | 424.56 |
Profit Factor | 0.00 | 0.00 | 0.00 | 37.46 | 94.24 |
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 % | 83.13 | 3.26 | 111.33 | 70.96 | 16.54 |
Profit Per Trade % | 83.13 | 3.26 | 111.33 | 96.52 | 21.35 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 2.10 | 0.88 |
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 |