Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BITX | Volatility Shares Trust - 2x Bitcoin Strategy ETF | 0 | 62.55 | 9165536 | |||
BITO | ProShares Bitcoin Strategy ETF | 0 | 22.39 | 9113993 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | 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 0.05 / 0.05 |
Initial Capital: | 10000.00 | Final Equity: | 5458.36 |
Total net P/L: | -4541.64 | Total ROI: | -45.42 % |
CAGR: | -65.62 % | Max. DD: | 50.40 % |
System Score: | -20.073 | Sharpe Ratio: | -1.665 |
Start Date: | 2023-09-04 | End Date: | 2024-03-29 |
Total days: | 207 | ||
Commissions: | 87.43 | Comm.% P/L | 1.96 % |
Total Transactions: | 32 | Log. Linearity: | 67.381 % |
Total | ![]() |
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BITX | BITO | |
---|---|---|---|---|---|
Total Profit/Loss | -4454.21 | 980.12 | -5434.33 | -6972.65 | 2518.44 |
Total Profit | 2394.74 | 980.12 | 1414.62 | 5064.26 | 5187.96 |
Total Loss | 6848.95 | 0.00 | 6848.95 | 12036.91 | 2669.52 |
Profit Factor | 0.35 | 0.00 | 0.21 | 0.42 | 1.94 |
Trades | 8 | 2 | 6 | 8 | 8 |
Winning Trades | 6 | 2 | 4 | 6 | 2 |
Losing Trades | 2 | 0 | 2 | 2 | 6 |
% Profitable | 75.00 | 100.00 | 66.00 | 75.00 | 25.00 |
Profit/Loss Per Trade % | -7.17 | 5.25 | -10.98 | -15.81 | 2.01 |
Profit Per Trade % | 4.55 | 5.25 | 4.19 | 9.49 | 26.46 |
Loss Per Trade % | 34.94 | 0.00 | 34.94 | 61.37 | 4.98 |
Days In Trade | 91 | 14 | 77 | 91 | 91 |
Days In Trade (Avg. Per Trade) | 11.38 | 7.00 | 12.83 | 11.38 | 11.38 |
% Days In Trade | 43.96 | 6.76 | 37.20 | 43.96 | 43.96 |