| Model: | Residual |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| COIN | Coinbase Global Inc | Financial Services | Financial Data & Stock Exchanges | 64502 | 239.2 | 11104484 | |
| BITO | ProShares Bitcoin Strategy ETF | 0 | 12.5 | 14911568 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 15002.07 |
| Total net P/L: | 5002.07 | Total ROI: | 50.02 % |
| CAGR: | 13.05 % | Max. DD: | 70.51 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.919 |
| Start Date: | 2021-11-09 | End Date: | 2025-02-28 |
| Total days: | 1207 | ||
| Commissions: | 551.15 | Comm.% P/L | 9.92 % |
| Total Transactions: | 204 | Log. Linearity: | 0.257 % |
| Total | Long |
Short |
COIN | BITO | |
|---|---|---|---|---|---|
| Total Profit/Loss | 5553.22 | 10857.66 | -5304.44 | -3948.08 | 9501.30 |
| Total Profit | 38226.19 | 18372.79 | 19853.40 | 42427.34 | 30089.27 |
| Total Loss | 32672.97 | 7515.13 | 25157.84 | 46375.42 | 20587.97 |
| Profit Factor | 1.17 | 2.44 | 0.79 | 0.91 | 1.46 |
| Trades | 51 | 24 | 27 | 51 | 51 |
| Winning Trades | 31 | 15 | 16 | 33 | 27 |
| Losing Trades | 20 | 9 | 11 | 18 | 23 |
| % Profitable | 60.00 | 62.00 | 59.00 | 64.00 | 52.00 |
| Profit/Loss Per Trade % | 0.87 | 2.61 | -0.65 | -1.07 | 1.38 |
| Profit Per Trade % | 7.99 | 7.93 | 8.04 | 8.26 | 7.76 |
| Loss Per Trade % | 7.51 | 5.55 | 9.13 | 14.88 | 5.46 |
| Days In Trade | 500 | 262 | 238 | 500 | 500 |
| Days In Trade (Avg. Per Trade) | 9.80 | 10.92 | 8.81 | 9.80 | 9.80 |
| % Days In Trade | 41.43 | 21.71 | 19.72 | 41.43 | 41.43 |