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Model: Kalman-auto
HQ Backtest SPY vs SPUU
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPY SPDR S&P 500 ETF Trust 0.0089 650.34 79808179
SPUU Direxion Daily S&P 500® Bull 2X Shares 0.0255 165.35 27915
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 9725.07
Total net P/L: -274.93 Total ROI: -2.75 %
CAGR: -2.76 % Max. DD: 7.92 %
System Score: -0.035 Sharpe Ratio: -0.224
Start Date: 2021-01-07 End Date: 2022-01-06
Total days: 364
Commissions: 304.00 Comm.% P/L 1045.72 %
Total Transactions: 304 Log. Linearity: 23.423 %
Total enabled Long enabled Short SPY SPUU
Total Profit/Loss 29.07 -1234.79 1263.86 -487.25 516.32
Total Profit 3249.93 1361.76 1888.17 3018.18 6694.48
Total Loss 3220.86 2596.55 624.31 3505.43 6178.16
Profit Factor 1.01 0.52 3.02 0.86 1.08
Trades 76 40 36 76 76
Winning Trades 45 19 26 28 47
Losing Trades 31 21 10 48 29
% Profitable 59.00 47.00 72.00 36.00 61.00
Profit/Loss Per Trade % 0.00 -0.31 0.35 -0.07 0.05
Profit Per Trade % 0.71 0.71 0.72 1.05 1.40
Loss Per Trade % 1.01 1.21 0.60 0.72 2.07
Days In Trade 232 155 77 232 232
Days In Trade (Avg. Per Trade) 3.05 3.88 2.14 3.05 3.05
% Days In Trade 63.74 42.58 21.15 63.74 63.74
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.