Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
VOO | Vanguard S&P 500 ETF | 0.01 | 546.82 | 6711838 | |||
UPRO | ProShares UltraPro S&P500 | 0 | 82.55 | 5208695 |
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 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 6198.81 |
Total net P/L: | -3801.19 | Total ROI: | -38.01 % |
CAGR: | -3.49 % | Max. DD: | 67.36 % |
System Score: | -0.028 | Sharpe Ratio: | -0.098 |
Start Date: | 2010-11-17 | End Date: | 2024-04-30 |
Total days: | 4913 | ||
Commissions: | 1992.32 | Comm.% P/L | 110.14 % |
Total Transactions: | 764 | Log. Linearity: | 20.051 % |
Total | ![]() |
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VOO | UPRO | |
---|---|---|---|---|---|
Total Profit/Loss | -1808.87 | -5582.08 | 3773.21 | -521.69 | -1287.18 |
Total Profit | 27883.58 | 9527.95 | 18355.63 | 14169.89 | 42459.91 |
Total Loss | 29692.46 | 15110.04 | 14582.42 | 14691.58 | 43747.09 |
Profit Factor | 0.94 | 0.63 | 1.26 | 0.96 | 0.97 |
Trades | 191 | 103 | 88 | 191 | 191 |
Winning Trades | 122 | 55 | 67 | 69 | 123 |
Losing Trades | 69 | 48 | 21 | 122 | 68 |
% Profitable | 63.00 | 53.00 | 76.00 | 36.00 | 64.00 |
Profit/Loss Per Trade % | -0.12 | -0.76 | 0.63 | -0.18 | -0.31 |
Profit Per Trade % | 3.00 | 2.21 | 3.66 | 2.41 | 4.52 |
Loss Per Trade % | 5.01 | 3.93 | 7.53 | 1.59 | 7.37 |
Days In Trade | 2476 | 1566 | 910 | 2476 | 2476 |
Days In Trade (Avg. Per Trade) | 12.96 | 15.20 | 10.34 | 12.96 | 12.96 |
% Days In Trade | 50.40 | 31.87 | 18.52 | 50.40 | 50.40 |