Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IWM | iShares Russell 2000 ETF | 0.0106 | 194.06 | 31100966 | |||
SRTY | ProShares UltraPro Short Russell2000 | 0.0109 | 24.18 | 2759045 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | SRTY | Transformed: | IWM | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | SMA | 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: | 6187.18 |
Total net P/L: | -3812.82 | Total ROI: | -38.13 % |
CAGR: | -44.13 % | Max. DD: | 50.37 % |
System Score: | -29.657 | Sharpe Ratio: | -1.122 |
Start Date: | 2022-01-03 | End Date: | 2022-10-31 |
Total days: | 301 | ||
Commissions: | 56.03 | Comm.% P/L | 1.49 % |
Total Transactions: | 56 | Log. Linearity: | 87.590 % |
Total | ![]() |
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IWM | SRTY | |
---|---|---|---|---|---|
Total Profit/Loss | -3756.79 | -3213.50 | -543.29 | 1588.54 | -5345.33 |
Total Profit | 1301.12 | 233.80 | 1067.32 | 2371.87 | 2067.03 |
Total Loss | 5057.91 | 3447.30 | 1610.61 | 783.33 | 7412.36 |
Profit Factor | 0.26 | 0.07 | 0.66 | 3.03 | 0.28 |
Trades | 14 | 8 | 6 | 14 | 14 |
Winning Trades | 4 | 1 | 3 | 11 | 3 |
Losing Trades | 10 | 7 | 3 | 3 | 11 |
% Profitable | 28.00 | 12.00 | 50.00 | 78.00 | 21.00 |
Profit/Loss Per Trade % | -3.32 | -5.29 | -0.63 | 1.23 | -4.82 |
Profit Per Trade % | 4.83 | 2.34 | 5.67 | 2.65 | 10.14 |
Loss Per Trade % | 6.33 | 6.25 | 6.52 | 3.78 | 8.34 |
Days In Trade | 162 | 81 | 81 | 162 | 162 |
Days In Trade (Avg. Per Trade) | 11.57 | 10.12 | 13.50 | 11.57 | 11.57 |
% Days In Trade | 53.82 | 26.91 | 26.91 | 53.82 | 53.82 |