Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
IWM | iShares Russell 2000 ETF | 0.0091 | 219.24 | 32116788 | |||
SRTY | ProShares UltraPro Short Russell2000 | 0.0109 | 20.44 | 1609181 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | SRTY | Transformed: | SRTY | 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: | 13963.15 |
Total net P/L: | 3963.15 | Total ROI: | 39.63 % |
CAGR: | 49.90 % | Max. DD: | 26.60 % |
System Score: | 26.288 | Sharpe Ratio: | 1.017 |
Start Date: | 2022-01-03 | End Date: | 2022-10-31 |
Total days: | 301 | ||
Commissions: | 58.84 | Comm.% P/L | 1.46 % |
Total Transactions: | 56 | Log. Linearity: | 80.762 % |
Total | Long | Short | IWM | SRTY | |
---|---|---|---|---|---|
Total Profit/Loss | 4021.99 | -283.27 | 4305.26 | -1569.33 | 5591.32 |
Total Profit | 7388.49 | 2209.47 | 5179.02 | 1824.60 | 10760.59 |
Total Loss | 3366.50 | 2492.74 | 873.76 | 3393.93 | 5169.27 |
Profit Factor | 2.19 | 0.89 | 5.93 | 0.54 | 2.08 |
Trades | 14 | 6 | 8 | 14 | 14 |
Winning Trades | 10 | 3 | 7 | 3 | 11 |
Losing Trades | 4 | 3 | 1 | 11 | 3 |
% Profitable | 71.00 | 50.00 | 87.00 | 21.00 | 78.00 |
Profit/Loss Per Trade % | 2.45 | 0.11 | 4.24 | -1.16 | 3.27 |
Profit Per Trade % | 6.32 | 6.50 | 6.24 | 4.71 | 8.36 |
Loss Per Trade % | 6.44 | 5.68 | 8.74 | 2.68 | 13.29 |
Days In Trade | 167 | 81 | 86 | 167 | 167 |
Days In Trade (Avg. Per Trade) | 11.93 | 13.50 | 10.75 | 11.93 | 11.93 |
% Days In Trade | 55.48 | 26.91 | 28.57 | 55.48 | 55.48 |