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: | IWM | Transformed: | n/a | 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: | 9673.57 |
Total net P/L: | -326.43 | Total ROI: | -3.26 % |
CAGR: | -18.56 % | Max. DD: | 10.68 % |
System Score: | -0.002 | Sharpe Ratio: | -0.220 |
Start Date: | 2022-11-01 | End Date: | 2022-12-30 |
Total days: | 59 | ||
Commissions: | 8.20 | Comm.% P/L | 2.58 % |
Total Transactions: | 8 | Log. Linearity: | 4.556 % |
Total | Long | Short | IWM | SRTY | |
---|---|---|---|---|---|
Total Profit/Loss | -318.23 | -684.87 | 366.64 | 202.83 | -521.06 |
Total Profit | 366.64 | 0.00 | 366.64 | 390.45 | 554.26 |
Total Loss | 684.87 | 684.87 | 0.00 | 187.62 | 1075.32 |
Profit Factor | 0.54 | 0.00 | 0.00 | 2.08 | 0.52 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 1 | 0 | 1 | 1 | 1 |
Losing Trades | 1 | 1 | 0 | 1 | 1 |
% Profitable | 50.00 | 0.00 | 100.00 | 50.00 | 50.00 |
Profit/Loss Per Trade % | -1.61 | -6.61 | 3.67 | 0.91 | -2.74 |
Profit Per Trade % | 3.67 | 0.00 | 3.67 | 3.77 | 5.54 |
Loss Per Trade % | 6.61 | 6.61 | 0.00 | 1.88 | 10.38 |
Days In Trade | 39 | 21 | 18 | 39 | 39 |
Days In Trade (Avg. Per Trade) | 19.50 | 21.00 | 18.00 | 19.50 | 19.50 |
% Days In Trade | 66.10 | 35.59 | 30.51 | 66.10 | 66.10 |