Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
MJ | Amplify ETF Trust | 0 | 2.12 | 1157214 | |||
MJUS | Amplify ETF Trust | 0.0194 | 0.77 | 204610 |
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: | 9283.59 |
Total net P/L: | -716.41 | Total ROI: | -7.16 % |
CAGR: | -2.50 % | Max. DD: | 36.61 % |
System Score: | -0.022 | Sharpe Ratio: | 0.020 |
Start Date: | 2021-07-21 | End Date: | 2024-06-28 |
Total days: | 1073 | ||
Commissions: | 2359.50 | Comm.% P/L | 143.60 % |
Total Transactions: | 140 | Log. Linearity: | 20.720 % |
Total | Long | Short | MJ | MJUS | |
---|---|---|---|---|---|
Total Profit/Loss | 1643.09 | 283.54 | 1359.55 | -1449.00 | 3092.09 |
Total Profit | 7831.51 | 3999.62 | 3831.90 | 12728.79 | 17920.63 |
Total Loss | 6188.43 | 3716.08 | 2472.35 | 14177.79 | 14828.54 |
Profit Factor | 1.27 | 1.08 | 1.55 | 0.90 | 1.21 |
Trades | 35 | 17 | 18 | 35 | 35 |
Winning Trades | 22 | 11 | 11 | 14 | 21 |
Losing Trades | 13 | 6 | 7 | 21 | 14 |
% Profitable | 62.00 | 64.00 | 61.00 | 40.00 | 60.00 |
Profit/Loss Per Trade % | 0.42 | 0.04 | 0.78 | -0.77 | 0.01 |
Profit Per Trade % | 3.27 | 3.31 | 3.22 | 7.92 | 7.60 |
Loss Per Trade % | 4.06 | 5.48 | 2.85 | 5.99 | 9.13 |
Days In Trade | 448 | 222 | 226 | 448 | 448 |
Days In Trade (Avg. Per Trade) | 12.80 | 13.06 | 12.56 | 12.80 | 12.80 |
% Days In Trade | 41.75 | 20.69 | 21.06 | 41.75 | 41.75 |