Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
BULZ | MicroSectors Solactive FANG Innovation 3X Leveraged ETNs | 145.78 | 162359 | ||||
FNGU | MicroSectors FANG+ Index 3X Leveraged ETN | 433.9 | 831366 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | FNGU | Transformed: | n/a | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | KAMA | 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: | 177.81 |
Total net P/L: | -9822.19 | Total ROI: | -98.22 % |
CAGR: | -98.30 % | Max. DD: | 99.97 % |
System Score: | -8.527 | Sharpe Ratio: | 0.942 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 58.92 | Comm.% P/L | 0.60 % |
Total Transactions: | 56 | Log. Linearity: | 44.267 % |
Total | ![]() |
![]() |
BULZ | FNGU | |
---|---|---|---|---|---|
Total Profit/Loss | -9763.27 | 1570.89 | -11334.16 | -4515.04 | -5248.23 |
Total Profit | 2715.37 | 1570.89 | 1144.48 | 1083.46 | 1828.17 |
Total Loss | 12478.64 | 0.00 | 12478.64 | 5598.50 | 7076.40 |
Profit Factor | 0.22 | 0.00 | 0.09 | 0.19 | 0.26 |
Trades | 14 | 4 | 10 | 14 | 14 |
Winning Trades | 6 | 4 | 2 | 6 | 4 |
Losing Trades | 8 | 0 | 8 | 8 | 10 |
% Profitable | 42.00 | 100.00 | 20.00 | 42.00 | 28.00 |
Profit/Loss Per Trade % | -24.89 | 7.62 | -34.95 | -7.17 | -7.88 |
Profit Per Trade % | 9.45 | 7.62 | 13.21 | 3.93 | 9.38 |
Loss Per Trade % | 26.01 | 0.00 | 26.01 | 12.24 | 12.08 |
Days In Trade | 189 | 56 | 133 | 189 | 189 |
Days In Trade (Avg. Per Trade) | 13.50 | 14.00 | 13.30 | 13.50 | 13.50 |
% Days In Trade | 52.35 | 15.51 | 36.84 | 52.35 | 52.35 |