Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
YINN | Direxion Daily FTSE China Bull 3X Shares | 0.0236 | 20.25 | 5325830 | |||
YANG | Direxion Daily FTSE China Bear 3X Shares | 0.0134 | 9.14 | 4827711 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | n/a | Transformed: | YINN | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | WMA | 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: | 35143.78 |
Total net P/L: | 25143.78 | Total ROI: | 251.44 % |
CAGR: | 256.37 % | Max. DD: | 40.09 % |
System Score: | 176.634 | Sharpe Ratio: | 1.743 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 223.20 | Comm.% P/L | 0.88 % |
Total Transactions: | 40 | Log. Linearity: | 88.322 % |
Total | Long | Short | YINN | YANG | |
---|---|---|---|---|---|
Total Profit/Loss | 25366.98 | 0.00 | 25366.98 | 12266.81 | 13100.17 |
Total Profit | 41363.07 | 0.00 | 41363.07 | 19323.31 | 22087.60 |
Total Loss | 15996.09 | 0.00 | 15996.09 | 7056.50 | 8987.43 |
Profit Factor | 2.59 | 0.00 | 2.59 | 2.74 | 2.46 |
Trades | 10 | 0 | 10 | 10 | 10 |
Winning Trades | 7 | 0 | 7 | 8 | 7 |
Losing Trades | 3 | 0 | 3 | 2 | 3 |
% Profitable | 70.00 | 0.00 | 70.00 | 80.00 | 70.00 |
Profit/Loss Per Trade % | 13.53 | 0.00 | 13.53 | 8.10 | 7.87 |
Profit Per Trade % | 32.65 | 0.00 | 32.65 | 14.36 | 17.35 |
Loss Per Trade % | 19.42 | 0.00 | 19.42 | 13.62 | 11.06 |
Days In Trade | 198 | 0 | 198 | 198 | 198 |
Days In Trade (Avg. Per Trade) | 19.80 | 0.00 | 19.80 | 19.80 | 19.80 |
% Days In Trade | 54.85 | 0.00 | 54.85 | 54.85 | 54.85 |