Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SQQQ | ProShares UltraPro Short QQQ | 0.0355 | 7.71 | 143320291 | |||
MSOS | AdvisorShares Pure US Cannabis ETF | 7.1 | 8876423 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 7168.29 |
Total net P/L: | -2831.71 | Total ROI: | -28.32 % |
CAGR: | -28.32 % | Max. DD: | 55.15 % |
System Score: | -0.455 | Sharpe Ratio: | 0.080 |
Start Date: | 2023-08-31 | End Date: | 2024-08-30 |
Total days: | 365 | ||
Commissions: | 163.93 | Comm.% P/L | 6.14 % |
Total Transactions: | 40 | Log. Linearity: | 25.229 % |
Total | Long | Short | SQQQ | MSOS | |
---|---|---|---|---|---|
Total Profit/Loss | -2667.78 | -4515.59 | 1847.81 | 1826.70 | -4494.48 |
Total Profit | 2976.40 | 112.74 | 2863.66 | 3207.98 | 2559.82 |
Total Loss | 5644.18 | 4628.33 | 1015.85 | 1381.28 | 7054.30 |
Profit Factor | 0.53 | 0.02 | 2.82 | 2.32 | 0.36 |
Trades | 10 | 5 | 5 | 10 | 10 |
Winning Trades | 4 | 1 | 3 | 6 | 4 |
Losing Trades | 6 | 4 | 2 | 4 | 6 |
% Profitable | 40.00 | 20.00 | 60.00 | 60.00 | 40.00 |
Profit/Loss Per Trade % | -3.07 | -11.72 | 6.44 | 1.03 | -4.26 |
Profit Per Trade % | 11.46 | 1.90 | 14.84 | 5.38 | 10.76 |
Loss Per Trade % | 10.32 | 13.18 | 4.83 | 4.97 | 12.46 |
Days In Trade | 175 | 105 | 70 | 175 | 175 |
Days In Trade (Avg. Per Trade) | 17.50 | 21.00 | 14.00 | 17.50 | 17.50 |
% Days In Trade | 47.95 | 28.77 | 19.18 | 47.95 | 47.95 |