| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SQQQ | ProShares UltraPro Short QQQ | 0.0355 | 75.74 | 32887369 | |||
| MSOS | AdvisorShares Pure US Cannabis ETF | 3.82 | 10131403 |
| Entry Threshold: | 2.50 | 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: | 10313.87 |
| Total net P/L: | 313.87 | Total ROI: | 3.14 % |
| CAGR: | 3.14 % | Max. DD: | 39.28 % |
| System Score: | 0.004 | Sharpe Ratio: | 0.439 |
| Start Date: | 2023-08-31 | End Date: | 2024-08-30 |
| Total days: | 365 | ||
| Commissions: | 145.26 | Comm.% P/L | 31.64 % |
| Total Transactions: | 28 | Log. Linearity: | 11.176 % |
| Total | Long |
Short |
SQQQ | MSOS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 459.13 | -2338.90 | 2798.03 | 2129.25 | -1670.12 |
| Total Profit | 2980.80 | 0.00 | 2980.80 | 2815.65 | 3618.52 |
| Total Loss | 2521.67 | 2338.90 | 182.77 | 686.40 | 5288.64 |
| Profit Factor | 1.18 | 0.00 | 16.31 | 4.10 | 0.68 |
| Trades | 7 | 3 | 4 | 7 | 7 |
| Winning Trades | 2 | 0 | 2 | 4 | 3 |
| Losing Trades | 5 | 3 | 2 | 3 | 4 |
| % Profitable | 28.00 | 0.00 | 50.00 | 57.00 | 42.00 |
| Profit/Loss Per Trade % | 0.66 | -8.61 | 8.23 | 2.72 | -2.84 |
| Profit Per Trade % | 18.23 | 0.00 | 18.23 | 6.97 | 14.21 |
| Loss Per Trade % | 4.98 | 7.77 | 0.93 | 2.67 | 13.32 |
| Days In Trade | 117 | 63 | 54 | 117 | 117 |
| Days In Trade (Avg. Per Trade) | 16.71 | 21.00 | 13.50 | 16.71 | 16.71 |
| % Days In Trade | 32.05 | 17.26 | 14.79 | 32.05 | 32.05 |