| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TECL | Direxion Daily Technology Bull 3X Shares | 0.0028 | 127 | 1566351 | |||
| TECS | Direxion Daily Technology Bear 3X Shares | 0.3104 | 18.43 | 1231441 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 25 | Entry Mode: | Uptick | Reversals: | |
| Inverted: | n/a | Transformed: | TECS | A=1000.0 B=0.1 | |
| Ve: | auto | Neutrality: | beta | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 115742.44 |
| Total net P/L: | 105742.44 | Total ROI: | 1057.42 % |
| CAGR: | 1089.26 % | Max. DD: | 46.71 % |
| System Score: | 873.449 | Sharpe Ratio: | 3.269 |
| Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
| Total days: | 361 | ||
| Commissions: | 897.32 | Comm.% P/L | 0.84 % |
| Total Transactions: | 140 | Log. Linearity: | 92.904 % |
| Total | Long |
Short |
TECL | TECS | |
|---|---|---|---|---|---|
| Total Profit/Loss | 106639.76 | 102261.34 | 4378.42 | 84066.59 | 22573.17 |
| Total Profit | 131425.92 | 127047.50 | 4378.42 | 102739.45 | 28706.91 |
| Total Loss | 24786.16 | 24786.16 | 0.00 | 18672.86 | 6133.74 |
| Profit Factor | 5.30 | 5.13 | 0.00 | 5.50 | 4.68 |
| Trades | 35 | 34 | 1 | 35 | 35 |
| Winning Trades | 24 | 23 | 1 | 23 | 24 |
| Losing Trades | 11 | 11 | 0 | 12 | 11 |
| % Profitable | 68.00 | 67.00 | 100.00 | 65.00 | 68.00 |
| Profit/Loss Per Trade % | 7.31 | 7.28 | 8.36 | 5.27 | 2.49 |
| Profit Per Trade % | 14.23 | 14.49 | 8.36 | 10.46 | 4.53 |
| Loss Per Trade % | 5.70 | 5.70 | 0.00 | 3.75 | 1.72 |
| Days In Trade | 229 | 228 | 1 | 229 | 229 |
| Days In Trade (Avg. Per Trade) | 6.54 | 6.71 | 1.00 | 6.54 | 6.54 |
| % Days In Trade | 63.43 | 63.16 | 0.28 | 63.43 | 63.43 |