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 | 66.91 | 1446444 | |||
TECS | Direxion Daily Technology Bear 3X Shares | 0.3104 | 56.91 | 1205660 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | DT Threshold: | 1.00 |
Max Duration: | 20 | Entry Mode: | Downtick | 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: | 44336.11 |
Total net P/L: | 34336.11 | Total ROI: | 343.36 % |
CAGR: | 350.74 % | Max. DD: | 28.65 % |
System Score: | 265.451 | Sharpe Ratio: | 2.650 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 216.95 | Comm.% P/L | 0.63 % |
Total Transactions: | 72 | Log. Linearity: | 91.131 % |
Total | ![]() |
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TECL | TECS | |
---|---|---|---|---|---|
Total Profit/Loss | 34553.06 | 34553.06 | 0.00 | 26698.05 | 7855.01 |
Total Profit | 38743.18 | 38743.18 | 0.00 | 30321.92 | 8485.06 |
Total Loss | 4190.12 | 4190.12 | 0.00 | 3623.87 | 630.05 |
Profit Factor | 9.25 | 9.25 | 0.00 | 8.37 | 13.47 |
Trades | 18 | 18 | 0 | 18 | 18 |
Winning Trades | 12 | 12 | 0 | 12 | 13 |
Losing Trades | 6 | 6 | 0 | 6 | 5 |
% Profitable | 66.00 | 66.00 | 0.00 | 66.00 | 72.00 |
Profit/Loss Per Trade % | 8.69 | 8.69 | 0.00 | 6.49 | 2.57 |
Profit Per Trade % | 14.84 | 14.84 | 0.00 | 11.09 | 3.83 |
Loss Per Trade % | 2.62 | 2.62 | 0.00 | 2.14 | 0.63 |
Days In Trade | 109 | 109 | 0 | 109 | 109 |
Days In Trade (Avg. Per Trade) | 6.06 | 6.06 | 0.00 | 6.06 | 6.06 |
% Days In Trade | 30.19 | 30.19 | 0.00 | 30.19 | 30.19 |