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Model: Kalman-grid-v2
HQ Backtest TECL vs TECS
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TECL Direxion Daily Technology Bull 3X Shares 0.0028 84.02 2028496
TECS Direxion Daily Technology Bear 3X Shares 0.3104 5.54 12427390
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 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: 117950.44
Total net P/L: 107950.44 Total ROI: 1079.50 %
CAGR: 1112.20 % Max. DD: 46.71 %
System Score: 865.816 Sharpe Ratio: 3.318
Start Date: 2023-01-02 End Date: 2023-12-29
Total days: 361
Commissions: 956.25 Comm.% P/L 0.88 %
Total Transactions: 144 Log. Linearity: 91.991 %
Total enabled Long enabled Short TECL TECS
Total Profit/Loss 108906.69 108906.69 0.00 86049.19 22857.50
Total Profit 135381.65 135381.65 0.00 106483.40 28983.21
Total Loss 26474.96 26474.96 0.00 20434.21 6125.71
Profit Factor 5.11 5.11 0.00 5.21 4.73
Trades 36 36 0 36 36
Winning Trades 24 24 0 24 25
Losing Trades 12 12 0 12 11
% Profitable 66.00 66.00 0.00 66.00 69.00
Profit/Loss Per Trade % 7.16 7.16 0.00 5.15 2.44
Profit Per Trade % 14.47 14.47 0.00 10.19 4.37
Loss Per Trade % 5.47 5.47 0.00 4.01 1.72
Days In Trade 222 222 0 222 222
Days In Trade (Avg. Per Trade) 6.17 6.17 0.00 6.17 6.17
% Days In Trade 61.50 61.50 0.00 61.50 61.50
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Trade Log
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FB LN TW

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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.