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 | 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: | 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 |