Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
NVDL | GraniteShares 1.5x Long NVDA Daily ETF | 0 | 59.29 | 17163847 | |||
FBL | GraniteShares 1.5x Long Meta Daily ETF | 0 | 33.8 | 614709 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 60 | Entry Mode: | Simple | Reversals: | |
Inverted: | NVDL | Transformed: | n/a | A=1000.0 B=0.1 | |
MA Period: | 12 | MA Type: | SMA | StdDev Period: | 15 |
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: | 78334.34 |
Total net P/L: | 68334.34 | Total ROI: | 683.34 % |
CAGR: | 706.06 % | Max. DD: | 20.67 % |
System Score: | 354.135 | Sharpe Ratio: | 2.794 |
Start Date: | 2023-01-03 | End Date: | 2023-12-29 |
Total days: | 360 | ||
Commissions: | 864.93 | Comm.% P/L | 1.25 % |
Total Transactions: | 72 | Log. Linearity: | 79.453 % |
Total | Long | Short | NVDL | FBL | |
---|---|---|---|---|---|
Total Profit/Loss | 69199.27 | 37809.16 | 31390.11 | 19946.70 | 49252.57 |
Total Profit | 73779.18 | 39900.68 | 33878.50 | 25356.96 | 51107.14 |
Total Loss | 4579.91 | 2091.52 | 2488.39 | 5410.26 | 1854.58 |
Profit Factor | 16.11 | 19.08 | 13.61 | 4.69 | 27.56 |
Trades | 18 | 8 | 10 | 18 | 18 |
Winning Trades | 11 | 5 | 6 | 12 | 13 |
Losing Trades | 7 | 3 | 4 | 5 | 5 |
% Profitable | 61.00 | 62.00 | 60.00 | 66.00 | 72.00 |
Profit/Loss Per Trade % | 12.29 | 9.48 | 14.59 | 3.80 | 9.11 |
Profit Per Trade % | 22.90 | 18.00 | 27.14 | 8.22 | 13.16 |
Loss Per Trade % | 2.53 | 3.34 | 1.93 | 5.34 | 0.73 |
Days In Trade | 191 | 92 | 99 | 191 | 191 |
Days In Trade (Avg. Per Trade) | 10.61 | 11.50 | 9.90 | 10.61 | 10.61 |
% Days In Trade | 53.06 | 25.56 | 27.50 | 53.06 | 53.06 |