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: | 13 |
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: | 76071.64 |
Total net P/L: | 66071.64 | Total ROI: | 660.72 % |
CAGR: | 678.01 % | Max. DD: | 28.76 % |
System Score: | 264.061 | Sharpe Ratio: | 2.741 |
Start Date: | 2023-01-02 | End Date: | 2023-12-29 |
Total days: | 361 | ||
Commissions: | 881.50 | Comm.% P/L | 1.32 % |
Total Transactions: | 80 | Log. Linearity: | 73.028 % |
Total | Long | Short | NVDL | FBL | |
---|---|---|---|---|---|
Total Profit/Loss | 66953.14 | 35559.27 | 31393.87 | 18086.43 | 48866.71 |
Total Profit | 74740.89 | 40210.59 | 34530.31 | 26370.07 | 51560.13 |
Total Loss | 7787.75 | 4651.32 | 3136.43 | 8283.64 | 2693.42 |
Profit Factor | 9.60 | 8.64 | 11.01 | 3.18 | 19.14 |
Trades | 20 | 9 | 11 | 20 | 20 |
Winning Trades | 12 | 5 | 7 | 12 | 14 |
Losing Trades | 8 | 4 | 4 | 7 | 6 |
% Profitable | 60.00 | 55.00 | 63.00 | 60.00 | 70.00 |
Profit/Loss Per Trade % | 10.85 | 7.60 | 13.57 | 3.02 | 8.46 |
Profit Per Trade % | 22.19 | 19.42 | 24.21 | 8.86 | 12.95 |
Loss Per Trade % | 4.14 | 5.44 | 2.85 | 5.83 | 1.31 |
Days In Trade | 207 | 97 | 110 | 207 | 207 |
Days In Trade (Avg. Per Trade) | 10.35 | 10.78 | 10.00 | 10.35 | 10.35 |
% Days In Trade | 57.34 | 26.87 | 30.47 | 57.34 | 57.34 |