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Model: Ratio
HQ Backtest NVDL vs FBL
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: 14
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: 83296.19
Total net P/L: 73296.19 Total ROI: 732.96 %
CAGR: 752.76 % Max. DD: 23.45 %
System Score: 363.711 Sharpe Ratio: 2.859
Start Date: 2023-01-02 End Date: 2023-12-29
Total days: 361
Commissions: 906.69 Comm.% P/L 1.22 %
Total Transactions: 76 Log. Linearity: 78.469 %
Total enabled Long enabled Short NVDL FBL
Total Profit/Loss 74202.88 41255.24 32947.63 21614.92 52587.96
Total Profit 80342.21 44029.84 36312.38 28436.07 55114.34
Total Loss 6139.34 2774.59 3364.75 6821.15 2526.38
Profit Factor 13.09 15.87 10.79 4.17 21.82
Trades 19 8 11 19 19
Winning Trades 12 5 7 12 14
Losing Trades 7 3 4 6 5
% Profitable 63.00 62.00 63.00 63.00 73.00
Profit/Loss Per Trade % 11.98 9.82 13.57 3.59 9.01
Profit Per Trade % 22.19 19.42 24.21 8.86 12.95
Loss Per Trade % 3.52 4.42 2.85 5.62 1.29
Days In Trade 205 95 110 205 205
Days In Trade (Avg. Per Trade) 10.79 11.88 10.00 10.79 10.79
% Days In Trade 56.79 26.32 30.47 56.79 56.79
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Trade Log
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FB LN TW

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.