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: | 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 | Long | 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 |