Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TSDD | GraniteShares 1.5x Short TSLA Daily ETF | 0 | 5.84 | 1114662 | |||
NVD | GraniteShares 1.5x Short NVDA Daily ETF | 0 | 1.35 | 21728765 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | n/a | Transformed: | NVD | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | KAMA | 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: | 8102.17 |
Total net P/L: | -1897.83 | Total ROI: | -18.98 % |
CAGR: | -67.68 % | Max. DD: | 26.57 % |
System Score: | -36.144 | Sharpe Ratio: | -0.786 |
Start Date: | 2023-11-01 | End Date: | 2024-01-08 |
Total days: | 68 | ||
Commissions: | 18.23 | Comm.% P/L | 0.97 % |
Total Transactions: | 8 | Log. Linearity: | 81.130 % |
Total | Long | Short | TSDD | NVD | |
---|---|---|---|---|---|
Total Profit/Loss | -1879.60 | -1879.60 | 0.00 | -1515.82 | -363.77 |
Total Profit | 0.00 | 0.00 | 0.00 | 0.00 | 554.57 |
Total Loss | 1879.60 | 1879.60 | 0.00 | 1515.82 | 918.34 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.60 |
Trades | 2 | 2 | 0 | 2 | 2 |
Winning Trades | 0 | 0 | 0 | 0 | 1 |
Losing Trades | 2 | 2 | 0 | 2 | 1 |
% Profitable | 0.00 | 0.00 | 0.00 | 0.00 | 50.00 |
Profit/Loss Per Trade % | -9.90 | -9.90 | 0.00 | -8.65 | -1.77 |
Profit Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 6.24 |
Loss Per Trade % | 9.88 | 9.88 | 0.00 | 8.22 | 9.19 |
Days In Trade | 38 | 38 | 0 | 38 | 38 |
Days In Trade (Avg. Per Trade) | 19.00 | 19.00 | 0.00 | 19.00 | 19.00 |
% Days In Trade | 55.88 | 55.88 | 0.00 | 55.88 | 55.88 |