Model: | Residual |
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 | |
Regression Per: | 15 | ||||
Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10181.02 |
Total net P/L: | 181.02 | Total ROI: | 1.81 % |
CAGR: | 5.76 % | Max. DD: | 21.99 % |
System Score: | 0.289 | Sharpe Ratio: | 0.195 |
Start Date: | 2023-09-13 | End Date: | 2024-01-08 |
Total days: | 117 | ||
Commissions: | 63.73 | Comm.% P/L | 26.04 % |
Total Transactions: | 28 | Log. Linearity: | 36.898 % |
Total | Long | Short | TSDD | NVD | |
---|---|---|---|---|---|
Total Profit/Loss | 244.75 | 2027.87 | -1783.12 | 1842.86 | -1598.11 |
Total Profit | 2365.52 | 2027.87 | 337.65 | 2442.10 | 687.87 |
Total Loss | 2120.77 | 0.00 | 2120.77 | 599.24 | 2285.98 |
Profit Factor | 1.12 | 0.00 | 0.16 | 4.08 | 0.30 |
Trades | 7 | 4 | 3 | 7 | 7 |
Winning Trades | 5 | 4 | 1 | 4 | 3 |
Losing Trades | 2 | 0 | 2 | 3 | 4 |
% Profitable | 71.00 | 100.00 | 33.00 | 57.00 | 42.00 |
Profit/Loss Per Trade % | 0.36 | 5.68 | -6.33 | 3.11 | -2.60 |
Profit Per Trade % | 5.40 | 5.68 | 4.28 | 7.18 | 2.63 |
Loss Per Trade % | 10.11 | 0.00 | 10.11 | 2.02 | 5.98 |
Days In Trade | 37 | 12 | 25 | 37 | 37 |
Days In Trade (Avg. Per Trade) | 5.29 | 3.00 | 8.33 | 5.29 | 5.29 |
% Days In Trade | 31.62 | 10.26 | 21.37 | 31.62 | 31.62 |