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: | NVD | Transformed: | n/a | A=1000.0 B=0.1 | |
MA Period: | 15 | MA Type: | EMA | 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: | 14491.98 |
Total net P/L: | 4491.98 | Total ROI: | 44.92 % |
CAGR: | 678.19 % | Max. DD: | 3.26 % |
System Score: | 202.084 | Sharpe Ratio: | 2.371 |
Start Date: | 2023-10-31 | End Date: | 2024-01-05 |
Total days: | 66 | ||
Commissions: | 23.50 | Comm.% P/L | 0.52 % |
Total Transactions: | 8 | Log. Linearity: | 66.792 % |
Total | Long | Short | TSDD | NVD | |
---|---|---|---|---|---|
Total Profit/Loss | 4515.48 | 1977.40 | 2538.07 | 3596.36 | 919.12 |
Total Profit | 4515.48 | 1977.40 | 2538.07 | 3596.36 | 919.12 |
Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 2 | 1 | 1 | 2 | 2 |
Losing Trades | 0 | 0 | 0 | 0 | 0 |
% Profitable | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |
Profit/Loss Per Trade % | 20.50 | 15.79 | 25.39 | 16.11 | 4.42 |
Profit Per Trade % | 20.50 | 15.79 | 25.39 | 16.11 | 4.42 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Days In Trade | 14 | 9 | 5 | 14 | 14 |
Days In Trade (Avg. Per Trade) | 7.00 | 9.00 | 5.00 | 7.00 | 7.00 |
% Days In Trade | 21.21 | 13.64 | 7.58 | 21.21 | 21.21 |