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: | 13426.00 |
Total net P/L: | 3426.00 | Total ROI: | 34.26 % |
CAGR: | 518.78 % | Max. DD: | 0.13 % |
System Score: | 98.894 | Sharpe Ratio: | 2.184 |
Start Date: | 2023-10-31 | End Date: | 2023-12-29 |
Total days: | 59 | ||
Commissions: | 23.50 | Comm.% P/L | 0.68 % |
Total Transactions: | 8 | Log. Linearity: | 57.552 % |
Total | Long | Short | TSDD | NVD | |
---|---|---|---|---|---|
Total Profit/Loss | 3449.50 | 911.42 | 2538.07 | 2676.87 | 772.63 |
Total Profit | 3449.50 | 911.42 | 2538.07 | 2676.87 | 800.51 |
Total Loss | 0.00 | 0.00 | 0.00 | 0.00 | 27.88 |
Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 | 28.71 |
Trades | 2 | 1 | 1 | 2 | 2 |
Winning Trades | 2 | 1 | 1 | 2 | 1 |
Losing Trades | 0 | 0 | 0 | 0 | 1 |
% Profitable | 100.00 | 100.00 | 100.00 | 100.00 | 50.00 |
Profit/Loss Per Trade % | 15.98 | 7.28 | 25.39 | 12.33 | 3.81 |
Profit Per Trade % | 15.98 | 7.28 | 25.39 | 12.33 | 8.01 |
Loss Per Trade % | 0.00 | 0.00 | 0.00 | 0.00 | 0.22 |
Days In Trade | 7 | 2 | 5 | 7 | 7 |
Days In Trade (Avg. Per Trade) | 3.50 | 2.00 | 5.00 | 3.50 | 3.50 |
% Days In Trade | 11.86 | 3.39 | 8.47 | 11.86 | 11.86 |