Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TSDD | GraniteShares 1.5x Short TSLA Daily ETF | 22.21 | 1885727 | ||||
NVD | GraniteShares 1.5x Short NVDA Daily ETF | 0 | 11.67 | 3974265 |
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: | 6089.80 |
Total net P/L: | -3910.20 | Total ROI: | -39.10 % |
CAGR: | -48.35 % | Max. DD: | 69.05 % |
System Score: | -0.521 | Sharpe Ratio: | 0.145 |
Start Date: | 2023-10-31 | End Date: | 2024-07-31 |
Total days: | 274 | ||
Commissions: | 387.45 | Comm.% P/L | 11.00 % |
Total Transactions: | 52 | Log. Linearity: | 22.088 % |
Total | ![]() |
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TSDD | NVD | |
---|---|---|---|---|---|
Total Profit/Loss | -3522.75 | -3789.08 | 266.33 | -5974.20 | 2451.46 |
Total Profit | 14540.15 | 3283.88 | 11256.26 | 11335.44 | 12206.20 |
Total Loss | 18062.89 | 7072.96 | 10989.93 | 17309.64 | 9754.74 |
Profit Factor | 0.80 | 0.46 | 1.02 | 0.65 | 1.25 |
Trades | 13 | 5 | 8 | 13 | 13 |
Winning Trades | 6 | 2 | 4 | 8 | 7 |
Losing Trades | 7 | 3 | 4 | 5 | 6 |
% Profitable | 46.00 | 40.00 | 50.00 | 61.00 | 53.00 |
Profit/Loss Per Trade % | -3.47 | -9.20 | 0.30 | -3.96 | -0.58 |
Profit Per Trade % | 24.35 | 15.57 | 28.99 | 14.08 | 13.35 |
Loss Per Trade % | 20.67 | 20.82 | 20.56 | 24.53 | 13.99 |
Days In Trade | 141 | 43 | 98 | 141 | 141 |
Days In Trade (Avg. Per Trade) | 10.85 | 8.60 | 12.25 | 10.85 | 10.85 |
% Days In Trade | 51.46 | 15.69 | 35.77 | 51.46 | 51.46 |