Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TSDD | GraniteShares 1.5x Short TSLA Daily ETF | 45.42 | 6870938 | ||||
TSLQ | AXS TSLA Bear Daily ETF | 0 | 36.06 | 6687897 |
Entry Threshold: | 1.50 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | TSLQ | Transformed: | TSDD | A=1000.0 B=0.1 | |
Regression Per: | 25 | ||||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 28964.60 |
Total net P/L: | 18964.60 | Total ROI: | 189.65 % |
CAGR: | 1085.14 % | Max. DD: | 17.24 % |
System Score: | 645.566 | Sharpe Ratio: | 2.088 |
Start Date: | 2024-07-26 | End Date: | 2024-12-30 |
Total days: | 157 | ||
Commissions: | 24.98 | Comm.% P/L | 0.13 % |
Total Transactions: | 24 | Log. Linearity: | 84.104 % |
Total | ![]() |
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TSDD | TSLQ | |
---|---|---|---|---|---|
Total Profit/Loss | 18989.58 | 0.00 | 18989.58 | 9502.02 | 9487.56 |
Total Profit | 20971.86 | 0.00 | 20971.86 | 10487.94 | 10483.92 |
Total Loss | 1982.28 | 0.00 | 1982.28 | 985.92 | 996.36 |
Profit Factor | 10.58 | 0.00 | 10.58 | 10.64 | 10.52 |
Trades | 6 | 0 | 6 | 6 | 6 |
Winning Trades | 5 | 0 | 5 | 5 | 5 |
Losing Trades | 1 | 0 | 1 | 1 | 1 |
% Profitable | 83.00 | 0.00 | 83.00 | 83.00 | 83.00 |
Profit/Loss Per Trade % | 19.43 | 0.00 | 19.43 | 10.13 | 10.12 |
Profit Per Trade % | 28.50 | 0.00 | 28.50 | 14.30 | 14.32 |
Loss Per Trade % | 17.18 | 0.00 | 17.18 | 8.55 | 8.64 |
Days In Trade | 75 | 0 | 75 | 75 | 75 |
Days In Trade (Avg. Per Trade) | 12.50 | 0.00 | 12.50 | 12.50 | 12.50 |
% Days In Trade | 47.77 | 0.00 | 47.77 | 47.77 | 47.77 |