| Model: | Ratio |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| 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: | -35907.13 |
| Total net P/L: | -45907.13 | Total ROI: | -459.07 % |
| CAGR: | 0.00 % | Max. DD: | 453.01 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.307 |
| Start Date: | 2020-01-02 | End Date: | 2025-08-29 |
| Total days: | 2066 | ||
| Commissions: | 12.07 | Comm.% P/L | 0.03 % |
| Total Transactions: | 12 | Log. Linearity: | 9.276 % |
| Total | Long |
Short |
UVXY | TVIX | |
|---|---|---|---|---|---|
| Total Profit/Loss | -45895.06 | -45493.48 | -401.58 | 36914.97 | -82810.03 |
| Total Profit | 581.49 | 581.49 | 0.00 | 37534.98 | 1201.50 |
| Total Loss | 46476.55 | 46074.97 | 401.58 | 620.01 | 84011.53 |
| Profit Factor | 0.01 | 0.01 | 0.00 | 60.54 | 0.01 |
| Trades | 3 | 2 | 1 | 3 | 3 |
| Winning Trades | 1 | 1 | 0 | 2 | 1 |
| Losing Trades | 2 | 1 | 1 | 1 | 2 |
| % Profitable | 33.00 | 50.00 | 0.00 | 66.00 | 33.00 |
| Profit/Loss Per Trade % | 0.00 | 0.00 | -4.02 | 65.09 | 0.00 |
| Profit Per Trade % | 6.06 | 6.06 | 0.00 | 119.32 | 12.53 |
| Loss Per Trade % | 139.85 | 453.06 | 4.02 | 6.46 | 213.96 |
| Days In Trade | 45 | 29 | 16 | 45 | 45 |
| Days In Trade (Avg. Per Trade) | 15.00 | 14.50 | 16.00 | 15.00 | 15.00 |
| % Days In Trade | 2.18 | 1.40 | 0.77 | 2.18 | 2.18 |