Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
WTIU | UBS ETRACS - ProShares Daily 3x Long Crude ETN | 9.7941 | 21972 | ||||
BNO | United States Brent Oil Fund LP | 30.84 | 618993 |
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: | 2233.67 |
Total net P/L: | -7766.33 | Total ROI: | -77.66 % |
CAGR: | -16.15 % | Max. DD: | 85.09 % |
System Score: | -6.852 | Sharpe Ratio: | -1.078 |
Start Date: | 2017-03-15 | End Date: | 2025-09-15 |
Total days: | 3106 | ||
Commissions: | 1002.77 | Comm.% P/L | 14.83 % |
Total Transactions: | 248 | Log. Linearity: | 75.139 % |
Total | ![]() |
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WTIU | BNO | |
---|---|---|---|---|---|
Total Profit/Loss | -6763.56 | -8730.66 | 1967.10 | -14634.75 | 7871.19 |
Total Profit | 9747.73 | 3554.45 | 6193.28 | 10649.32 | 12055.58 |
Total Loss | 16511.29 | 12285.11 | 4226.18 | 25284.07 | 4184.39 |
Profit Factor | 0.59 | 0.29 | 1.47 | 0.42 | 2.88 |
Trades | 62 | 27 | 35 | 62 | 62 |
Winning Trades | 36 | 11 | 25 | 20 | 43 |
Losing Trades | 26 | 16 | 10 | 42 | 19 |
% Profitable | 58.00 | 40.00 | 71.00 | 32.00 | 69.00 |
Profit/Loss Per Trade % | -1.87 | -6.19 | 1.60 | -7.51 | 3.11 |
Profit Per Trade % | 5.49 | 7.01 | 4.83 | 8.37 | 6.45 |
Loss Per Trade % | 10.00 | 12.75 | 5.75 | 9.91 | 3.99 |
Days In Trade | 914 | 455 | 459 | 914 | 914 |
Days In Trade (Avg. Per Trade) | 14.74 | 16.85 | 13.11 | 14.74 | 14.74 |
% Days In Trade | 29.43 | 14.65 | 14.78 | 29.43 | 29.43 |