| Model: | Kalman-auto |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| GDXU | MicroSectors Gold Miners 3X Leveraged ETNs | 208.55 | 771038 | ||||
| NUGT | Direxion Daily Gold Miners Index Bull 2X Shares | 0.0223 | 167.05 | 1284310 |
| Usage Target: | 60.0 | Sigma: | 1.50 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| Ve: | 0.001 | Neutrality: | dollar | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.2 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 27970.03 |
| Total net P/L: | 17970.03 | Total ROI: | 179.70 % |
| CAGR: | 26.52 % | Max. DD: | 31.84 % |
| System Score: | 12.434 | Sharpe Ratio: | 1.929 |
| Start Date: | 2021-06-18 | End Date: | 2025-10-31 |
| Total days: | 1596 | ||
| Commissions: | 2532.58 | Comm.% P/L | 12.35 % |
| Total Transactions: | 1468 | Log. Linearity: | 77.686 % |
| Total | Long |
Short |
GDXU | NUGT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 20502.61 | 12743.44 | 7759.17 | 43073.38 | -22570.77 |
| Total Profit | 73439.67 | 34769.68 | 38669.99 | 196056.58 | 101504.85 |
| Total Loss | 52937.06 | 22026.24 | 30910.82 | 152983.20 | 124075.62 |
| Profit Factor | 1.39 | 1.58 | 1.25 | 1.28 | 0.82 |
| Trades | 367 | 177 | 190 | 367 | 367 |
| Winning Trades | 249 | 119 | 130 | 231 | 144 |
| Losing Trades | 118 | 58 | 60 | 136 | 223 |
| % Profitable | 67.00 | 67.00 | 68.00 | 62.00 | 39.00 |
| Profit/Loss Per Trade % | 0.33 | 0.39 | 0.27 | 0.38 | -0.54 |
| Profit Per Trade % | 1.91 | 1.92 | 1.91 | 5.41 | 4.50 |
| Loss Per Trade % | 2.86 | 2.64 | 3.07 | 7.06 | 3.56 |
| Days In Trade | 999 | 491 | 508 | 999 | 999 |
| Days In Trade (Avg. Per Trade) | 2.72 | 2.77 | 2.67 | 2.72 | 2.72 |
| % Days In Trade | 62.59 | 30.76 | 31.83 | 62.59 | 62.59 |