| Model: | Kalman-grid-v2 |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| URTY | ProShares UltraPro Russell2000 | 0.005 | 56.58 | 1442397 | |||
| TNA | Direxion Daily Small Cap Bull 3X Shares | 0.0208 | 48.33 | 14557070 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Ve: | auto | Neutrality: | dollar | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.5 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 18480.01 |
| Total net P/L: | 8480.01 | Total ROI: | 84.80 % |
| CAGR: | 4.51 % | Max. DD: | 0.64 % |
| System Score: | 3.923 | Sharpe Ratio: | 4.789 |
| Start Date: | 2012-01-02 | End Date: | 2025-11-28 |
| Total days: | 5079 | ||
| Commissions: | 2181.83 | Comm.% P/L | 20.46 % |
| Total Transactions: | 1408 | Log. Linearity: | 95.441 % |
| Total | Long |
Short |
URTY | TNA | |
|---|---|---|---|---|---|
| Total Profit/Loss | 10661.84 | 5737.42 | 4924.41 | 23968.45 | -13306.61 |
| Total Profit | 10837.91 | 5834.74 | 5003.16 | 125640.66 | 105338.63 |
| Total Loss | 176.07 | 97.32 | 78.75 | 101672.21 | 118645.24 |
| Profit Factor | 61.55 | 59.95 | 63.53 | 1.24 | 0.89 |
| Trades | 352 | 146 | 206 | 352 | 352 |
| Winning Trades | 344 | 141 | 203 | 181 | 177 |
| Losing Trades | 8 | 5 | 3 | 171 | 174 |
| % Profitable | 97.00 | 96.00 | 98.00 | 51.00 | 50.00 |
| Profit/Loss Per Trade % | 0.22 | 0.28 | 0.18 | 0.26 | -0.48 |
| Profit Per Trade % | 0.23 | 0.29 | 0.18 | 4.60 | 4.02 |
| Loss Per Trade % | 0.14 | 0.11 | 0.19 | 4.00 | 4.51 |
| Days In Trade | 1429 | 557 | 872 | 1429 | 1429 |
| Days In Trade (Avg. Per Trade) | 4.06 | 3.82 | 4.23 | 4.06 | 4.06 |
| % Days In Trade | 28.14 | 10.97 | 17.17 | 28.14 | 28.14 |