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Model: Kalman-grid-v2
HQ Backtest URTY vs TNA
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 enabled Long enabled 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
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Trade Log
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FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.