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Model: Kalman-grid-v2
HQ Backtest UTSL vs DUSL
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
UTSL Direxion Daily Utilities Bull 3X Shares 0.0168 39.72 99119
DUSL Direxion Daily Industrials Bull 3X Shares Direxion Daily Industrials Bull 3 0.0603 68.074 13608
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: 1593.07
Total net P/L: -8406.93 Total ROI: -84.07 %
CAGR: -20.05 % Max. DD: 93.41 %
System Score: -12.463 Sharpe Ratio: -1.117
Start Date: 2017-09-15 End Date: 2025-11-28
Total days: 2996
Commissions: 813.25 Comm.% P/L 10.71 %
Total Transactions: 780 Log. Linearity: 85.341 %
Total enabled Long enabled Short UTSL DUSL
Total Profit/Loss -7593.68 -2795.19 -4798.49 -204.59 -7389.09
Total Profit 13689.59 8106.84 5582.75 10849.53 11557.79
Total Loss 21283.27 10902.04 10381.24 11054.12 18946.88
Profit Factor 0.64 0.74 0.54 0.98 0.61
Trades 195 103 92 195 195
Winning Trades 121 67 54 110 106
Losing Trades 74 36 38 85 89
% Profitable 62.00 65.00 58.00 56.00 54.00
Profit/Loss Per Trade % -0.69 -0.38 -1.03 -0.17 -0.69
Profit Per Trade % 4.12 4.21 4.01 3.69 4.13
Loss Per Trade % 7.25 7.58 6.94 4.64 5.51
Days In Trade 1331 653 678 1331 1331
Days In Trade (Avg. Per Trade) 6.83 6.34 7.37 6.83 6.83
% Days In Trade 44.43 21.80 22.63 44.43 44.43
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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.