| Model: | Kalman-grid-v2 |
| 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 | Long |
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 |