| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| COIN | Coinbase Global Inc | Financial Services | Financial Data & Stock Exchanges | 65028 | 241.15 | 11031084 | |
| CBOE | Cboe Global Markets Inc | Financial Services | Financial Data & Stock Exchanges | 28626 | 0.0096 | 273.55 | 849510 |
| Entry Threshold: | 1.10 | Exit Threshold: | 0.90 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 10 | MA Type: | EMA | StdDev Period: | 10 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 1153.28 |
| Total net P/L: | -8846.72 | Total ROI: | -88.47 % |
| CAGR: | -37.81 % | Max. DD: | 93.95 % |
| System Score: | -28.686 | Sharpe Ratio: | -0.672 |
| Start Date: | 2021-06-15 | End Date: | 2025-12-31 |
| Total days: | 1660 | ||
| Commissions: | 776.76 | Comm.% P/L | 9.63 % |
| Total Transactions: | 776 | Log. Linearity: | 91.208 % |
| Total | Long |
Short |
COIN | CBOE | |
|---|---|---|---|---|---|
| Total Profit/Loss | -8069.96 | -4055.75 | -4014.21 | -11756.20 | 3686.24 |
| Total Profit | 35392.31 | 19234.52 | 16157.79 | 34424.11 | 11779.80 |
| Total Loss | 43462.28 | 23290.28 | 20172.00 | 46180.31 | 8093.56 |
| Profit Factor | 0.81 | 0.83 | 0.80 | 0.75 | 1.46 |
| Trades | 194 | 105 | 89 | 194 | 194 |
| Winning Trades | 128 | 71 | 57 | 123 | 108 |
| Losing Trades | 66 | 34 | 32 | 71 | 86 |
| % Profitable | 65.00 | 67.00 | 64.00 | 63.00 | 55.00 |
| Profit/Loss Per Trade % | -0.97 | -0.18 | -1.89 | -1.21 | 0.20 |
| Profit Per Trade % | 4.31 | 4.50 | 4.07 | 4.36 | 1.65 |
| Loss Per Trade % | 9.51 | 8.55 | 10.54 | 9.21 | 1.57 |
| Days In Trade | 888 | 506 | 382 | 888 | 888 |
| Days In Trade (Avg. Per Trade) | 4.58 | 4.82 | 4.29 | 4.58 | 4.58 |
| % Days In Trade | 53.49 | 30.48 | 23.01 | 53.49 | 53.49 |