| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| CME | CME Group Inc | Financial Services | Financial Data & Stock Exchanges | 100788 | 0.018 | 279.5 | 2157442 |
| COIN | Coinbase Global Inc | Financial Services | Financial Data & Stock Exchanges | 65028 | 241.15 | 11031084 |
| 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: | 759.22 |
| Total net P/L: | -9240.78 | Total ROI: | -92.41 % |
| CAGR: | -43.27 % | Max. DD: | 94.46 % |
| System Score: | -28.752 | Sharpe Ratio: | -1.086 |
| Start Date: | 2021-06-15 | End Date: | 2025-12-31 |
| Total days: | 1660 | ||
| Commissions: | 752.55 | Comm.% P/L | 8.87 % |
| Total Transactions: | 748 | Log. Linearity: | 87.262 % |
| Total | Long |
Short |
CME | COIN | |
|---|---|---|---|---|---|
| Total Profit/Loss | -8488.23 | -6857.07 | -1631.16 | 3548.45 | -12036.68 |
| Total Profit | 32024.64 | 13732.58 | 18292.06 | 10017.28 | 30937.32 |
| Total Loss | 40512.87 | 20589.65 | 19923.22 | 6468.83 | 42974.00 |
| Profit Factor | 0.79 | 0.67 | 0.92 | 1.55 | 0.72 |
| Trades | 187 | 89 | 98 | 187 | 187 |
| Winning Trades | 121 | 58 | 63 | 105 | 120 |
| Losing Trades | 66 | 31 | 35 | 82 | 67 |
| % Profitable | 64.00 | 65.00 | 64.00 | 56.00 | 64.00 |
| Profit/Loss Per Trade % | -1.18 | -2.41 | -0.05 | 0.19 | -1.43 |
| Profit Per Trade % | 4.36 | 3.86 | 4.82 | 1.37 | 4.26 |
| Loss Per Trade % | 9.30 | 11.16 | 7.67 | 1.28 | 9.45 |
| Days In Trade | 874 | 401 | 473 | 874 | 874 |
| Days In Trade (Avg. Per Trade) | 4.67 | 4.51 | 4.83 | 4.67 | 4.67 |
| % Days In Trade | 52.65 | 24.16 | 28.49 | 52.65 | 52.65 |