| 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 | |
| CME | CME Group Inc | Financial Services | Financial Data & Stock Exchanges | 100788 | 0.018 | 279.5 | 2157442 |
| 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: | 801.33 |
| Total net P/L: | -9198.67 | Total ROI: | -91.99 % |
| CAGR: | -42.59 % | Max. DD: | 94.36 % |
| System Score: | -30.376 | Sharpe Ratio: | -1.059 |
| Start Date: | 2021-06-15 | End Date: | 2025-12-31 |
| Total days: | 1660 | ||
| Commissions: | 758.15 | Comm.% P/L | 8.98 % |
| Total Transactions: | 756 | Log. Linearity: | 89.345 % |
| Total | Long |
Short |
COIN | CME | |
|---|---|---|---|---|---|
| Total Profit/Loss | -8440.52 | -3845.13 | -4595.39 | -11871.55 | 3431.02 |
| Total Profit | 29013.07 | 15767.78 | 13245.28 | 28391.44 | 9640.69 |
| Total Loss | 37453.59 | 19612.91 | 17840.67 | 40262.99 | 6209.66 |
| Profit Factor | 0.77 | 0.80 | 0.74 | 0.71 | 1.55 |
| Trades | 189 | 99 | 90 | 189 | 189 |
| Winning Trades | 124 | 65 | 59 | 122 | 104 |
| Losing Trades | 65 | 34 | 31 | 67 | 85 |
| % Profitable | 65.00 | 65.00 | 65.00 | 64.00 | 55.00 |
| Profit/Loss Per Trade % | -1.13 | -0.17 | -2.18 | -1.38 | 0.18 |
| Profit Per Trade % | 4.22 | 4.65 | 3.75 | 4.19 | 1.41 |
| Loss Per Trade % | 9.34 | 8.19 | 10.62 | 9.42 | 1.28 |
| Days In Trade | 887 | 482 | 405 | 887 | 887 |
| Days In Trade (Avg. Per Trade) | 4.69 | 4.87 | 4.50 | 4.69 | 4.69 |
| % Days In Trade | 53.43 | 29.04 | 24.40 | 53.43 | 53.43 |