| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPDN | Direxion Daily S&P 500® Bear 1X Shares | 0 | 9.28 | 16193813 | |||
| EEM | iShares MSCI Emerging Markets ETF | 0.0128 | 60.34 | 26120396 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 16380.64 |
| Total net P/L: | 6380.63 | Total ROI: | 63.81 % |
| CAGR: | 10.39 % | Max. DD: | 9.66 % |
| System Score: | 8.034 | Sharpe Ratio: | 2.012 |
| Start Date: | 2021-01-04 | End Date: | 2025-12-31 |
| Total days: | 1822 | ||
| Commissions: | 521.30 | Comm.% P/L | 7.55 % |
| Total Transactions: | 296 | Log. Linearity: | 91.780 % |
| Total | Long |
Short |
SPDN | EEM | |
|---|---|---|---|---|---|
| Total Profit/Loss | 6901.93 | -580.36 | 7482.29 | 2846.41 | 4055.53 |
| Total Profit | 12789.14 | 4074.85 | 8714.29 | 6291.59 | 7608.66 |
| Total Loss | 5887.20 | 4655.20 | 1232.00 | 3445.18 | 3553.13 |
| Profit Factor | 2.17 | 0.88 | 7.07 | 1.83 | 2.14 |
| Trades | 74 | 34 | 40 | 74 | 74 |
| Winning Trades | 55 | 18 | 37 | 49 | 55 |
| Losing Trades | 19 | 16 | 3 | 25 | 19 |
| % Profitable | 74.00 | 52.00 | 92.00 | 66.00 | 74.00 |
| Profit/Loss Per Trade % | 0.72 | -0.14 | 1.46 | 0.30 | 0.43 |
| Profit Per Trade % | 1.80 | 1.70 | 1.85 | 0.99 | 1.07 |
| Loss Per Trade % | 2.31 | 2.15 | 3.19 | 1.02 | 1.38 |
| Days In Trade | 827 | 486 | 341 | 827 | 827 |
| Days In Trade (Avg. Per Trade) | 11.18 | 14.29 | 8.53 | 11.18 | 11.18 |
| % Days In Trade | 45.39 | 26.67 | 18.72 | 45.39 | 45.39 |