| Model: | Residual |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
| Regression Per: | 15 | ||||
| Margin Req. 1: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 11834.45 |
| Total net P/L: | 1834.45 | Total ROI: | 18.34 % |
| CAGR: | 12.52 % | Max. DD: | 19.38 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.798 |
| Start Date: | 2024-09-24 | End Date: | 2026-02-27 |
| Total days: | 521 | ||
| Commissions: | 13.42 | Comm.% P/L | 0.73 % |
| Total Transactions: | 8 | Log. Linearity: | 2.312 % |
| Total | Long |
Short |
SPYB | VIXY | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1847.87 | 1847.87 | 0.00 | 515.16 | 1332.71 |
| Total Profit | 2765.55 | 2765.55 | 0.00 | 991.11 | 1774.44 |
| Total Loss | 917.68 | 917.68 | 0.00 | 475.95 | 441.73 |
| Profit Factor | 3.01 | 3.01 | 0.00 | 2.08 | 4.02 |
| Trades | 2 | 2 | 0 | 2 | 2 |
| Winning Trades | 1 | 1 | 0 | 1 | 1 |
| Losing Trades | 1 | 1 | 0 | 1 | 1 |
| % Profitable | 50.00 | 50.00 | 0.00 | 50.00 | 50.00 |
| Profit/Loss Per Trade % | 8.85 | 8.85 | 0.00 | 2.87 | 6.62 |
| Profit Per Trade % | 27.66 | 27.66 | 0.00 | 9.91 | 17.75 |
| Loss Per Trade % | 7.19 | 7.19 | 0.00 | 3.73 | 3.46 |
| Days In Trade | 25 | 25 | 0 | 25 | 25 |
| Days In Trade (Avg. Per Trade) | 12.50 | 12.50 | 0.00 | 12.50 | 12.50 |
| % Days In Trade | 4.80 | 4.80 | 0.00 | 4.80 | 4.80 |