| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| UPRO | ProShares UltraPro S&P500 | 0 | 125.62 | 4747547 | |||
| SPXU | ProShares UltraPro Short S&P500 | 0 | 43.37 | 7588947 |
| 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: | 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: | 65887.96 |
| Total net P/L: | 55887.96 | Total ROI: | 558.88 % |
| CAGR: | 43.32 % | Max. DD: | 74.22 % |
| System Score: | 4.155 | Sharpe Ratio: | 1.833 |
| Start Date: | 2021-01-04 | End Date: | 2026-03-31 |
| Total days: | 1912 | ||
| Commissions: | 785.83 | Comm.% P/L | 1.39 % |
| Total Transactions: | 340 | Log. Linearity: | 45.775 % |
| Total | Long |
Short |
UPRO | SPXU | |
|---|---|---|---|---|---|
| Total Profit/Loss | 56673.79 | 61868.76 | -5194.97 | 25214.06 | 31459.73 |
| Total Profit | 193404.27 | 118744.87 | 74659.40 | 93342.68 | 100471.48 |
| Total Loss | 136730.48 | 56876.10 | 79854.38 | 68128.62 | 69011.75 |
| Profit Factor | 1.41 | 2.09 | 0.93 | 1.37 | 1.46 |
| Trades | 85 | 38 | 47 | 85 | 85 |
| Winning Trades | 56 | 31 | 25 | 56 | 56 |
| Losing Trades | 29 | 7 | 22 | 29 | 29 |
| % Profitable | 65.00 | 81.00 | 53.00 | 65.00 | 65.00 |
| Profit/Loss Per Trade % | 2.27 | 6.80 | -1.25 | 1.29 | 1.48 |
| Profit Per Trade % | 11.03 | 12.57 | 9.15 | 5.40 | 5.72 |
| Loss Per Trade % | 11.65 | 13.86 | 10.96 | 5.90 | 6.00 |
| Days In Trade | 1015 | 329 | 686 | 1015 | 1015 |
| Days In Trade (Avg. Per Trade) | 11.94 | 8.66 | 14.60 | 11.94 | 11.94 |
| % Days In Trade | 53.09 | 17.21 | 35.88 | 53.09 | 53.09 |