| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPXL | Direxion Daily S&P500® Bull 3X Shares | 0.02 | 273.08 | 3117416 | |||
| SPXS | Direxion Daily S&P 500® Bear 3X Shares | 0.0134 | 27 | 9958766 |
| 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: | -5830.85 |
| Total net P/L: | -15830.85 | Total ROI: | -158.31 % |
| CAGR: | 0.00 % | Max. DD: | 124.15 % |
| System Score: | 0.000 | Sharpe Ratio: | -0.916 |
| Start Date: | 2015-01-14 | End Date: | 2020-08-31 |
| Total days: | 2056 | ||
| Commissions: | 781.02 | Comm.% P/L | 5.19 % |
| Total Transactions: | 320 | Log. Linearity: | 21.200 % |
| Total | Long |
Short |
SPXL | SPXS | |
|---|---|---|---|---|---|
| Total Profit/Loss | -15049.83 | -7233.58 | -7816.24 | -7974.23 | -7075.60 |
| Total Profit | 59658.70 | 33824.43 | 25834.28 | 29335.06 | 30610.68 |
| Total Loss | 74708.53 | 41058.01 | 33650.52 | 37309.29 | 37686.28 |
| Profit Factor | 0.80 | 0.82 | 0.77 | 0.79 | 0.81 |
| Trades | 80 | 34 | 46 | 80 | 80 |
| Winning Trades | 50 | 27 | 23 | 50 | 51 |
| Losing Trades | 30 | 7 | 23 | 30 | 29 |
| % Profitable | 62.00 | 79.00 | 50.00 | 62.00 | 63.00 |
| Profit/Loss Per Trade % | 0.00 | 0.00 | -1.24 | -1.06 | -1.60 |
| Profit Per Trade % | 8.23 | 9.07 | 7.26 | 4.09 | 4.16 |
| Loss Per Trade % | 13.84 | 32.55 | 8.69 | 7.34 | 7.52 |
| Days In Trade | 1039 | 331 | 708 | 1039 | 1039 |
| Days In Trade (Avg. Per Trade) | 12.99 | 9.74 | 15.39 | 12.99 | 12.99 |
| % Days In Trade | 50.54 | 16.10 | 34.44 | 50.54 | 50.54 |