Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TQQQ | ProShares UltraPro QQQ | 0.0006 | 44.3 | 114982242 | |||
SOXL | Direxion Daily Semiconductor Bull 3X Shares | 0.0081 | 23.18 | 65916133 |
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: | 8205.30 |
Total net P/L: | -1794.70 | Total ROI: | -17.95 % |
CAGR: | -3.49 % | Max. DD: | 45.36 % |
System Score: | -0.000 | Sharpe Ratio: | 0.186 |
Start Date: | 2017-01-02 | End Date: | 2022-07-29 |
Total days: | 2034 | ||
Commissions: | 1039.25 | Comm.% P/L | 137.57 % |
Total Transactions: | 308 | Log. Linearity: | 0.072 % |
Total | ![]() |
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TQQQ | SOXL | |
---|---|---|---|---|---|
Total Profit/Loss | -755.45 | -6663.86 | 5908.40 | -1127.92 | 372.47 |
Total Profit | 21322.16 | 7206.56 | 14115.61 | 33228.63 | 49879.14 |
Total Loss | 22077.61 | 13870.41 | 8207.20 | 34356.55 | 49506.68 |
Profit Factor | 0.97 | 0.52 | 1.72 | 0.97 | 1.01 |
Trades | 77 | 33 | 44 | 77 | 77 |
Winning Trades | 48 | 17 | 31 | 33 | 47 |
Losing Trades | 29 | 16 | 13 | 44 | 30 |
% Profitable | 62.00 | 51.00 | 70.00 | 42.00 | 61.00 |
Profit/Loss Per Trade % | -0.11 | -2.00 | 1.33 | -0.95 | -1.09 |
Profit Per Trade % | 4.93 | 4.67 | 5.07 | 10.53 | 11.34 |
Loss Per Trade % | 7.67 | 8.31 | 6.88 | 8.22 | 16.78 |
Days In Trade | 985 | 454 | 531 | 985 | 985 |
Days In Trade (Avg. Per Trade) | 12.79 | 13.76 | 12.07 | 12.79 | 12.79 |
% Days In Trade | 48.43 | 22.32 | 26.11 | 48.43 | 48.43 |