Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPY | SPDR S&P 500 ETF Trust | 0.0208 | 420.02 | 85835558 | |||
SPXS | Direxion Daily S&P 500® Bear 3X Shares | 0.0134 | 16.64 | 26191124 |
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: | -619.58 |
Total net P/L: | -10619.58 | Total ROI: | -106.20 % |
CAGR: | 0.00 % | Max. DD: | 105.91 % |
System Score: | 0.000 | Sharpe Ratio: | -1.279 |
Start Date: | 2017-01-02 | End Date: | 2022-08-31 |
Total days: | 2067 | ||
Commissions: | 220.00 | Comm.% P/L | 2.12 % |
Total Transactions: | 220 | Log. Linearity: | 74.195 % |
Total | ![]() |
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SPY | SPXS | |
---|---|---|---|---|---|
Total Profit/Loss | -10399.58 | -8452.58 | -1947.00 | -2495.02 | -7904.56 |
Total Profit | 18469.78 | 8493.79 | 9975.99 | 4760.16 | 13855.99 |
Total Loss | 28869.36 | 16946.37 | 11922.99 | 7255.18 | 21760.55 |
Profit Factor | 0.64 | 0.50 | 0.84 | 0.66 | 0.64 |
Trades | 55 | 20 | 35 | 55 | 55 |
Winning Trades | 33 | 16 | 17 | 31 | 33 |
Losing Trades | 22 | 4 | 18 | 24 | 22 |
% Profitable | 60.00 | 80.00 | 48.00 | 56.00 | 60.00 |
Profit/Loss Per Trade % | 0.00 | 0.00 | -0.60 | -0.45 | -2.85 |
Profit Per Trade % | 5.13 | 5.00 | 5.25 | 1.42 | 3.85 |
Loss Per Trade % | 10.14 | 32.66 | 5.68 | 2.56 | 7.81 |
Days In Trade | 732 | 195 | 537 | 732 | 732 |
Days In Trade (Avg. Per Trade) | 13.31 | 9.75 | 15.34 | 13.31 | 13.31 |
% Days In Trade | 35.41 | 9.43 | 25.98 | 35.41 | 35.41 |