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Model: Residual
HQ Backtest SOXL vs SOXS
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SOXL Direxion Daily Semiconductor Bull 3X Shares 0.0081 151.75 84005083
SOXS Direxion Daily Semiconductor Bear 3X Shares 0.0288 9.95 46975533
Entry Threshold: 1.70 Exit Threshold: -0.50
Max Duration: 60 Entry Mode: Uptick Reversals:
Inverted: n/a Transformed: SOXS A=1000.0 B=0.1
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: 147902.46
Total net P/L: 137902.46 Total ROI: 1379.02 %
CAGR: 1423.84 % Max. DD: 67.83 %
System Score: 531.238 Sharpe Ratio: 2.557
Start Date: 2023-01-02 End Date: 2023-12-29
Total days: 361
Commissions: 245.97 Comm.% P/L 0.18 %
Total Transactions: 32 Log. Linearity: 71.991 %
Total enabled Long enabled Short SOXL SOXS
Total Profit/Loss 138148.43 138148.43 0.00 66848.24 71300.19
Total Profit 140889.60 140889.60 0.00 73191.62 71300.19
Total Loss 2741.17 2741.17 0.00 6343.38 0.00
Profit Factor 51.40 51.40 0.00 11.54 0.00
Trades 8 8 0 8 8
Winning Trades 7 7 0 6 8
Losing Trades 1 1 0 2 0
% Profitable 87.00 87.00 0.00 75.00 100.00
Profit/Loss Per Trade % 40.12 40.12 0.00 20.57 21.26
Profit Per Trade % 47.92 47.92 0.00 30.43 21.26
Loss Per Trade % 4.08 4.08 0.00 4.76 0.00
Days In Trade 327 327 0 327 327
Days In Trade (Avg. Per Trade) 40.88 40.88 0.00 40.88 40.88
% Days In Trade 90.58 90.58 0.00 90.58 90.58
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.