Our backtest result from 2016-08-22 to 2024-03-15 using historical data from polygon.
KPIs since 2016-08-22
2016-08-22 to 2024-03-15 SPY Strategy CAGR 8.04 % 36.92 % Profit Factor 1.15 1.32 Profit Ratio 0.78 0.75 Payoff Ratio 0.95 1.0 Sharpe Ratio 0.7 1.41 Max Drawdown -34.1 % -24.78 % Anualized Volatility 18.61 % 37.12 %
Symbol Trade Statistics
Symbol Win Loss Total Winrate DIG 114 84 198 57.6 % TMF 141 59 200 70.5 % TQQQ 221 90 311 71.1 % UDOW 180 69 249 72.3 % UGL 107 70 177 60.5 % UMDD 183 90 273 67.0 % UPRO 192 74 266 72.2 % URTY 222 96 318 69.8 %
Strategies Trade Statistics
Symbol Strategy Win Loss Total Winrate Profit Avg. Days in Trade TQQQ 1.66.129 83 31 114 72.8 % $282,192.91 10.0 TQQQ 1.19.138 38 17 55 69.1 % $77,204.83 5.0 TQQQ 2.16.177 38 19 57 66.7 % $47,508.26 4.0 TQQQ 4.29.125(1) 62 23 85 72.9 % $130,103.40 6.0 UPRO 2.14.180 60 18 78 76.9 % $127,146.52 10.0 UPRO 3.58.109 59 23 82 72.0 % $87,256.09 6.0 UPRO 1.32.119 73 33 106 68.9 % $185,107.35 9.0 UMDD 2.34.176 46 21 67 68.7 % $207,689.98 19.0 UMDD 2.31.107 36 20 56 64.3 % $27,789.02 19.0 UMDD 3.9.140(1) 55 27 82 67.1 % $-6,530.45 12.0 UMDD 3.10.113 46 22 68 67.6 % $234,590.08 19.0 URTY 1.32.144 40 17 57 70.2 % $198,947.09 15.0 URTY 2.52.137 56 20 76 73.7 % $172,186.90 6.0 URTY 1.30.106 77 35 112 68.8 % $151,165.66 6.0 URTY 1.84.102 49 24 73 67.1 % $58,489.27 6.0 UDOW 2.21.144 36 17 53 67.9 % $65,396.17 24.0 UDOW 3.14.113 49 17 66 74.2 % $222,706.77 19.0 UDOW 1.29.145 43 15 58 74.1 % $49,662.57 5.0 UDOW 4.63.110 52 20 72 72.2 % $152,772.75 10.0 DIG 1.38.99 44 37 81 54.3 % $45,961.87 7.0 DIG 1.42.105 33 19 52 63.5 % $159,094.42 11.0 DIG 3.67.110 37 28 65 56.9 % $77,117.92 8.0 TMF 2.47.191 49 23 72 68.1 % $55,332.31 4.0 TMF 3.27.167 38 18 56 67.9 % $44,245.40 7.0 TMF 3.51.174 54 18 72 75.0 % $86,793.70 4.0 UGL 1.85.122 40 22 62 64.5 % $57,582.49 6.0 UGL 2.20.170 31 21 52 59.6 % $36,876.40 6.0 UGL 4.29.113 36 27 63 57.1 % $-2,116.34 7.0 Total Profit $3,032,273.34
Returns ETF Strategy vs. SPY
Monthy Returns
Yearly Returns
Drawdown
