Experiment | Model | Stock | Stop Loss | Limit | Limit Max | Gain | Price Gain | Max Drawdown | Min Gain | Min Trade Gain | Max Gain | Max Trade Gain | Sharpe ratio | Sortino ratio | Profit trades | Loss trades | P/D ratio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
OPT_ALP_RHILO_30MIN_LAST_ETF_ATR12 | model_OPT_ALP_RHILO_30MIN_LAST_ATR12_ex19_7 | SOXL | 10.00% | 0 | 10 | ▲+1,205.85% | ▲+1.39% | 30.57% | -13.28% | -11.43% | 1,483.73% | 28.20% | 3.24 | 5.85 | 365.00 | 337.00 | 39.45 | |
OPT_ALP_RHILO_30MIN_LAST_ETF_ATR12 | model_OPT_ALP_RHILO_30MIN_LAST_ATR12_ex19_7 | SOXL | 5.00% | 0 | 10 | ▲+1,111.61% | ▲+1.39% | 34.33% | -11.61% | -11.43% | 1,306.84% | 28.20% | 3.23 | 6.54 | 362.00 | 340.00 | 32.38 | |
OPT_ALP_2025_1DAY_LAST_ETF_ATR18 | model_OPT_ALP_RHILO_30MIN_LAST_ATR18_ex13_5 | NUGT | 7.00% | 0 | 10 | ▲+1,104.09% | ▲+179.73% | 7.00% | 28.35% | -7.00% | 1,104.09% | 56.43% | 4.06 | 13.42 | 30.00 | 3.00 | 157.73 |