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Model: Ratio
HQ Backtest QQQ vs TQQQ
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
QQQ Invesco QQQ Trust 0.0029 589.5 45717922
TQQQ ProShares UltraPro QQQ 0.0006 97.07 76270402
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 14 MA Type: SMA StdDev Period: 14
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 4 Model Version: n/a Bid-Ask 0.00 / 0.00
Initial Capital: 10000.00 Final Equity: 19422.77
Total net P/L: 9422.77 Total ROI: 94.23 %
CAGR: 12.85 % Max. DD: 29.63 %
System Score: 5.280 Sharpe Ratio: 1.446
Start Date: 2011-01-03 End Date: 2016-06-30
Total days: 2005
Commissions: 486.03 Comm.% P/L 4.91 %
Total Transactions: 348 Log. Linearity: 74.350 %
Total enabled Long enabled Short QQQ TQQQ
Total Profit/Loss 9908.80 -1009.76 10918.55 -5956.02 15864.82
Total Profit 31141.48 10169.99 20971.49 10127.88 47225.38
Total Loss 21232.68 11179.75 10052.93 16083.90 31360.56
Profit Factor 1.47 0.91 2.09 0.63 1.51
Trades 87 40 47 87 87
Winning Trades 61 23 38 26 61
Losing Trades 26 17 9 61 26
% Profitable 70.00 57.00 80.00 29.00 70.00
Profit/Loss Per Trade % 0.81 -0.11 1.60 -0.59 1.19
Profit Per Trade % 3.73 3.40 3.92 2.67 5.64
Loss Per Trade % 5.55 4.60 7.38 1.93 8.16
Days In Trade 1046 570 476 1046 1046
Days In Trade (Avg. Per Trade) 12.02 14.25 10.13 12.02 12.02
% Days In Trade 52.17 28.43 23.74 52.17 52.17
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Trade Log
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FB LN TW

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.