| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QQQ | Invesco QQQ Trust | 0.0027 | 674.15 | 55827577 | |||
| TQQQ | ProShares UltraPro QQQ | 0.0006 | 65.3 | 105755416 |
| 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 | Long |
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 |