Model: | Ratio |
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 | ![]() |
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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 |