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Model: Ratio
HQ Backtest FB vs QQQ
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
FB Facebook Inc Technology NASDAQ 502570 0.73 2328.74 166.14 13170000 9120000
QQQ PowerShares QQQ Trust, Series 1 (ETF) Financial NASDAQ 52350 1.14 357.19 142.85 33910000 28450000
Entry Threshold: 2.00 Exit Threshold: 0.50
Max Duration: 15 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 6665.24
Total net P/L: -3334.76 Total ROI: -33.35 %
CAGR: -7.77 % Max. DD: 39.48 %
System Score: -1.105 Sharpe Ratio: -0.737
Start Date: 2012-07-26 End Date: 2017-07-31
Total days: 1831
Commissions: 349.92 Comm.% P/L 11.72 %
Total Transactions: 324 Log. Linearity: 52.198 %
Total enabled Long enabled Short FB QQQ
Total Profit/Loss -2984.84 -604.43 -2380.41 -3432.03 447.19
Total Profit 8842.53 3493.58 5348.95 10394.66 5656.87
Total Loss 11827.37 4098.01 7729.36 13826.69 5209.68
Profit Factor 0.75 0.85 0.69 0.75 1.09
Trades 81 29 52 81 81
Winning Trades 54 19 35 52 42
Losing Trades 27 10 17 29 39
% Profitable 66.00 65.00 67.00 64.00 51.00
Profit/Loss Per Trade % -0.44 -0.20 -0.58 -0.52 -0.00
Profit Per Trade % 2.13 2.44 1.97 2.68 1.75
Loss Per Trade % 5.20 4.90 5.38 5.71 1.83
Days In Trade 810 292 518 810 810
Days In Trade (Avg. Per Trade) 10.00 10.07 9.96 10.00 10.00
% Days In Trade 44.24 15.95 28.29 44.24 44.24
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Trade Log
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G+ 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.