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Model: Ratio
HQ Backtest DIA vs QQQ
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
DIA SPDR Dow Jones Industrial Average ETF NYSEARCA 23000 1.03 92.24 253.04 0 0
QQQ PowerShares QQQ Trust, Series 1 (ETF) Financial NASDAQ 64320 1.14 375.85 165.9 54550000 31180000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 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: 9404.34
Total net P/L: -595.66 Total ROI: -5.96 %
CAGR: -1.13 % Max. DD: 14.25 %
System Score: -0.001 Sharpe Ratio: -0.328
Start Date: 2014-01-02 End Date: 2019-05-31
Total days: 1975
Commissions: 336.00 Comm.% P/L 129.40 %
Total Transactions: 336 Log. Linearity: 7.762 %
Total enabled Long enabled Short DIA QQQ
Total Profit/Loss -259.66 -1111.99 852.33 508.86 -768.52
Total Profit 4379.36 2159.11 2220.25 7206.78 8205.01
Total Loss 4639.02 3271.10 1367.92 6697.91 8973.53
Profit Factor 0.94 0.66 1.62 1.08 0.91
Trades 84 48 36 84 84
Winning Trades 58 31 27 44 47
Losing Trades 26 17 9 40 37
% Profitable 69.00 64.00 75.00 52.00 55.00
Profit/Loss Per Trade % -0.03 -0.25 0.26 0.04 -0.12
Profit Per Trade % 0.81 0.75 0.88 1.73 1.85
Loss Per Trade % 1.86 2.02 1.56 1.77 2.55
Days In Trade 1050 653 397 1050 1050
Days In Trade (Avg. Per Trade) 12.50 13.60 11.03 12.50 12.50
% Days In Trade 53.16 33.06 20.10 53.16 53.16
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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.