Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
SPY | SPDR SP 500 ETF | NYSEARCA | 244920 | 1.01 | 956.31 | 248.59 | 0 | 13380000 | |
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: | Simple | Reversals: | |
MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
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: | 9619.47 |
Total net P/L: | -380.53 | Total ROI: | -3.81 % |
CAGR: | -0.70 % | Max. DD: | 14.54 % |
System Score: | -0.001 | Sharpe Ratio: | -0.273 |
Start Date: | 2014-01-02 | End Date: | 2019-06-28 |
Total days: | 2003 | ||
Commissions: | 276.00 | Comm.% P/L | 264.05 % |
Total Transactions: | 276 | Log. Linearity: | 9.885 % |
Total | ![]() |
![]() |
SPY | QQQ | |
---|---|---|---|---|---|
Total Profit/Loss | -104.53 | -1152.57 | 1048.05 | -2281.69 | 2177.16 |
Total Profit | 3466.34 | 1445.78 | 2020.56 | 5407.97 | 9806.44 |
Total Loss | 3570.87 | 2598.36 | 972.51 | 7689.65 | 7629.28 |
Profit Factor | 0.97 | 0.56 | 2.08 | 0.70 | 1.29 |
Trades | 69 | 42 | 27 | 69 | 69 |
Winning Trades | 45 | 25 | 20 | 28 | 39 |
Losing Trades | 24 | 17 | 7 | 41 | 30 |
% Profitable | 65.00 | 59.00 | 74.00 | 40.00 | 56.00 |
Profit/Loss Per Trade % | -0.01 | -0.30 | 0.43 | -0.40 | 0.31 |
Profit Per Trade % | 0.83 | 0.62 | 1.08 | 2.02 | 2.67 |
Loss Per Trade % | 1.56 | 1.62 | 1.43 | 1.98 | 2.67 |
Days In Trade | 1046 | 687 | 359 | 1046 | 1046 |
Days In Trade (Avg. Per Trade) | 15.16 | 16.36 | 13.30 | 15.16 | 15.16 |
% Days In Trade | 52.22 | 34.30 | 17.92 | 52.22 | 52.22 |