Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
FNGS | MicroSectors FANG+ ETN | 58.54 | 163293 | ||||
QQQ | Invesco QQQ Trust | 0.0034 | 509.24 | 37845593 |
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: | 8854.41 |
Total net P/L: | -1145.59 | Total ROI: | -11.46 % |
CAGR: | -4.17 % | Max. DD: | 22.55 % |
System Score: | -0.000 | Sharpe Ratio: | -0.510 |
Start Date: | 2020-01-23 | End Date: | 2022-11-30 |
Total days: | 1042 | ||
Commissions: | 202.11 | Comm.% P/L | 21.42 % |
Total Transactions: | 136 | Log. Linearity: | 4.659 % |
Total | ![]() |
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FNGS | QQQ | |
---|---|---|---|---|---|
Total Profit/Loss | -943.48 | 675.26 | -1618.74 | 541.94 | -1485.42 |
Total Profit | 2987.74 | 2101.99 | 885.75 | 8461.17 | 5491.22 |
Total Loss | 3931.22 | 1426.73 | 2504.50 | 7919.23 | 6976.64 |
Profit Factor | 0.76 | 1.47 | 0.35 | 1.07 | 0.79 |
Trades | 34 | 17 | 17 | 34 | 34 |
Winning Trades | 20 | 13 | 7 | 17 | 16 |
Losing Trades | 14 | 4 | 10 | 17 | 18 |
% Profitable | 58.00 | 76.00 | 41.00 | 50.00 | 47.00 |
Profit/Loss Per Trade % | -0.29 | 0.45 | -1.03 | 0.05 | -0.65 |
Profit Per Trade % | 1.71 | 1.87 | 1.41 | 5.60 | 3.77 |
Loss Per Trade % | 3.02 | 3.99 | 2.63 | 5.04 | 4.33 |
Days In Trade | 461 | 196 | 265 | 461 | 461 |
Days In Trade (Avg. Per Trade) | 13.56 | 11.53 | 15.59 | 13.56 | 13.56 |
% Days In Trade | 44.24 | 18.81 | 25.43 | 44.24 | 44.24 |