Model: | Residual |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
QQQM | Invesco NASDAQ 100 ETF | 0 | 127.61 | 963756 | |||
AAPL | Apple Inc | Technology | Consumer Electronics | 2520112 | 0.0058 | 159.28 | 78565433 |
Entry Threshold: | 2.00 | Exit Threshold: | 1.00 | ||
Max Duration: | 60 | Entry Mode: | Simple | Reversals: | |
Regression Per: | 180 | ||||
Margin Req. 1: | 10.0 | Margin Req. 2: | 10.0 | High Leverage | |
Version: | 5 | Model Version: | 2013.1 | Bid-Ask 0.10 / 0.10 |
Initial Capital: | 1000.00 | Final Equity: | 1101.65 |
Total net P/L: | 101.65 | Total ROI: | 10.16 % |
CAGR: | 9.53 % | Max. DD: | 40.68 % |
System Score: | 0.617 | Sharpe Ratio: | 0.465 |
Start Date: | 2022-01-03 | End Date: | 2023-01-26 |
Total days: | 388 | ||
Commissions: | 20.00 | Comm.% P/L | 16.44 % |
Total Transactions: | 20 | Log. Linearity: | 40.143 % |
Total | ![]() |
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QQQM | AAPL | |
---|---|---|---|---|---|
Total Profit/Loss | 121.65 | 121.65 | 0.00 | -1928.07 | 2049.72 |
Total Profit | 449.69 | 449.69 | 0.00 | 313.68 | 2242.12 |
Total Loss | 328.04 | 328.04 | 0.00 | 2241.75 | 192.40 |
Profit Factor | 1.37 | 1.37 | 0.00 | 0.14 | 11.65 |
Trades | 5 | 5 | 0 | 5 | 5 |
Winning Trades | 4 | 4 | 0 | 1 | 4 |
Losing Trades | 1 | 1 | 0 | 4 | 1 |
% Profitable | 80.00 | 80.00 | 0.00 | 20.00 | 80.00 |
Profit/Loss Per Trade % | 2.44 | 2.44 | 0.00 | -55.62 | 38.56 |
Profit Per Trade % | 13.86 | 13.86 | 0.00 | 47.10 | 63.71 |
Loss Per Trade % | 32.87 | 32.87 | 0.00 | 61.78 | 28.89 |
Days In Trade | 196 | 196 | 0 | 196 | 196 |
Days In Trade (Avg. Per Trade) | 39.20 | 39.20 | 0.00 | 39.20 | 39.20 |
% Days In Trade | 50.52 | 50.52 | 0.00 | 50.52 | 50.52 |