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Model: Ratio
HQ Backtest QQQ vs SPY
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
QQQ Invesco QQQ Trust 0.0043 425.07 48266487
SPY SPDR S&P 500 ETF Trust 0.0114 505.65 77217642
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: 100.0 Margin Req. 2: 100.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10230.30
Total net P/L: 230.30 Total ROI: 2.30 %
CAGR: 0.46 % Max. DD: 5.74 %
System Score: 0.035 Sharpe Ratio: 0.360
Start Date: 2017-01-02 End Date: 2021-12-31
Total days: 1824
Commissions: 280.00 Comm.% P/L 54.87 %
Total Transactions: 280 Log. Linearity: 42.533 %
Total enabled Long enabled Short QQQ SPY
Total Profit/Loss 510.30 873.99 -363.69 2130.43 -1620.13
Total Profit 2340.65 1230.68 1109.97 5694.64 2978.04
Total Loss 1830.35 356.69 1473.66 3564.21 4598.17
Profit Factor 1.28 3.45 0.75 1.60 0.65
Trades 70 27 43 70 70
Winning Trades 48 23 25 37 38
Losing Trades 22 4 18 33 32
% Profitable 68.00 85.00 58.00 52.00 54.00
Profit/Loss Per Trade % 0.07 0.32 -0.09 0.29 -0.25
Profit Per Trade % 0.48 0.53 0.44 1.51 0.78
Loss Per Trade % 0.82 0.86 0.81 1.07 1.40
Days In Trade 894 265 629 894 894
Days In Trade (Avg. Per Trade) 12.77 9.81 14.63 12.77 12.77
% Days In Trade 49.01 14.53 34.48 49.01 49.01
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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.