Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TQQQ | ProShares UltraPro QQQ | 0.0006 | 53.71 | 88725188 | |||
SQQQ | ProShares UltraPro Short QQQ | 0.0355 | 11.81 | 130796730 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Uptick | Reversals: | |
Inverted: | SQQQ | Transformed: | n/a | A=1000.0 B=0.1 | |
MA Period: | 100 | 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: | 5574.85 |
Total net P/L: | -4425.15 | Total ROI: | -44.25 % |
CAGR: | -10.40 % | Max. DD: | 49.34 % |
System Score: | -6.061 | Sharpe Ratio: | -1.500 |
Start Date: | 2017-01-02 | End Date: | 2022-04-29 |
Total days: | 1943 | ||
Commissions: | 285.42 | Comm.% P/L | 6.89 % |
Total Transactions: | 140 | Log. Linearity: | 83.542 % |
Total | Long | Short | TQQQ | SQQQ | |
---|---|---|---|---|---|
Total Profit/Loss | -4139.73 | -4185.12 | 45.39 | -14062.78 | 9923.05 |
Total Profit | 1661.08 | 340.18 | 1320.90 | 5040.00 | 17716.58 |
Total Loss | 5800.81 | 4525.30 | 1275.51 | 19102.78 | 7793.53 |
Profit Factor | 0.29 | 0.08 | 1.04 | 0.26 | 2.27 |
Trades | 35 | 8 | 27 | 35 | 35 |
Winning Trades | 16 | 3 | 13 | 7 | 26 |
Losing Trades | 19 | 5 | 14 | 28 | 9 |
% Profitable | 45.00 | 37.00 | 48.00 | 20.00 | 74.00 |
Profit/Loss Per Trade % | -1.56 | -7.26 | 0.20 | -5.90 | 3.44 |
Profit Per Trade % | 1.61 | 1.62 | 1.61 | 8.67 | 9.05 |
Loss Per Trade % | 3.46 | 10.42 | 1.09 | 8.78 | 10.16 |
Days In Trade | 666 | 137 | 529 | 666 | 666 |
Days In Trade (Avg. Per Trade) | 19.03 | 17.12 | 19.59 | 19.03 | 19.03 |
% Days In Trade | 34.28 | 7.05 | 27.23 | 34.28 | 34.28 |