Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
QQQM | Invesco NASDAQ 100 ETF | 0 | 216.84 | 2465717 | |||
VOO | Vanguard S&P 500 ETF | 0.0099 | 547.72 | 6889635 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 100 | 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: | 9590.24 |
Total net P/L: | -409.76 | Total ROI: | -4.10 % |
CAGR: | -1.08 % | Max. DD: | 7.27 % |
System Score: | -0.216 | Sharpe Ratio: | -0.760 |
Start Date: | 2020-12-21 | End Date: | 2024-10-31 |
Total days: | 1410 | ||
Commissions: | 100.00 | Comm.% P/L | 32.28 % |
Total Transactions: | 100 | Log. Linearity: | 58.527 % |
Total | ![]() |
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QQQM | VOO | |
---|---|---|---|---|---|
Total Profit/Loss | -309.76 | -309.76 | 0.00 | -726.99 | 417.23 |
Total Profit | 521.29 | 521.29 | 0.00 | 1342.26 | 1568.10 |
Total Loss | 831.05 | 831.05 | 0.00 | 2069.25 | 1150.87 |
Profit Factor | 0.63 | 0.63 | 0.00 | 0.65 | 1.36 |
Trades | 25 | 25 | 0 | 25 | 25 |
Winning Trades | 15 | 15 | 0 | 16 | 9 |
Losing Trades | 10 | 10 | 0 | 9 | 16 |
% Profitable | 60.00 | 60.00 | 0.00 | 64.00 | 36.00 |
Profit/Loss Per Trade % | -0.13 | -0.13 | 0.00 | -0.31 | 0.15 |
Profit Per Trade % | 0.36 | 0.36 | 0.00 | 0.87 | 1.78 |
Loss Per Trade % | 0.85 | 0.85 | 0.00 | 2.33 | 0.75 |
Days In Trade | 392 | 392 | 0 | 392 | 392 |
Days In Trade (Avg. Per Trade) | 15.68 | 15.68 | 0.00 | 15.68 | 15.68 |
% Days In Trade | 27.80 | 27.80 | 0.00 | 27.80 | 27.80 |