Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPY | SPDR S&P 500 ETF Trust | 0.0096 | 591.64 | 51756550 | |||
QQQ | Invesco QQQ Trust | 0.0034 | 513.08 | 34536981 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 30 | Entry Mode: | Uptick | Reversals: | |
MA Period: | 15 | MA Type: | EMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 15.0 | Margin Req. 2: | 15.0 | High Leverage | |
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 |
Initial Capital: | 10000.00 | Final Equity: | 10052.03 |
Total net P/L: | 52.03 | Total ROI: | 0.52 % |
CAGR: | 0.10 % | Max. DD: | 54.90 % |
System Score: | 0.001 | Sharpe Ratio: | 0.299 |
Start Date: | 2020-01-02 | End Date: | 2024-12-31 |
Total days: | 1825 | ||
Commissions: | 276.00 | Comm.% P/L | 84.14 % |
Total Transactions: | 276 | Log. Linearity: | 17.067 % |
Total | Long | Short | SPY | QQQ | |
---|---|---|---|---|---|
Total Profit/Loss | 328.03 | 743.37 | -415.34 | 735.42 | -407.39 |
Total Profit | 12565.84 | 7272.43 | 5293.41 | 27627.80 | 31566.08 |
Total Loss | 12237.81 | 6529.06 | 5708.75 | 26892.38 | 31973.47 |
Profit Factor | 1.03 | 1.11 | 0.93 | 1.03 | 0.99 |
Trades | 69 | 37 | 32 | 69 | 69 |
Winning Trades | 47 | 25 | 22 | 36 | 37 |
Losing Trades | 22 | 12 | 10 | 33 | 32 |
% Profitable | 68.00 | 67.00 | 68.00 | 52.00 | 53.00 |
Profit/Loss Per Trade % | 0.05 | 0.10 | 0.00 | -0.93 | -0.91 |
Profit Per Trade % | 2.91 | 3.20 | 2.57 | 7.98 | 9.01 |
Loss Per Trade % | 5.57 | 5.79 | 5.30 | 8.43 | 9.99 |
Days In Trade | 1026 | 571 | 455 | 1026 | 1026 |
Days In Trade (Avg. Per Trade) | 14.87 | 15.43 | 14.22 | 14.87 | 14.87 |
% Days In Trade | 56.22 | 31.29 | 24.93 | 56.22 | 56.22 |