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Model: Ratio
HQ Backtest SPY vs QQQ
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 enabled Long enabled 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
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Trade Log
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FB LN TW

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.