Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
TQQQ | ProShares UltraPro QQQ | 0.0006 | 52.14 | 68254061 | |||
SQQQ | ProShares UltraPro Short QQQ | 0.0355 | 32.72 | 55551766 |
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: | 10873.50 |
Total net P/L: | 873.50 | Total ROI: | 8.74 % |
CAGR: | 1.64 % | Max. DD: | 66.91 % |
System Score: | 0.111 | Sharpe Ratio: | 0.677 |
Start Date: | 2020-01-02 | End Date: | 2025-02-28 |
Total days: | 1884 | ||
Commissions: | 301.07 | Comm.% P/L | 25.63 % |
Total Transactions: | 300 | Log. Linearity: | 40.790 % |
Total | ![]() |
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TQQQ | SQQQ | |
---|---|---|---|---|---|
Total Profit/Loss | 1174.58 | 4479.94 | -3305.37 | -439.32 | 1613.90 |
Total Profit | 22120.05 | 11297.76 | 10822.29 | 11260.78 | 10945.31 |
Total Loss | 20945.47 | 6817.82 | 14127.66 | 11700.10 | 9331.41 |
Profit Factor | 1.06 | 1.66 | 0.77 | 0.96 | 1.17 |
Trades | 75 | 24 | 51 | 75 | 75 |
Winning Trades | 45 | 15 | 30 | 46 | 49 |
Losing Trades | 30 | 9 | 21 | 29 | 26 |
% Profitable | 60.00 | 62.00 | 58.00 | 61.00 | 65.00 |
Profit/Loss Per Trade % | 0.18 | 3.10 | -1.17 | 0.05 | 0.46 |
Profit Per Trade % | 7.41 | 12.01 | 5.18 | 3.73 | 3.37 |
Loss Per Trade % | 8.90 | 8.03 | 9.27 | 5.19 | 4.70 |
Days In Trade | 946 | 265 | 681 | 946 | 946 |
Days In Trade (Avg. Per Trade) | 12.61 | 11.04 | 13.35 | 12.61 | 12.61 |
% Days In Trade | 50.21 | 14.07 | 36.15 | 50.21 | 50.21 |