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Model: Ratio
HQ Backtest TQQQ vs SQQQ
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 enabled Long enabled Short 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
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Trade Log
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FB LN TW

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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.