| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SQQQ | ProShares UltraPro Short QQQ | 0.0355 | 75.14 | 107919742 | |||
| TQQQ | ProShares UltraPro QQQ | 0.0006 | 49.4 | 155067251 |
| 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: | 50.0 | Margin Req. 2: | 50.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 5860.87 |
| Total net P/L: | -4139.13 | Total ROI: | -41.39 % |
| CAGR: | -45.74 % | Max. DD: | 61.05 % |
| System Score: | -0.350 | Sharpe Ratio: | -0.149 |
| Start Date: | 2023-01-02 | End Date: | 2023-11-17 |
| Total days: | 319 | ||
| Commissions: | 59.42 | Comm.% P/L | 1.46 % |
| Total Transactions: | 48 | Log. Linearity: | 19.709 % |
| Total | Long |
Short |
SQQQ | TQQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | -4079.71 | -6372.22 | 2292.51 | -1959.35 | -2120.36 |
| Total Profit | 4695.93 | 2338.14 | 2357.79 | 2287.43 | 2408.50 |
| Total Loss | 8775.64 | 8710.36 | 65.28 | 4246.78 | 4528.86 |
| Profit Factor | 0.54 | 0.27 | 36.12 | 0.54 | 0.53 |
| Trades | 12 | 7 | 5 | 12 | 12 |
| Winning Trades | 7 | 3 | 4 | 7 | 7 |
| Losing Trades | 5 | 4 | 1 | 5 | 5 |
| % Profitable | 58.00 | 42.00 | 80.00 | 58.00 | 58.00 |
| Profit/Loss Per Trade % | -4.28 | -12.03 | 7.74 | -1.40 | -1.51 |
| Profit Per Trade % | 11.76 | 14.04 | 10.09 | 5.77 | 6.10 |
| Loss Per Trade % | 20.07 | 25.34 | 1.14 | 10.03 | 10.51 |
| Days In Trade | 168 | 120 | 48 | 168 | 168 |
| Days In Trade (Avg. Per Trade) | 14.00 | 17.14 | 9.60 | 14.00 | 14.00 |
| % Days In Trade | 52.66 | 37.62 | 15.05 | 52.66 | 52.66 |