Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SQQQ | ProShares UltraPro Short QQQ | 0.0355 | 16.23 | 128241937 | |||
TQQQ | ProShares UltraPro QQQ | 0.0006 | 43.29 | 115756889 |
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 | ![]() |
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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 |