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Model: Kalman-grid-v2
HQ Backtest FNGD vs QID
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
FNGD MicroSectors FANG+ Index -3X Inverse Leveraged ETN 5.36 9919014
QID ProShares UltraShort QQQ 0.0255 20.92 12090016
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 4580.68
Total net P/L: -5419.32 Total ROI: -54.19 %
CAGR: -31.34 % Max. DD: 63.30 %
System Score: -20.254 Sharpe Ratio: -1.253
Start Date: 2019-01-02 End Date: 2021-01-29
Total days: 758
Commissions: 432.00 Comm.% P/L 8.66 %
Total Transactions: 432 Log. Linearity: 86.461 %
Total enabled Long enabled Short FNGD QID
Total Profit/Loss -4987.32 -5810.35 823.03 -4441.20 -546.12
Total Profit 10960.50 4670.95 6289.55 23776.52 14904.72
Total Loss 15947.82 10481.30 5466.52 28217.72 15450.84
Profit Factor 0.69 0.45 1.15 0.84 0.96
Trades 108 59 49 108 108
Winning Trades 70 34 36 67 44
Losing Trades 38 25 13 41 64
% Profitable 64.00 57.00 73.00 62.00 40.00
Profit/Loss Per Trade % -0.67 -1.52 0.37 -0.95 -0.33
Profit Per Trade % 2.08 1.84 2.30 4.70 4.39
Loss Per Trade % 5.04 5.47 4.21 8.24 3.27
Days In Trade 495 341 154 495 495
Days In Trade (Avg. Per Trade) 4.58 5.78 3.14 4.58 4.58
% Days In Trade 65.30 44.99 20.32 65.30 65.30
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Trade Log
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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.