Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SQQQ | ProShares UltraPro Short QQQ | 0.0355 | 9.1 | 131628933 | |||
TQQQ | ProShares UltraPro QQQ | 0.0006 | 65.08 | 73522079 |
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: | 53408.04 |
Total net P/L: | 43408.04 | Total ROI: | 434.08 % |
CAGR: | 36.94 % | Max. DD: | 64.68 % |
System Score: | 20.614 | Sharpe Ratio: | 1.839 |
Start Date: | 2019-01-02 | End Date: | 2024-04-30 |
Total days: | 1945 | ||
Commissions: | 558.44 | Comm.% P/L | 1.27 % |
Total Transactions: | 136 | Log. Linearity: | 82.326 % |
Total | ![]() |
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SQQQ | TQQQ | |
---|---|---|---|---|---|
Total Profit/Loss | 43966.48 | 0.00 | 43966.48 | 28624.95 | 15341.53 |
Total Profit | 74988.01 | 0.00 | 74988.01 | 41155.20 | 34976.81 |
Total Loss | 31021.53 | 0.00 | 31021.53 | 12530.25 | 19635.28 |
Profit Factor | 2.42 | 0.00 | 2.42 | 3.28 | 1.78 |
Trades | 34 | 0 | 34 | 34 | 34 |
Winning Trades | 22 | 0 | 22 | 27 | 22 |
Losing Trades | 12 | 0 | 12 | 7 | 12 |
% Profitable | 64.00 | 0.00 | 64.00 | 79.00 | 64.00 |
Profit/Loss Per Trade % | 5.12 | 0.00 | 5.12 | 4.30 | 1.29 |
Profit Per Trade % | 14.99 | 0.00 | 14.99 | 7.11 | 7.07 |
Loss Per Trade % | 9.79 | 0.00 | 9.79 | 5.51 | 7.86 |
Days In Trade | 345 | 0 | 345 | 345 | 345 |
Days In Trade (Avg. Per Trade) | 10.15 | 0.00 | 10.15 | 10.15 | 10.15 |
% Days In Trade | 17.74 | 0.00 | 17.74 | 17.74 | 17.74 |