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Model: Ratio
HQ Backtest QQQ vs PSQ
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
QQQ Invesco QQQ Trust 0.0028 613.62 51988099
PSQ ProShares Short QQQ 0.0153 30.61 6480171
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: 7018.17
Total net P/L: -2981.83 Total ROI: -29.82 %
CAGR: -5.97 % Max. DD: 65.48 %
System Score: -0.000 Sharpe Ratio: 0.132
Start Date: 2019-01-02 End Date: 2024-09-30
Total days: 2098
Commissions: 336.00 Comm.% P/L 12.70 %
Total Transactions: 336 Log. Linearity: 1.847 %
Total enabled Long enabled Short QQQ PSQ
Total Profit/Loss -2645.83 2347.66 -4993.49 -1395.14 -1250.69
Total Profit 12534.38 7386.49 5147.90 6164.74 6374.59
Total Loss 15180.21 5038.83 10141.38 7559.88 7625.28
Profit Factor 0.83 1.47 0.51 0.82 0.84
Trades 84 30 54 84 84
Winning Trades 49 20 29 49 48
Losing Trades 35 10 25 35 36
% Profitable 58.00 66.00 53.00 58.00 57.00
Profit/Loss Per Trade % -0.35 1.36 -1.29 -0.08 -0.06
Profit Per Trade % 4.58 6.96 2.98 2.28 2.40
Loss Per Trade % 6.23 7.04 5.91 3.15 3.10
Days In Trade 1157 357 800 1157 1157
Days In Trade (Avg. Per Trade) 13.77 11.90 14.81 13.77 13.77
% Days In Trade 55.15 17.02 38.13 55.15 55.15
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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.