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Model: Ratio
HQ Backtest QQQ vs SQQQ
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
QQQ Invesco QQQ Trust 0.0037 481.59 39644787
SQQQ ProShares UltraPro Short QQQ 0.0355 7.71 143320291
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: 326.39
Total net P/L: -9673.61 Total ROI: -96.74 %
CAGR: -44.87 % Max. DD: 96.74 %
System Score: -11.821 Sharpe Ratio: -0.323
Start Date: 2019-01-02 End Date: 2024-09-30
Total days: 2098
Commissions: 168.00 Comm.% P/L 1.77 %
Total Transactions: 168 Log. Linearity: 64.109 %
Total enabled Long enabled Short QQQ SQQQ
Total Profit/Loss -9505.61 -3231.20 -6274.41 -2718.91 -6786.70
Total Profit 2256.00 854.78 1401.21 544.84 1713.46
Total Loss 11761.61 4085.98 7675.62 3263.75 8500.16
Profit Factor 0.19 0.21 0.18 0.17 0.20
Trades 42 11 31 42 42
Winning Trades 19 8 11 18 20
Losing Trades 23 3 20 24 22
% Profitable 45.00 72.00 35.00 42.00 47.00
Profit/Loss Per Trade % -7.34 -7.78 -7.19 -1.63 -4.62
Profit Per Trade % 6.22 9.03 4.23 1.63 4.53
Loss Per Trade % 14.20 27.45 12.34 3.78 11.06
Days In Trade 649 130 519 649 649
Days In Trade (Avg. Per Trade) 15.45 11.82 16.74 15.45 15.45
% Days In Trade 30.93 6.20 24.74 30.93 30.93
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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.