Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPYV | SPDR® Portfolio S&P 500 Value ETF | 0.0174 | 48.14 | 2843046 | |||
QQQ | Invesco QQQ Trust | 0.004 | 454.56 | 37879840 |
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: | 7970.60 |
Total net P/L: | -2029.40 | Total ROI: | -20.29 % |
CAGR: | -4.23 % | Max. DD: | 38.13 % |
System Score: | -0.716 | Sharpe Ratio: | -0.639 |
Start Date: | 2020-01-02 | End Date: | 2025-03-31 |
Total days: | 1915 | ||
Commissions: | 303.23 | Comm.% P/L | 17.57 % |
Total Transactions: | 280 | Log. Linearity: | 55.324 % |
Total | ![]() |
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SPYV | QQQ | |
---|---|---|---|---|---|
Total Profit/Loss | -1726.17 | -172.88 | -1553.29 | -2290.20 | 564.03 |
Total Profit | 6748.30 | 3724.05 | 3024.25 | 7106.66 | 10072.25 |
Total Loss | 8474.47 | 3896.93 | 4577.54 | 9396.86 | 9508.22 |
Profit Factor | 0.80 | 0.96 | 0.66 | 0.76 | 1.06 |
Trades | 70 | 37 | 33 | 70 | 70 |
Winning Trades | 41 | 22 | 19 | 38 | 36 |
Losing Trades | 29 | 15 | 14 | 32 | 34 |
% Profitable | 58.00 | 59.00 | 57.00 | 54.00 | 51.00 |
Profit/Loss Per Trade % | -0.27 | -0.08 | -0.48 | -0.45 | 0.00 |
Profit Per Trade % | 1.90 | 1.96 | 1.84 | 2.12 | 3.14 |
Loss Per Trade % | 3.18 | 2.91 | 3.47 | 3.12 | 3.11 |
Days In Trade | 925 | 494 | 431 | 925 | 925 |
Days In Trade (Avg. Per Trade) | 13.21 | 13.35 | 13.06 | 13.21 | 13.21 |
% Days In Trade | 48.30 | 25.80 | 22.51 | 48.30 | 48.30 |