| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TQQQ | ProShares UltraPro QQQ | 72.64 | 79630125 | ||||
| QQQ | Invesco QQQ Trust | 0.0025 | 721.45 | 49298952 |
| 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: | 4569.12 |
| Total net P/L: | -5430.88 | Total ROI: | -54.31 % |
| CAGR: | -13.09 % | Max. DD: | 56.16 % |
| System Score: | -3.586 | Sharpe Ratio: | -0.363 |
| Start Date: | 2020-01-02 | End Date: | 2025-07-31 |
| Total days: | 2037 | ||
| Commissions: | 350.95 | Comm.% P/L | 6.91 % |
| Total Transactions: | 324 | Log. Linearity: | 64.939 % |
| Total | Long |
Short |
TQQQ | QQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | -5079.93 | -4427.14 | -652.79 | -7240.14 | 2160.21 |
| Total Profit | 13594.81 | 7246.47 | 6348.34 | 20682.79 | 9255.29 |
| Total Loss | 18674.74 | 11673.61 | 7001.12 | 27922.93 | 7095.08 |
| Profit Factor | 0.73 | 0.62 | 0.91 | 0.74 | 1.30 |
| Trades | 81 | 34 | 47 | 81 | 81 |
| Winning Trades | 47 | 19 | 28 | 48 | 32 |
| Losing Trades | 34 | 15 | 19 | 33 | 49 |
| % Profitable | 58.00 | 55.00 | 59.00 | 59.00 | 39.00 |
| Profit/Loss Per Trade % | -0.89 | -1.89 | -0.16 | -1.66 | 0.07 |
| Profit Per Trade % | 4.58 | 6.19 | 3.50 | 6.76 | 3.90 |
| Loss Per Trade % | 7.43 | 10.31 | 5.22 | 11.25 | 2.30 |
| Days In Trade | 1097 | 456 | 641 | 1097 | 1097 |
| Days In Trade (Avg. Per Trade) | 13.54 | 13.41 | 13.64 | 13.54 | 13.54 |
| % Days In Trade | 53.85 | 22.39 | 31.47 | 53.85 | 53.85 |