| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| TQQQ | ProShares UltraPro QQQ | 0.0006 | 85.22 | 100118976 | |||
| SQQQ | ProShares UltraPro Short QQQ | 0.0355 | 37.76 | 44172233 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 3 | 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: | 1731.46 |
| Total net P/L: | -8268.54 | Total ROI: | -82.69 % |
| CAGR: | -26.29 % | Max. DD: | 83.09 % |
| System Score: | -0.006 | Sharpe Ratio: | -0.216 |
| Start Date: | 2020-01-02 | End Date: | 2025-09-30 |
| Total days: | 2098 | ||
| Commissions: | 507.51 | Comm.% P/L | 6.54 % |
| Total Transactions: | 492 | Log. Linearity: | 5.981 % |
| Total | Long |
Short |
TQQQ | SQQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | -7761.03 | -879.43 | -6881.60 | -5092.00 | -2669.03 |
| Total Profit | 19094.05 | 8795.88 | 10298.18 | 9658.68 | 9867.03 |
| Total Loss | 26855.08 | 9675.30 | 17179.78 | 14750.68 | 12536.06 |
| Profit Factor | 0.71 | 0.91 | 0.60 | 0.65 | 0.79 |
| Trades | 123 | 37 | 86 | 123 | 123 |
| Winning Trades | 51 | 20 | 31 | 48 | 55 |
| Losing Trades | 72 | 17 | 55 | 74 | 68 |
| % Profitable | 41.00 | 54.00 | 36.00 | 39.00 | 44.00 |
| Profit/Loss Per Trade % | -1.30 | -0.12 | -1.81 | -0.67 | -0.27 |
| Profit Per Trade % | 10.26 | 12.19 | 9.03 | 5.62 | 4.93 |
| Loss Per Trade % | 8.28 | 11.66 | 7.26 | 4.42 | 4.19 |
| Days In Trade | 536 | 160 | 376 | 536 | 536 |
| Days In Trade (Avg. Per Trade) | 4.36 | 4.32 | 4.37 | 4.36 | 4.36 |
| % Days In Trade | 25.55 | 7.63 | 17.92 | 25.55 | 25.55 |