| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QQQ | Invesco QQQ Trust | 0.0028 | 629.07 | 47821897 | |||
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3848560 | 0.0065 | 517.81 | 22052937 |
| Entry Threshold: | 2.30 | Exit Threshold: | 0.00 | ||
| Max Duration: | 21 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 21 | MA Type: | EMA | StdDev Period: | 21 |
| 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: | 11130.77 |
| Total net P/L: | 1130.77 | Total ROI: | 11.31 % |
| CAGR: | 11.41 % | Max. DD: | 4.96 % |
| System Score: | 6.151 | Sharpe Ratio: | 1.077 |
| Start Date: | 2024-11-01 | End Date: | 2025-10-29 |
| Total days: | 362 | ||
| Commissions: | 40.00 | Comm.% P/L | 3.42 % |
| Total Transactions: | 40 | Log. Linearity: | 81.396 % |
| Total | Long |
Short |
QQQ | MSFT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1170.77 | 980.66 | 190.11 | -2.77 | 1173.54 |
| Total Profit | 1417.73 | 997.07 | 420.66 | 1174.24 | 2207.31 |
| Total Loss | 246.96 | 16.41 | 230.55 | 1177.01 | 1033.77 |
| Profit Factor | 5.74 | 60.76 | 1.82 | 1.00 | 2.14 |
| Trades | 10 | 6 | 4 | 10 | 10 |
| Winning Trades | 8 | 5 | 3 | 5 | 7 |
| Losing Trades | 2 | 1 | 1 | 5 | 3 |
| % Profitable | 80.00 | 83.00 | 75.00 | 50.00 | 70.00 |
| Profit/Loss Per Trade % | 1.12 | 1.56 | 0.46 | -0.03 | 1.07 |
| Profit Per Trade % | 1.69 | 1.90 | 1.34 | 2.21 | 2.99 |
| Loss Per Trade % | 1.15 | 0.15 | 2.15 | 2.21 | 3.23 |
| Days In Trade | 164 | 98 | 66 | 164 | 164 |
| Days In Trade (Avg. Per Trade) | 16.40 | 16.33 | 16.50 | 16.40 | 16.40 |
| % Days In Trade | 45.30 | 27.07 | 18.23 | 45.30 | 45.30 |