| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QQQ | Invesco QQQ Trust | 0.0029 | 614.27 | 51124320 | |||
| DIA | SPDR Dow Jones Industrial Average ETF Trust | 0.0119 | 474.35 | 4449918 |
| 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: | 8248.13 |
| Total net P/L: | -1751.87 | Total ROI: | -17.52 % |
| CAGR: | -3.25 % | Max. DD: | 38.38 % |
| System Score: | -0.529 | Sharpe Ratio: | -0.556 |
| Start Date: | 2020-01-02 | End Date: | 2025-10-31 |
| Total days: | 2129 | ||
| Commissions: | 340.00 | Comm.% P/L | 24.08 % |
| Total Transactions: | 340 | Log. Linearity: | 54.604 % |
| Total | Long |
Short |
QQQ | DIA | |
|---|---|---|---|---|---|
| Total Profit/Loss | -1411.87 | 262.49 | -1674.36 | -2123.80 | 711.93 |
| Total Profit | 7473.76 | 3607.18 | 3866.58 | 10844.67 | 9191.19 |
| Total Loss | 8885.63 | 3344.69 | 5540.95 | 12968.47 | 8479.26 |
| Profit Factor | 0.84 | 1.08 | 0.70 | 0.84 | 1.08 |
| Trades | 85 | 36 | 49 | 85 | 85 |
| Winning Trades | 53 | 26 | 27 | 41 | 47 |
| Losing Trades | 32 | 10 | 22 | 44 | 38 |
| % Profitable | 62.00 | 72.00 | 55.00 | 48.00 | 55.00 |
| Profit/Loss Per Trade % | -0.18 | 0.17 | -0.44 | -0.35 | 0.05 |
| Profit Per Trade % | 1.54 | 1.55 | 1.53 | 2.86 | 2.12 |
| Loss Per Trade % | 2.91 | 3.31 | 2.73 | 3.15 | 2.32 |
| Days In Trade | 1095 | 447 | 648 | 1095 | 1095 |
| Days In Trade (Avg. Per Trade) | 12.88 | 12.42 | 13.22 | 12.88 | 12.88 |
| % Days In Trade | 51.43 | 21.00 | 30.44 | 51.43 | 51.43 |