| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QQQ | Invesco QQQ Trust | 0.0028 | 627.61 | 51764387 | |||
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 3557216 | 0.0069 | 478.56 | 22123530 |
| Entry Threshold: | 2.50 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| RSI Period: | 14 | RSI Threshold: | 0 | ||
| Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
| Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.01 / 0.01 | |
| Initial Capital: | 10000.00 | Final Equity: | 10463.51 |
| Total net P/L: | 463.51 | Total ROI: | 4.64 % |
| CAGR: | 1.52 % | Max. DD: | 6.06 % |
| System Score: | 0.005 | Sharpe Ratio: | 0.545 |
| Start Date: | 2022-12-09 | End Date: | 2025-12-08 |
| Total days: | 1095 | ||
| Commissions: | 128.00 | Comm.% P/L | 21.64 % |
| Total Transactions: | 128 | Log. Linearity: | 15.108 % |
| Total | Long |
Short |
QQQ | MSFT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 591.51 | 475.21 | 116.29 | -821.19 | 1412.70 |
| Total Profit | 1648.18 | 938.19 | 709.99 | 2537.50 | 4145.43 |
| Total Loss | 1056.68 | 462.98 | 593.70 | 3358.69 | 2732.73 |
| Profit Factor | 1.56 | 2.03 | 1.20 | 0.76 | 1.52 |
| Trades | 32 | 15 | 17 | 32 | 32 |
| Winning Trades | 19 | 9 | 10 | 13 | 21 |
| Losing Trades | 13 | 6 | 7 | 19 | 11 |
| % Profitable | 59.00 | 60.00 | 58.00 | 40.00 | 65.00 |
| Profit/Loss Per Trade % | 0.18 | 0.31 | 0.07 | -0.28 | 0.41 |
| Profit Per Trade % | 0.86 | 1.03 | 0.71 | 1.94 | 1.96 |
| Loss Per Trade % | 0.80 | 0.75 | 0.84 | 1.76 | 2.46 |
| Days In Trade | 552 | 268 | 284 | 552 | 552 |
| Days In Trade (Avg. Per Trade) | 17.25 | 17.87 | 16.71 | 17.25 | 17.25 |
| % Days In Trade | 50.41 | 24.47 | 25.94 | 50.41 | 50.41 |