| 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: | 10407.58 |
| Total net P/L: | 407.58 | Total ROI: | 4.08 % |
| CAGR: | 4.09 % | Max. DD: | 3.23 % |
| System Score: | 1.380 | Sharpe Ratio: | 0.752 |
| Start Date: | 2024-12-09 | End Date: | 2025-12-08 |
| Total days: | 364 | ||
| Commissions: | 40.00 | Comm.% P/L | 8.94 % |
| Total Transactions: | 40 | Log. Linearity: | 69.631 % |
| Total | Long |
Short |
QQQ | MSFT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 447.58 | 446.69 | 0.89 | -45.72 | 493.30 |
| Total Profit | 606.72 | 491.68 | 115.04 | 715.11 | 1008.53 |
| Total Loss | 159.14 | 44.99 | 114.15 | 760.83 | 515.23 |
| Profit Factor | 3.81 | 10.93 | 1.01 | 0.94 | 1.96 |
| Trades | 10 | 6 | 4 | 10 | 10 |
| Winning Trades | 7 | 4 | 3 | 4 | 7 |
| Losing Trades | 3 | 2 | 1 | 6 | 3 |
| % Profitable | 70.00 | 66.00 | 75.00 | 40.00 | 70.00 |
| Profit/Loss Per Trade % | 0.44 | 0.74 | -0.00 | -0.05 | 0.47 |
| Profit Per Trade % | 0.85 | 1.22 | 0.37 | 1.76 | 1.41 |
| Loss Per Trade % | 0.52 | 0.22 | 1.11 | 1.24 | 1.69 |
| Days In Trade | 167 | 97 | 70 | 167 | 167 |
| Days In Trade (Avg. Per Trade) | 16.70 | 16.17 | 17.50 | 16.70 | 16.70 |
| % Days In Trade | 45.88 | 26.65 | 19.23 | 45.88 | 45.88 |