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Model: Ratio
HQ Backtest QQQ vs DIA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
QQQ Invesco QQQ Trust 0.0029 607.87 52724733
DIA SPDR Dow Jones Industrial Average ETF Trust 0.0113 491.79 5194437
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: 7442.29
Total net P/L: -2557.71 Total ROI: -25.58 %
CAGR: -5.66 % Max. DD: 38.22 %
System Score: -1.182 Sharpe Ratio: -1.120
Start Date: 2021-01-04 End Date: 2026-01-30
Total days: 1852
Commissions: 280.00 Comm.% P/L 12.29 %
Total Transactions: 280 Log. Linearity: 59.341 %
Total enabled Long enabled Short QQQ DIA
Total Profit/Loss -2277.71 -136.89 -2140.83 -3307.41 1029.70
Total Profit 4715.29 2769.55 1945.74 6149.33 6004.71
Total Loss 6993.00 2906.44 4086.56 9456.74 4975.01
Profit Factor 0.67 0.95 0.48 0.65 1.21
Trades 70 34 36 70 70
Winning Trades 44 24 20 32 36
Losing Trades 26 10 16 38 34
% Profitable 62.00 70.00 55.00 45.00 51.00
Profit/Loss Per Trade % -0.37 0.06 -0.77 -0.63 0.19
Profit Per Trade % 1.40 1.50 1.28 2.47 2.12
Loss Per Trade % 3.23 3.28 3.20 3.06 1.77
Days In Trade 894 417 477 894 894
Days In Trade (Avg. Per Trade) 12.77 12.26 13.25 12.77 12.77
% Days In Trade 48.27 22.52 25.76 48.27 48.27
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.