| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| QQQ | Invesco QQQ Trust | 0.0029 | 607.87 | 52724733 | |||
| XLK | Technology Select Sector SPDR® Fund | 0.0078 | 140.32 | 16095002 |
| 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: | 11343.00 |
| Total net P/L: | 1343.00 | Total ROI: | 13.43 % |
| CAGR: | 2.51 % | Max. DD: | 7.09 % |
| System Score: | 0.417 | Sharpe Ratio: | 1.342 |
| Start Date: | 2021-01-04 | End Date: | 2026-01-30 |
| Total days: | 1852 | ||
| Commissions: | 312.00 | Comm.% P/L | 18.85 % |
| Total Transactions: | 312 | Log. Linearity: | 54.955 % |
| Total | Long |
Short |
QQQ | XLK | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1655.00 | 599.82 | 1055.18 | 299.83 | 1355.17 |
| Total Profit | 3974.56 | 1942.80 | 2031.77 | 9213.79 | 11193.76 |
| Total Loss | 2319.57 | 1342.98 | 976.59 | 8913.96 | 9838.59 |
| Profit Factor | 1.71 | 1.45 | 2.08 | 1.03 | 1.14 |
| Trades | 78 | 40 | 38 | 78 | 78 |
| Winning Trades | 59 | 31 | 28 | 32 | 44 |
| Losing Trades | 19 | 9 | 10 | 46 | 34 |
| % Profitable | 75.00 | 77.00 | 73.00 | 41.00 | 56.00 |
| Profit/Loss Per Trade % | 0.20 | 0.14 | 0.26 | -0.03 | 0.11 |
| Profit Per Trade % | 0.65 | 0.61 | 0.70 | 2.77 | 2.46 |
| Loss Per Trade % | 1.18 | 1.45 | 0.95 | 1.87 | 2.76 |
| Days In Trade | 864 | 455 | 409 | 864 | 864 |
| Days In Trade (Avg. Per Trade) | 11.08 | 11.38 | 10.76 | 11.08 | 11.08 |
| % Days In Trade | 46.65 | 24.57 | 22.08 | 46.65 | 46.65 |