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Model: Ratio
HQ Backtest VGT vs QQQ
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
VGT Vanguard Information Technology Index Fund ETF Shares 0.0132 737.6 519268
QQQ Invesco QQQ Trust 0.0029 608.81 52483685
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: 11353.56
Total net P/L: 1353.56 Total ROI: 13.54 %
CAGR: 2.53 % Max. DD: 7.72 %
System Score: 1.423 Sharpe Ratio: 1.517
Start Date: 2021-01-04 End Date: 2026-01-30
Total days: 1852
Commissions: 320.00 Comm.% P/L 19.12 %
Total Transactions: 320 Log. Linearity: 82.506 %
Total enabled Long enabled Short VGT QQQ
Total Profit/Loss 1673.56 1147.98 525.58 82.41 1591.15
Total Profit 3530.83 1842.66 1688.17 13294.47 12341.98
Total Loss 1857.27 694.68 1162.59 13212.06 10750.83
Profit Factor 1.90 2.65 1.45 1.01 1.15
Trades 80 41 39 80 80
Winning Trades 56 29 27 47 37
Losing Trades 24 12 12 33 43
% Profitable 70.00 70.00 69.00 58.00 46.00
Profit/Loss Per Trade % 0.20 0.26 0.13 -0.04 0.11
Profit Per Trade % 0.58 0.58 0.58 2.59 3.02
Loss Per Trade % 0.69 0.52 0.86 3.60 2.29
Days In Trade 877 437 440 877 877
Days In Trade (Avg. Per Trade) 10.96 10.66 11.28 10.96 10.96
% Days In Trade 47.35 23.60 23.76 47.35 47.35
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Trade Log
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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.