| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPY | SPDR S&P 500 ETF Trust | 0.0083 | 689.43 | 75926971 | |||
| 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: | 9056.12 |
| Total net P/L: | -943.88 | Total ROI: | -9.44 % |
| CAGR: | -1.94 % | Max. DD: | 21.82 % |
| System Score: | -0.070 | Sharpe Ratio: | -0.643 |
| Start Date: | 2021-01-04 | End Date: | 2026-01-30 |
| Total days: | 1852 | ||
| Commissions: | 292.00 | Comm.% P/L | 44.79 % |
| Total Transactions: | 292 | Log. Linearity: | 33.103 % |
| Total | Long |
Short |
SPY | QQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | -651.88 | -186.80 | -465.08 | 3416.95 | -4068.83 |
| Total Profit | 3122.99 | 1470.51 | 1652.48 | 8524.08 | 6695.36 |
| Total Loss | 3774.88 | 1657.32 | 2117.56 | 5107.13 | 10764.20 |
| Profit Factor | 0.83 | 0.89 | 0.78 | 1.67 | 0.62 |
| Trades | 73 | 36 | 37 | 73 | 73 |
| Winning Trades | 47 | 22 | 25 | 40 | 37 |
| Losing Trades | 26 | 14 | 12 | 33 | 36 |
| % Profitable | 64.00 | 61.00 | 67.00 | 54.00 | 50.00 |
| Profit/Loss Per Trade % | -0.09 | -0.06 | -0.12 | 0.48 | -0.67 |
| Profit Per Trade % | 0.75 | 0.76 | 0.73 | 2.33 | 2.01 |
| Loss Per Trade % | 1.57 | 1.31 | 1.87 | 1.70 | 3.24 |
| Days In Trade | 962 | 499 | 463 | 962 | 962 |
| Days In Trade (Avg. Per Trade) | 13.18 | 13.86 | 12.51 | 13.18 | 13.18 |
| % Days In Trade | 51.94 | 26.94 | 25.00 | 51.94 | 51.94 |