| Model: | Ratio |
| 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: | 10174.58 |
| Total net P/L: | 174.58 | Total ROI: | 1.75 % |
| CAGR: | 0.84 % | Max. DD: | 7.72 % |
| System Score: | 0.000 | Sharpe Ratio: | 0.305 |
| Start Date: | 2024-01-02 | End Date: | 2026-01-30 |
| Total days: | 759 | ||
| Commissions: | 120.00 | Comm.% P/L | 40.74 % |
| Total Transactions: | 120 | Log. Linearity: | 0.686 % |
| Total | Long |
Short |
VGT | QQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 294.58 | 382.87 | -88.29 | 282.51 | 12.07 |
| Total Profit | 1280.59 | 743.71 | 536.88 | 4894.05 | 3916.33 |
| Total Loss | 986.01 | 360.84 | 625.17 | 4611.54 | 3904.26 |
| Profit Factor | 1.30 | 2.06 | 0.86 | 1.06 | 1.00 |
| Trades | 30 | 16 | 14 | 30 | 30 |
| Winning Trades | 18 | 10 | 8 | 20 | 12 |
| Losing Trades | 12 | 6 | 6 | 10 | 18 |
| % Profitable | 60.00 | 62.00 | 57.00 | 66.00 | 40.00 |
| Profit/Loss Per Trade % | 0.10 | 0.23 | -0.06 | 0.03 | -0.08 |
| Profit Per Trade % | 0.69 | 0.72 | 0.66 | 2.36 | 3.06 |
| Loss Per Trade % | 0.79 | 0.57 | 1.00 | 4.32 | 2.10 |
| Days In Trade | 365 | 183 | 182 | 365 | 365 |
| Days In Trade (Avg. Per Trade) | 12.17 | 11.44 | 13.00 | 12.17 | 12.17 |
| % Days In Trade | 48.09 | 24.11 | 23.98 | 48.09 | 48.09 |