| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPY | SPDR S&P 500 ETF Trust | 0.0082 | 685.13 | 76654124 | |||
| QQQ | Invesco QQQ Trust | 0.0029 | 610.75 | 53720235 |
| 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: | 9012.79 |
| Total net P/L: | -987.21 | Total ROI: | -9.87 % |
| CAGR: | -2.00 % | Max. DD: | 21.82 % |
| System Score: | -0.062 | Sharpe Ratio: | -0.672 |
| Start Date: | 2021-01-04 | End Date: | 2026-02-27 |
| Total days: | 1880 | ||
| Commissions: | 300.00 | Comm.% P/L | 43.65 % |
| Total Transactions: | 300 | Log. Linearity: | 31.478 % |
| Total | Long |
Short |
SPY | QQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | -687.21 | -129.10 | -558.11 | 3398.84 | -4086.05 |
| Total Profit | 3180.69 | 1528.21 | 1652.48 | 8552.29 | 6799.38 |
| Total Loss | 3867.91 | 1657.32 | 2210.59 | 5153.45 | 10885.44 |
| Profit Factor | 0.82 | 0.92 | 0.75 | 1.66 | 0.62 |
| Trades | 75 | 37 | 38 | 75 | 75 |
| Winning Trades | 48 | 23 | 25 | 41 | 38 |
| Losing Trades | 27 | 14 | 13 | 34 | 37 |
| % Profitable | 64.00 | 62.00 | 65.00 | 54.00 | 50.00 |
| Profit/Loss Per Trade % | -0.09 | -0.04 | -0.15 | 0.46 | -0.65 |
| Profit Per Trade % | 0.74 | 0.76 | 0.73 | 2.28 | 1.98 |
| Loss Per Trade % | 1.55 | 1.31 | 1.80 | 1.67 | 3.19 |
| Days In Trade | 984 | 500 | 484 | 984 | 984 |
| Days In Trade (Avg. Per Trade) | 13.12 | 13.51 | 12.74 | 13.12 | 13.12 |
| % Days In Trade | 52.34 | 26.60 | 25.74 | 52.34 | 52.34 |