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Model: Ratio
HQ Backtest SPY vs QQQ
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
SPY SPDR S&P 500 ETF Trust 0.0086 655.83 79798513
QQQ Invesco QQQ Trust 0.003 584.98 56122016
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: 8946.27
Total net P/L: -1053.73 Total ROI: -10.54 %
CAGR: -2.10 % Max. DD: 21.82 %
System Score: -0.056 Sharpe Ratio: -0.723
Start Date: 2021-01-04 End Date: 2026-03-31
Total days: 1912
Commissions: 308.00 Comm.% P/L 41.30 %
Total Transactions: 308 Log. Linearity: 29.855 %
Total enabled Long enabled Short SPY QQQ
Total Profit/Loss -745.73 -169.94 -575.79 2914.98 -3660.71
Total Profit 3180.69 1528.21 1652.48 8552.29 7224.72
Total Loss 3926.43 1698.16 2228.27 5637.31 10885.44
Profit Factor 0.81 0.90 0.74 1.52 0.66
Trades 77 38 39 77 77
Winning Trades 48 23 25 41 40
Losing Trades 29 15 14 36 37
% Profitable 62.00 60.00 64.00 53.00 51.00
Profit/Loss Per Trade % -0.10 -0.05 -0.15 0.38 -0.58
Profit Per Trade % 0.74 0.76 0.73 2.28 2.00
Loss Per Trade % 1.46 1.26 1.69 1.72 3.19
Days In Trade 1009 520 489 1009 1009
Days In Trade (Avg. Per Trade) 13.10 13.68 12.54 13.10 13.10
% Days In Trade 52.77 27.20 25.58 52.77 52.77
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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.