| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SPY | SPDR S&P 500 ETF Trust | 0.0081 | 710.14 | 78803598 | |||
| QQQ | Invesco QQQ Trust | 0.0028 | 648.85 | 55906501 |
| Entry Threshold: | 2.00 | Exit Threshold: | -2.00 | ||
| Max Duration: | 98 | Entry Mode: | Uptick | Reversals: | |
| MA Period: | 20 | MA Type: | SMA | StdDev Period: | 20 |
| 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: | 9920.15 |
| Total net P/L: | -79.85 | Total ROI: | -0.80 % |
| CAGR: | -0.09 % | Max. DD: | 29.97 % |
| System Score: | -0.001 | Sharpe Ratio: | 0.100 |
| Start Date: | 2017-01-02 | End Date: | 2026-03-31 |
| Total days: | 3375 | ||
| Commissions: | 280.00 | Comm.% P/L | 139.89 % |
| Total Transactions: | 280 | Log. Linearity: | 22.745 % |
| Total | Long |
Short |
SPY | QQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 200.15 | -2567.91 | 2768.06 | 1670.44 | -1470.29 |
| Total Profit | 7481.50 | 2949.86 | 4531.63 | 15636.31 | 17825.11 |
| Total Loss | 7281.34 | 5517.77 | 1763.57 | 13965.87 | 19295.40 |
| Profit Factor | 1.03 | 0.53 | 2.57 | 1.12 | 0.92 |
| Trades | 70 | 36 | 34 | 70 | 70 |
| Winning Trades | 45 | 21 | 24 | 34 | 40 |
| Losing Trades | 25 | 15 | 10 | 36 | 30 |
| % Profitable | 64.00 | 58.00 | 70.00 | 48.00 | 57.00 |
| Profit/Loss Per Trade % | 0.03 | -0.74 | 0.85 | 0.08 | -0.38 |
| Profit Per Trade % | 1.73 | 1.46 | 1.96 | 4.61 | 4.59 |
| Loss Per Trade % | 2.87 | 3.65 | 1.73 | 3.95 | 6.39 |
| Days In Trade | 3279 | 1862 | 1417 | 3279 | 3279 |
| Days In Trade (Avg. Per Trade) | 46.84 | 51.72 | 41.68 | 46.84 | 46.84 |
| % Days In Trade | 97.16 | 55.17 | 41.99 | 97.16 | 97.16 |