| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| XLK | Technology Select Sector SPDR® Fund | 0.0063 | 175.2 | 16888724 | |||
| QQQ | Invesco QQQ Trust | 0.0025 | 707.24 | 55785447 |
| 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: | 11252.76 |
| Total net P/L: | 1252.76 | Total ROI: | 12.53 % |
| CAGR: | 2.24 % | Max. DD: | 6.92 % |
| System Score: | 0.256 | Sharpe Ratio: | 1.181 |
| Start Date: | 2021-01-04 | End Date: | 2026-04-30 |
| Total days: | 1942 | ||
| Commissions: | 324.00 | Comm.% P/L | 20.55 % |
| Total Transactions: | 324 | Log. Linearity: | 48.502 % |
| Total | Long |
Short |
XLK | QQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | 1576.76 | 1425.85 | 150.91 | 174.70 | 1402.06 |
| Total Profit | 4277.66 | 2337.80 | 1939.86 | 12049.52 | 10933.23 |
| Total Loss | 2700.89 | 911.95 | 1788.95 | 11874.83 | 9531.17 |
| Profit Factor | 1.58 | 2.56 | 1.08 | 1.01 | 1.15 |
| Trades | 81 | 39 | 42 | 81 | 81 |
| Winning Trades | 61 | 30 | 31 | 45 | 35 |
| Losing Trades | 20 | 9 | 11 | 36 | 46 |
| % Profitable | 75.00 | 76.00 | 73.00 | 55.00 | 43.00 |
| Profit/Loss Per Trade % | 0.18 | 0.35 | 0.04 | -0.05 | 0.09 |
| Profit Per Trade % | 0.68 | 0.75 | 0.61 | 2.59 | 2.97 |
| Loss Per Trade % | 1.30 | 0.99 | 1.56 | 3.11 | 2.00 |
| Days In Trade | 916 | 431 | 485 | 916 | 916 |
| Days In Trade (Avg. Per Trade) | 11.31 | 11.05 | 11.55 | 11.31 | 11.31 |
| % Days In Trade | 47.17 | 22.19 | 24.97 | 47.17 | 47.17 |