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Model: Ratio
HQ Backtest QQQ vs XLK
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
QQQ Invesco QQQ Trust 0.0025 708.69 49885001
XLK Technology Select Sector SPDR® Fund 0.0143 185.22 13605072
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: 11028.31
Total net P/L: 1028.31 Total ROI: 10.28 %
CAGR: 5.09 % Max. DD: 11.93 %
System Score: 1.711 Sharpe Ratio: 1.190
Start Date: 2024-09-11 End Date: 2026-08-31
Total days: 719
Commissions: 128.00 Comm.% P/L 11.07 %
Total Transactions: 128 Log. Linearity: 69.512 %
Total enabled Long enabled Short QQQ XLK
Total Profit/Loss 1156.31 -253.20 1409.51 -794.38 1950.69
Total Profit 2453.80 923.89 1529.91 3216.15 5954.77
Total Loss 1297.48 1177.08 120.40 4010.53 4004.08
Profit Factor 1.89 0.78 12.71 0.80 1.49
Trades 32 16 16 32 32
Winning Trades 25 11 14 11 21
Losing Trades 7 5 2 21 11
% Profitable 78.00 68.00 87.00 34.00 65.00
Profit/Loss Per Trade % 0.34 -0.14 0.83 -0.31 0.53
Profit Per Trade % 0.93 0.79 1.04 2.65 2.66
Loss Per Trade % 1.69 2.13 0.59 1.79 3.23
Days In Trade 333 180 153 333 333
Days In Trade (Avg. Per Trade) 10.41 11.25 9.56 10.41 10.41
% Days In Trade 46.31 25.03 21.28 46.31 46.31
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Trade Log
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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.