Model: | Ratio |
Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
SPY | SPDR S&P 500 ETF Trust | 0.0109 | 523.3 | 76242704 | |||
QQQ | Invesco QQQ Trust | 0.004 | 445.93 | 47140976 |
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: | 9203.13 |
Total net P/L: | -796.87 | Total ROI: | -7.97 % |
CAGR: | -1.57 % | Max. DD: | 22.35 % |
System Score: | -0.085 | Sharpe Ratio: | -0.442 |
Start Date: | 2019-01-02 | End Date: | 2024-03-29 |
Total days: | 1913 | ||
Commissions: | 288.00 | Comm.% P/L | 56.60 % |
Total Transactions: | 288 | Log. Linearity: | 37.865 % |
Total | Long | Short | SPY | QQQ | |
---|---|---|---|---|---|
Total Profit/Loss | -508.87 | -481.14 | -27.73 | 270.19 | -779.06 |
Total Profit | 3980.81 | 1990.20 | 1990.60 | 8930.97 | 10031.92 |
Total Loss | 4489.68 | 2471.34 | 2018.33 | 8660.78 | 10810.98 |
Profit Factor | 0.89 | 0.81 | 0.99 | 1.03 | 0.93 |
Trades | 72 | 37 | 35 | 72 | 72 |
Winning Trades | 45 | 22 | 23 | 42 | 35 |
Losing Trades | 27 | 15 | 12 | 30 | 37 |
% Profitable | 62.00 | 59.00 | 65.00 | 58.00 | 48.00 |
Profit/Loss Per Trade % | -0.07 | -0.15 | 0.00 | -0.06 | -0.20 |
Profit Per Trade % | 0.90 | 0.93 | 0.88 | 2.16 | 2.87 |
Loss Per Trade % | 1.66 | 1.68 | 1.64 | 2.84 | 2.94 |
Days In Trade | 983 | 569 | 414 | 983 | 983 |
Days In Trade (Avg. Per Trade) | 13.65 | 15.38 | 11.83 | 13.65 | 13.65 |
% Days In Trade | 51.39 | 29.74 | 21.64 | 51.39 | 51.39 |