Model: | Ratio |
Symbol | Title | Sector | Exchange | M.Cap.[M] | Beta | Float | Avg.Price | Avg.Volume | Last volume |
TQQQ | ProShares UltraPro QQQ ETF | Financial | NASDAQ | 3510 | 0 | 0 | 7010000 | 3260000 | |
SQQQ | ProShares Trust UltraPro Short QQQ ETF | Financial | NASDAQ | 453.54 | 0 | 0 | 17790000 | 9230000 |
Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
MA Period: | 15 | MA Type: | SMA | StdDev Period: | 15 |
RSI Period: | 14 | RSI Threshold: | 0 | ||
Margin Req. 1: | 100.0 | Margin Req. 2: | 100.0 | ||
Version: | 5 | Model Version: | 2016.1 | Bid-Ask 0.00 / 0.01 |
Initial Capital: | 2000.00 | Final Equity: | 1573.68 |
Total net P/L: | -426.32 | Total ROI: | -21.32 % |
CAGR: | -16.73 % | Max. DD: | 44.45 % |
System Score: | -0.360 | Sharpe Ratio: | -0.097 |
Start Date: | 2021-01-04 | End Date: | 2022-04-27 |
Total days: | 478 | ||
Commissions: | 84.00 | Comm.% P/L | 24.54 % |
Total Transactions: | 84 | Log. Linearity: | 27.807 % |
Total | ![]() |
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TQQQ | SQQQ | |
---|---|---|---|---|---|
Total Profit/Loss | -342.32 | -77.25 | -265.07 | -250.96 | -91.36 |
Total Profit | 1164.96 | 586.96 | 578.00 | 546.11 | 624.13 |
Total Loss | 1507.28 | 664.21 | 843.07 | 797.07 | 715.49 |
Profit Factor | 0.77 | 0.88 | 0.69 | 0.69 | 0.87 |
Trades | 21 | 10 | 11 | 21 | 21 |
Winning Trades | 11 | 5 | 6 | 11 | 13 |
Losing Trades | 10 | 5 | 5 | 9 | 8 |
% Profitable | 52.00 | 50.00 | 54.00 | 52.00 | 61.00 |
Profit/Loss Per Trade % | -0.91 | -0.36 | -1.40 | -0.55 | -0.12 |
Profit Per Trade % | 6.41 | 6.99 | 5.92 | 3.02 | 2.92 |
Loss Per Trade % | 7.84 | 6.58 | 9.11 | 4.68 | 4.73 |
Days In Trade | 277 | 111 | 166 | 277 | 277 |
Days In Trade (Avg. Per Trade) | 13.19 | 11.10 | 15.09 | 13.19 | 13.19 |
% Days In Trade | 57.95 | 23.22 | 34.73 | 57.95 | 57.95 |