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Model: Ratio
HQ Backtest TQQQ vs SOXL
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TQQQ ProShares UltraPro QQQ 0.0006 19.32 147205195
SOXL Direxion Daily Semiconductor Bull 3X Shares 0.0081 8.86 55470976
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: 8205.30
Total net P/L: -1794.70 Total ROI: -17.95 %
CAGR: -3.49 % Max. DD: 45.36 %
System Score: -0.000 Sharpe Ratio: 0.186
Start Date: 2017-01-02 End Date: 2022-07-29
Total days: 2034
Commissions: 1039.25 Comm.% P/L 137.57 %
Total Transactions: 308 Log. Linearity: 0.072 %
Total enabled Long enabled Short TQQQ SOXL
Total Profit/Loss -755.45 -6663.86 5908.40 -1127.92 372.47
Total Profit 21322.16 7206.56 14115.61 33228.63 49879.14
Total Loss 22077.61 13870.41 8207.20 34356.55 49506.68
Profit Factor 0.97 0.52 1.72 0.97 1.01
Trades 77 33 44 77 77
Winning Trades 48 17 31 33 47
Losing Trades 29 16 13 44 30
% Profitable 62.00 51.00 70.00 42.00 61.00
Profit/Loss Per Trade % -0.11 -2.00 1.33 -0.95 -1.09
Profit Per Trade % 4.93 4.67 5.07 10.53 11.34
Loss Per Trade % 7.67 8.31 6.88 8.22 16.78
Days In Trade 985 454 531 985 985
Days In Trade (Avg. Per Trade) 12.79 13.76 12.07 12.79 12.79
% Days In Trade 48.43 22.32 26.11 48.43 48.43
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Trade Log
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FB LN TW

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.