| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| SQQQ | ProShares UltraPro Short QQQ | 0.0355 | 40.56 | 48204101 | |||
| TQQQ | ProShares UltraPro QQQ | 0.0006 | 74.44 | 98402864 |
| 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 0.10 / 0.10 | |
| Initial Capital: | 10000.00 | Final Equity: | 4230.01 |
| Total net P/L: | -5769.99 | Total ROI: | -57.70 % |
| CAGR: | -14.73 % | Max. DD: | 91.47 % |
| System Score: | -0.458 | Sharpe Ratio: | 0.990 |
| Start Date: | 2021-01-04 | End Date: | 2026-05-29 |
| Total days: | 1971 | ||
| Commissions: | 435.62 | Comm.% P/L | 8.17 % |
| Total Transactions: | 316 | Log. Linearity: | 31.447 % |
| Total | Long |
Short |
SQQQ | TQQQ | |
|---|---|---|---|---|---|
| Total Profit/Loss | -5334.37 | -12308.12 | 6973.75 | 803.05 | -6137.42 |
| Total Profit | 38831.02 | 17240.89 | 21590.13 | 20780.44 | 18634.52 |
| Total Loss | 44165.39 | 29549.01 | 14616.38 | 19977.39 | 24771.94 |
| Profit Factor | 0.88 | 0.58 | 1.48 | 1.04 | 0.75 |
| Trades | 79 | 41 | 38 | 79 | 79 |
| Winning Trades | 51 | 24 | 27 | 55 | 48 |
| Losing Trades | 28 | 17 | 11 | 24 | 31 |
| % Profitable | 64.00 | 58.00 | 71.00 | 69.00 | 60.00 |
| Profit/Loss Per Trade % | -1.00 | -4.51 | 2.93 | 0.56 | -0.56 |
| Profit Per Trade % | 11.67 | 11.36 | 11.96 | 5.79 | 6.10 |
| Loss Per Trade % | 18.45 | 21.51 | 13.89 | 10.08 | 9.55 |
| Days In Trade | 987 | 594 | 393 | 987 | 987 |
| Days In Trade (Avg. Per Trade) | 12.49 | 14.49 | 10.34 | 12.49 | 12.49 |
| % Days In Trade | 50.08 | 30.14 | 19.94 | 50.08 | 50.08 |