Drag Entries and Exits onto the Model surface. Each Entry should have at least one Exit under it. The Exit type (Sell, Cover) should match the Entry type (Buy, Sell)
You can drag one or more Conditions onto the Entries and Exits to define the Model's trading logic. If a Condition uses an indicator, you can choose any technical indicator, or a price component like open, high, low, close or volume.
You can drag a Qualifier onto a Condition to impose different behavior on it, such as enforcing that it occurs a certain number of days in a row.
Breakout model for NASDAQ (other universes have fewer similar breakouts). Looks good as is for past 10 years of bull market. The caveat is this breakout like others is weakest during market retreats, hence a 20-year backtest looks crappy.
Homework: This is where a whole-market indicator (like Death/Golden Cross) is useful. Add that filter to both the buy and sell sides to get a better 20 year record (that beats SPY with lower drawdown) but underperforms SPY over the last 10 years. There are other market filters.
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When you're ready, please Publish your Model so other members of the Quantacula community can review and learn from it.
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The settings here control what data is used when you backtest your Model, as well as the position sizing. Settings information is saved when you save your Model.
| Summary | Model | Benchmark |
| Profit | ||
| Profit % | ||
| APR | ||
| Sharpe Ratio | ||
| Sortino Ratio | ||
| Exposure | ||
| Alpha α | N/A | |
| Beta β | N/A | |
| Profit Factor | ||
| Recovery Factor | ||
| Drawdown | Model | Benchmark |
| Maximum Drawdown | ||
| Maximum Drawdown % | ||
| Maximum Drawdown Date | ||
| Interest and Commission | Model | Benchmark |
| Commission Paid | ||
| Cash Interest Earned | ||
| Margin Interest Paid |
| Positions | Model | Benchmark |
| Number of Positions | ||
| Number of NSF Positions (not taken) | ||
| Win Rate | ||
| Average Profit | ||
| Average Profit % | ||
| Average Hold Time (Bars) | ||
| Winning Positions | Model | Benchmark |
| Number of Winners | ||
| Winning % | ||
| Winners Avg Profit | ||
| Winners Avg Profit % | ||
| Winners Avg Hold Time (Bars) | ||
| Losing Positions | Model | Benchmark |
| Number of Losers | ||
| Losing % | ||
| Losers Avg Loss | ||
| Losers Avg Loss % | ||
| Losers Avg Hold Time (Bars) |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| Position | Symbol | Quantity | Entry Date | Entry Price | Last Price | Profit | Profit % |
| Position | Symbol | Quantity | Entry Date | Entry Price | Exit Date | Exit Price | Profit | Profit % |
