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Model: Ratio
HQ Backtest TSM vs NVDA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TSM Taiwan Semiconductor Manufacturing Technology Semiconductors 1009303 0.0143 194.6 15325314
NVDA NVIDIA Corporation Technology Semiconductors 3411702 0.0003 139.31 363183799
Entry Threshold: 1.10 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: 2988.62
Total net P/L: -7011.38 Total ROI: -70.11 %
CAGR: -18.70 % Max. DD: 91.07 %
System Score: -14.058 Sharpe Ratio: -0.967
Start Date: 2019-01-02 End Date: 2024-10-31
Total days: 2129
Commissions: 1382.81 Comm.% P/L 24.57 %
Total Transactions: 528 Log. Linearity: 90.922 %
Total enabled Long enabled Short TSM NVDA
Total Profit/Loss -5628.57 -7300.50 1671.93 -958.55 -4670.02
Total Profit 17357.04 7979.33 9377.71 16057.42 20195.81
Total Loss 22985.61 15279.83 7705.78 17015.97 24865.83
Profit Factor 0.76 0.52 1.22 0.94 0.81
Trades 132 74 58 132 132
Winning Trades 85 45 40 68 76
Losing Trades 47 29 18 64 56
% Profitable 64.00 60.00 68.00 51.00 57.00
Profit/Loss Per Trade % -0.74 -1.76 0.58 -0.26 -0.79
Profit Per Trade % 3.68 3.31 4.10 4.02 5.27
Loss Per Trade % 7.90 8.80 6.45 4.42 7.96
Days In Trade 1476 905 571 1476 1476
Days In Trade (Avg. Per Trade) 11.18 12.23 9.84 11.18 11.18
% Days In Trade 69.33 42.51 26.82 69.33 69.33
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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.