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Model: Ratio
HQ Backtest TSM vs SMCI
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
SMCI Super Micro Computer Inc Technology Computer Hardware 22421 38.29 77113856
Entry Threshold: 0.50 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: 1788.58
Total net P/L: -8211.42 Total ROI: -82.11 %
CAGR: -25.55 % Max. DD: 91.76 %
System Score: -12.694 Sharpe Ratio: -0.538
Start Date: 2019-01-02 End Date: 2024-10-31
Total days: 2129
Commissions: 3827.57 Comm.% P/L 87.31 %
Total Transactions: 664 Log. Linearity: 79.199 %
Total enabled Long enabled Short TSM SMCI
Total Profit/Loss -4383.85 -6604.15 2220.30 3511.32 -7895.17
Total Profit 28465.40 14701.42 13763.98 23021.69 24662.98
Total Loss 32849.25 21305.57 11543.68 19510.37 32558.15
Profit Factor 0.87 0.69 1.19 1.18 0.76
Trades 166 83 83 166 166
Winning Trades 123 61 62 93 106
Losing Trades 43 22 21 73 60
% Profitable 74.00 73.00 74.00 56.00 63.00
Profit/Loss Per Trade % -0.71 -2.01 0.62 0.17 -1.33
Profit Per Trade % 4.71 4.94 4.49 3.80 5.23
Loss Per Trade % 12.88 16.55 9.15 4.07 9.57
Days In Trade 1597 757 840 1597 1597
Days In Trade (Avg. Per Trade) 9.62 9.12 10.12 9.62 9.62
% Days In Trade 75.01 35.56 39.46 75.01 75.01
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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.