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Model: Kalman-grid-v2
HQ Backtest KLIC vs COHU
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
KLIC Kulicke and Soffa Industries Inc Technology Semiconductor Equipment & Materials 2137 0.02 40.99 575242
COHU Cohu Inc Technology Semiconductor Equipment & Materials 1097 23.48 552839
Entry Threshold: 1.70 Exit Threshold: -1.60
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 18208.35
Total net P/L: 8208.35 Total ROI: 82.08 %
CAGR: 82.38 % Max. DD: 10.23 %
System Score: 59.139 Sharpe Ratio: 2.240
Start Date: 2024-10-01 End Date: 2025-09-30
Total days: 364
Commissions: 409.65 Comm.% P/L 4.75 %
Total Transactions: 148 Log. Linearity: 89.539 %
Total enabled Long enabled Short KLIC COHU
Total Profit/Loss 8618.00 3977.93 4640.06 9122.87 -504.87
Total Profit 12941.47 5817.15 7124.32 16136.43 12048.01
Total Loss 4323.47 1839.21 2484.26 7013.56 12552.88
Profit Factor 2.99 3.16 2.87 2.30 0.96
Trades 37 17 20 37 37
Winning Trades 29 15 14 22 18
Losing Trades 8 2 6 15 19
% Profitable 78.00 88.00 70.00 59.00 48.00
Profit/Loss Per Trade % 1.71 1.71 1.71 1.89 -0.48
Profit Per Trade % 3.31 2.79 3.87 5.49 4.69
Loss Per Trade % 3.82 5.99 3.10 3.12 4.81
Days In Trade 351 151 200 351 351
Days In Trade (Avg. Per Trade) 9.49 8.88 10.00 9.49 9.49
% Days In Trade 96.43 41.48 54.95 96.43 96.43
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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.