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Model: Kalman-auto
HQ Backtest TSM vs NVDA
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TSM Taiwan Semiconductor Manufacturing Technology Semiconductors 1794427 0.0102 345.98 12421994
NVDA NVIDIA Corporation Technology Semiconductors 4421808 0.0002 181.93 181373111
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 4840.76
Total net P/L: -5159.24 Total ROI: -51.59 %
CAGR: -13.14 % Max. DD: 73.46 %
System Score: -1.329 Sharpe Ratio: -0.648
Start Date: 2021-01-04 End Date: 2026-02-27
Total days: 1880
Commissions: 2137.20 Comm.% P/L 70.72 %
Total Transactions: 1652 Log. Linearity: 46.593 %
Total enabled Long enabled Short TSM NVDA
Total Profit/Loss -3022.04 -5456.99 2434.95 5493.08 -8515.12
Total Profit 32281.83 14655.21 17626.62 33889.33 39731.86
Total Loss 35303.87 20112.20 15191.67 28396.25 48246.98
Profit Factor 0.91 0.73 1.16 1.19 0.82
Trades 413 215 198 413 413
Winning Trades 255 131 124 216 210
Losing Trades 158 84 74 197 202
% Profitable 61.00 60.00 62.00 52.00 50.00
Profit/Loss Per Trade % -0.10 -0.33 0.16 0.13 -0.31
Profit Per Trade % 1.87 1.68 2.07 2.31 2.84
Loss Per Trade % 3.08 3.27 2.87 2.17 3.36
Days In Trade 1217 630 587 1217 1217
Days In Trade (Avg. Per Trade) 2.95 2.93 2.96 2.95 2.95
% Days In Trade 64.73 33.51 31.22 64.73 64.73
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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.