| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| KLAC | KLA Corporation | Technology | Semiconductor Equipment & Materials | 314133 | 0.0031 | 240.48 | 10599531 |
| AMAT | Applied Materials Inc | Technology | Semiconductor Equipment & Materials | 467618 | 0.0033 | 588.97 | 7842624 |
| Entry Threshold: | 2.00 | 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: | 6618.97 |
| Total net P/L: | -3381.03 | Total ROI: | -33.81 % |
| CAGR: | -11.41 % | Max. DD: | 40.29 % |
| System Score: | -6.976 | Sharpe Ratio: | -1.221 |
| Start Date: | 2023-01-02 | End Date: | 2026-05-29 |
| Total days: | 1243 | ||
| Commissions: | 177.70 | Comm.% P/L | 5.55 % |
| Total Transactions: | 176 | Log. Linearity: | 84.871 % |
| Total | Long |
Short |
KLAC | AMAT | |
|---|---|---|---|---|---|
| Total Profit/Loss | -3203.33 | -1444.46 | -1758.88 | 2794.92 | -5998.26 |
| Total Profit | 4276.95 | 2073.38 | 2203.57 | 12370.65 | 8968.84 |
| Total Loss | 7480.28 | 3517.84 | 3962.44 | 9575.73 | 14967.09 |
| Profit Factor | 0.57 | 0.59 | 0.56 | 1.29 | 0.60 |
| Trades | 44 | 19 | 25 | 44 | 44 |
| Winning Trades | 25 | 14 | 11 | 25 | 19 |
| Losing Trades | 19 | 5 | 14 | 19 | 25 |
| % Profitable | 56.00 | 73.00 | 44.00 | 56.00 | 43.00 |
| Profit/Loss Per Trade % | -0.89 | -0.99 | -0.81 | 0.54 | -1.97 |
| Profit Per Trade % | 2.11 | 1.77 | 2.54 | 5.93 | 5.48 |
| Loss Per Trade % | 4.57 | 8.20 | 3.30 | 5.86 | 6.95 |
| Days In Trade | 640 | 274 | 366 | 640 | 640 |
| Days In Trade (Avg. Per Trade) | 14.55 | 14.42 | 14.64 | 14.55 | 14.55 |
| % Days In Trade | 51.49 | 22.04 | 29.44 | 51.49 | 51.49 |