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Model: Kalman-grid-v2
HQ Backtest KLAC vs AMAT
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:
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: 8025.40
Total net P/L: -1974.60 Total ROI: -19.75 %
CAGR: -6.26 % Max. DD: 27.92 %
System Score: -0.390 Sharpe Ratio: -0.606
Start Date: 2023-01-02 End Date: 2026-05-29
Total days: 1243
Commissions: 637.81 Comm.% P/L 47.71 %
Total Transactions: 628 Log. Linearity: 39.652 %
Total enabled Long enabled Short KLAC AMAT
Total Profit/Loss -1336.79 -97.74 -1239.05 4492.10 -5828.89
Total Profit 9046.61 5005.45 4041.16 23139.94 19153.00
Total Loss 10383.40 5103.19 5280.21 18647.83 24981.89
Profit Factor 0.87 0.98 0.77 1.24 0.77
Trades 157 77 80 157 157
Winning Trades 104 55 49 84 79
Losing Trades 53 22 31 73 78
% Profitable 66.00 71.00 61.00 53.00 50.00
Profit/Loss Per Trade % -0.10 -0.02 -0.17 0.21 -0.47
Profit Per Trade % 0.94 0.99 0.89 2.86 2.55
Loss Per Trade % 2.04 2.41 1.78 2.67 3.27
Days In Trade 731 329 402 731 731
Days In Trade (Avg. Per Trade) 4.66 4.27 5.03 4.66 4.66
% Days In Trade 58.81 26.47 32.34 58.81 58.81
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Trade Log
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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.