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Model: Kalman-grid-v2
HQ Backtest ADI vs KLAC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ADI Analog Devices Inc Technology Semiconductors 181479 0.0115 374.52 4156749
KLAC KLA Corporation Technology Semiconductor Equipment & Materials 240104 0.0044 183.77 11034231
Entry Threshold: 2.00 Exit Threshold: 0.50
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: 3118.98
Total net P/L: -6881.02 Total ROI: -68.81 %
CAGR: -18.87 % Max. DD: 73.78 %
System Score: -9.101 Sharpe Ratio: -1.914
Start Date: 2021-01-04 End Date: 2026-07-31
Total days: 2034
Commissions: 912.77 Comm.% P/L 15.29 %
Total Transactions: 820 Log. Linearity: 78.427 %
Total enabled Long enabled Short ADI KLAC
Total Profit/Loss -5968.25 -5244.62 -723.63 380.06 -6348.31
Total Profit 13147.92 7289.94 5857.98 19058.28 24923.08
Total Loss 19116.17 12534.56 6581.61 18678.22 31271.38
Profit Factor 0.69 0.58 0.89 1.02 0.80
Trades 205 107 98 205 205
Winning Trades 122 60 62 94 122
Losing Trades 83 47 36 111 83
% Profitable 59.00 56.00 63.00 45.00 59.00
Profit/Loss Per Trade % -0.50 -0.90 -0.07 -0.06 -0.57
Profit Per Trade % 1.62 1.89 1.35 2.62 2.81
Loss Per Trade % 3.27 3.96 2.37 2.23 5.02
Days In Trade 1014 572 442 1014 1014
Days In Trade (Avg. Per Trade) 4.95 5.35 4.51 4.95 4.95
% Days In Trade 49.85 28.12 21.73 49.85 49.85
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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.