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Model: Kalman
HQ Backtest TSM vs WDC
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
TSM Taiwan Semiconductor Manufacturing Technology Semiconductors 2257983 0.0093 428.03 13074538
WDC Western Digital Corporation Technology Computer Hardware 166184 0.001 460.93 8460862
Warning: This model is provided for education purposes only. Use Kalman Grid model to trade based on Kalman filters. ×
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
δ: 0.0001 Ve: 0.001 Neutrality: dollar
Aux StdDev Per: 0 Unstable Period: 20
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2014.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 5321.49
Total net P/L: -4678.51 Total ROI: -46.79 %
CAGR: -10.55 % Max. DD: 63.31 %
System Score: -0.000 Sharpe Ratio: -0.786
Start Date: 2021-01-04 End Date: 2026-08-31
Total days: 2065
Commissions: 533.25 Comm.% P/L 12.86 %
Total Transactions: 492 Log. Linearity: 0.480 %
Total enabled Long enabled Short TSM WDC
Total Profit/Loss -4145.26 -3849.68 -295.57 5053.94 -9199.20
Total Profit 16577.04 9033.71 7543.33 18460.70 20787.70
Total Loss 20722.30 12883.40 7838.90 13406.76 29986.89
Profit Factor 0.80 0.70 0.96 1.38 0.69
Trades 123 61 62 123 123
Winning Trades 75 35 40 66 63
Losing Trades 48 26 22 57 60
% Profitable 60.00 57.00 64.00 53.00 51.00
Profit/Loss Per Trade % -0.47 -0.80 -0.14 0.35 -0.97
Profit Per Trade % 2.33 2.78 1.94 2.83 3.45
Loss Per Trade % 4.45 5.11 3.69 2.41 5.05
Days In Trade 320 168 152 320 320
Days In Trade (Avg. Per Trade) 2.60 2.75 2.45 2.60 2.60
% Days In Trade 15.50 8.14 7.36 15.50 15.50
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Trade Log
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FB LN TW

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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.