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Model: Ratio
HQ Backtest AMAT vs LI
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
AMAT Applied Materials Inc Technology Semiconductor Equipment & Materials 113911 0.0095 136.59 6065417
LI Li Auto Inc Consumer Cyclical Auto Manufacturers 42164 0 35.36 7460037
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 0.03 / 0.03
Initial Capital: 10000.00 Final Equity: 6432.86
Total net P/L: -3567.14 Total ROI: -35.67 %
CAGR: -19.23 % Max. DD: 59.40 %
System Score: -0.007 Sharpe Ratio: -0.059
Start Date: 2020-10-07 End Date: 2022-10-31
Total days: 754
Commissions: 183.51 Comm.% P/L 5.42 %
Total Transactions: 136 Log. Linearity: 7.233 %
Total enabled Long enabled Short AMAT LI
Total Profit/Loss -3383.63 -2804.60 -579.03 2746.18 -6129.81
Total Profit 15893.47 6512.04 9381.43 11596.74 12458.31
Total Loss 19277.10 9316.64 9960.46 8850.56 18588.12
Profit Factor 0.82 0.70 0.94 1.31 0.67
Trades 34 12 22 34 34
Winning Trades 24 8 16 19 19
Losing Trades 10 4 6 15 15
% Profitable 70.00 66.00 72.00 55.00 55.00
Profit/Loss Per Trade % -1.23 -3.05 -0.22 1.00 -2.07
Profit Per Trade % 7.88 9.54 7.06 6.75 7.83
Loss Per Trade % 17.87 20.31 16.27 5.60 12.45
Days In Trade 403 159 244 403 403
Days In Trade (Avg. Per Trade) 11.85 13.25 11.09 11.85 11.85
% Days In Trade 53.45 21.09 32.36 53.45 53.45
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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.