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Model: Ratio
HQ Backtest ASML vs TSM
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
ASML ASML Holding NV ADR Technology Semiconductor Equipment & Materials 743733 0.0046 1929.25 1698918
TSM Taiwan Semiconductor Manufacturing Technology Semiconductors 2396773 0.0082 467.67 13258755
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: 9148.65
Total net P/L: -851.35 Total ROI: -8.51 %
CAGR: -1.40 % Max. DD: 48.28 %
System Score: -0.000 Sharpe Ratio: 0.178
Start Date: 2020-02-03 End Date: 2026-05-29
Total days: 2307
Commissions: 348.26 Comm.% P/L 69.22 %
Total Transactions: 348 Log. Linearity: 5.990 %
Total enabled Long enabled Short ASML TSM
Total Profit/Loss -503.09 826.15 -1329.24 190.64 -693.73
Total Profit 16694.69 10825.41 5869.28 20868.21 17931.16
Total Loss 17197.78 9999.26 7198.52 20677.57 18624.89
Profit Factor 0.97 1.08 0.82 1.01 0.96
Trades 87 47 40 87 87
Winning Trades 60 35 25 51 42
Losing Trades 27 12 15 36 45
% Profitable 68.00 74.00 62.00 58.00 48.00
Profit/Loss Per Trade % -0.05 0.22 -0.37 -0.11 -0.21
Profit Per Trade % 3.32 3.63 2.88 4.75 4.89
Loss Per Trade % 6.59 8.16 5.36 6.33 4.41
Days In Trade 1070 581 489 1070 1070
Days In Trade (Avg. Per Trade) 12.30 12.36 12.22 12.30 12.30
% Days In Trade 46.38 25.18 21.20 46.38 46.38
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FB LN TW

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.