| Model: | Ratio |
| Symbol | Title | Sector | Industry | M.Cap.[M] | Div Yield | Last Close | AvgVol 200d |
| ASML | ASML Holding NV ADR | Technology | Semiconductor Equipment & Materials | 703414 | 0.0048 | 1747.28 | 1733870 |
| AMAT | Applied Materials Inc | Technology | Semiconductor Equipment & Materials | 440250 | 0.0032 | 554.5 | 8211737 |
| Entry Threshold: | 2.00 | Exit Threshold: | 0.00 | ||
| Max Duration: | 20 | Entry Mode: | Simple | Reversals: | |
| MA Period: | 20 | MA Type: | EMA | StdDev Period: | 20 |
| 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: | 100000.00 | Final Equity: | 102991.69 |
| Total net P/L: | 2991.69 | Total ROI: | 2.99 % |
| CAGR: | 2.00 % | Max. DD: | 21.41 % |
| System Score: | 0.147 | Sharpe Ratio: | 0.247 |
| Start Date: | 2025-01-02 | End Date: | 2026-06-30 |
| Total days: | 544 | ||
| Commissions: | 142.20 | Comm.% P/L | 4.54 % |
| Total Transactions: | 88 | Log. Linearity: | 41.932 % |
| Total | Long |
Short |
ASML | AMAT | |
|---|---|---|---|---|---|
| Total Profit/Loss | 3133.89 | -11037.98 | 14171.87 | -13935.39 | 17069.28 |
| Total Profit | 53379.44 | 29222.64 | 24156.80 | 45255.37 | 82784.93 |
| Total Loss | 50245.55 | 40260.62 | 9984.93 | 59190.76 | 65715.66 |
| Profit Factor | 1.06 | 0.73 | 2.42 | 0.76 | 1.26 |
| Trades | 22 | 13 | 9 | 22 | 22 |
| Winning Trades | 16 | 9 | 7 | 11 | 16 |
| Losing Trades | 6 | 4 | 2 | 11 | 6 |
| % Profitable | 72.00 | 69.00 | 77.00 | 50.00 | 72.00 |
| Profit/Loss Per Trade % | 0.14 | -0.72 | 1.40 | -1.02 | 0.68 |
| Profit Per Trade % | 3.17 | 3.05 | 3.33 | 3.74 | 5.04 |
| Loss Per Trade % | 7.08 | 8.10 | 5.07 | 5.32 | 9.15 |
| Days In Trade | 259 | 157 | 102 | 259 | 259 |
| Days In Trade (Avg. Per Trade) | 11.77 | 12.08 | 11.33 | 11.77 | 11.77 |
| % Days In Trade | 47.61 | 28.86 | 18.75 | 47.61 | 47.61 |