| 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: | -1.20 | ||
| 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: | 89864.35 |
| Total net P/L: | -10135.65 | Total ROI: | -10.14 % |
| CAGR: | -6.92 % | Max. DD: | 23.48 % |
| System Score: | -0.000 | Sharpe Ratio: | -0.183 |
| Start Date: | 2025-01-02 | End Date: | 2026-06-30 |
| Total days: | 544 | ||
| Commissions: | 128.31 | Comm.% P/L | 1.28 % |
| Total Transactions: | 80 | Log. Linearity: | 0.723 % |
| Total | Long |
Short |
ASML | AMAT | |
|---|---|---|---|---|---|
| Total Profit/Loss | -10007.34 | -35540.94 | 25533.60 | -39634.04 | 29626.70 |
| Total Profit | 52194.47 | 16845.09 | 35349.38 | 44284.81 | 114138.10 |
| Total Loss | 62201.80 | 52386.02 | 9815.78 | 83918.84 | 84511.40 |
| Profit Factor | 0.84 | 0.32 | 3.60 | 0.53 | 1.35 |
| Trades | 20 | 12 | 8 | 20 | 20 |
| Winning Trades | 11 | 5 | 6 | 9 | 12 |
| Losing Trades | 9 | 7 | 2 | 11 | 8 |
| % Profitable | 55.00 | 41.00 | 75.00 | 45.00 | 60.00 |
| Profit/Loss Per Trade % | -0.53 | -2.96 | 3.23 | -2.70 | 1.21 |
| Profit Per Trade % | 4.91 | 3.44 | 6.15 | 4.81 | 9.80 |
| Loss Per Trade % | 6.52 | 6.94 | 5.06 | 7.96 | 9.80 |
| Days In Trade | 372 | 220 | 152 | 372 | 372 |
| Days In Trade (Avg. Per Trade) | 18.60 | 18.33 | 19.00 | 18.60 | 18.60 |
| % Days In Trade | 68.38 | 40.44 | 27.94 | 68.38 | 68.38 |