Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In

Forgot Username?
Forgot Password?
×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×
Model: Kalman-auto
HQ Backtest AMD vs MU
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
AMD Advanced Micro Devices Inc Technology Semiconductors 844358 517.82 42885541
MU Micron Technology Inc Technology Semiconductors 1101791 0.0005 975.56 38747515
Usage Target: 60.0 Sigma: 1.50
Max Duration: 20 Entry Mode: Simple Reversals:
Ve: 0.001 Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.2 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 3796.59
Total net P/L: -6203.41 Total ROI: -62.03 %
CAGR: -16.18 % Max. DD: 73.35 %
System Score: -1.720 Sharpe Ratio: -0.496
Start Date: 2021-01-04 End Date: 2026-06-30
Total days: 2003
Commissions: 1692.00 Comm.% P/L 37.50 %
Total Transactions: 1692 Log. Linearity: 47.377 %
Total enabled Long enabled Short AMD MU
Total Profit/Loss -4511.41 -1318.18 -3193.23 -803.98 -3707.43
Total Profit 35535.34 18299.27 17236.07 43445.34 40011.47
Total Loss 40046.75 19617.45 20429.30 44249.32 43718.90
Profit Factor 0.89 0.93 0.84 0.98 0.92
Trades 423 221 202 423 423
Winning Trades 268 142 126 222 231
Losing Trades 155 79 76 200 191
% Profitable 63.00 64.00 62.00 52.00 54.00
Profit/Loss Per Trade % -0.16 -0.10 -0.23 -0.05 -0.25
Profit Per Trade % 2.32 2.23 2.41 3.36 2.98
Loss Per Trade % 4.13 4.01 4.25 3.58 3.85
Days In Trade 1241 646 595 1241 1241
Days In Trade (Avg. Per Trade) 2.93 2.92 2.95 2.93 2.93
% Days In Trade 61.96 32.25 29.71 61.96 61.96
loading
Trade Log
loading
FB LN TW

© 2011 - 2026 Quantverse OÜ. All Rights Reserved.

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.