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Model: Kalman-grid-v2
HQ Backtest KLAC vs MPWR
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
KLAC KLA Corporation Technology Semiconductor Equipment & Materials 240104 0.0044 183.77 11034231
MPWR Monolithic Power Systems Inc Technology Semiconductors 64430 0.0055 1311.08 728347
Entry Threshold: 2.00 Exit Threshold: 0.50
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 5752.43
Total net P/L: -4247.57 Total ROI: -42.48 %
CAGR: -9.45 % Max. DD: 51.27 %
System Score: -0.001 Sharpe Ratio: -0.415
Start Date: 2021-01-04 End Date: 2026-07-31
Total days: 2034
Commissions: 789.66 Comm.% P/L 22.84 %
Total Transactions: 768 Log. Linearity: 5.024 %
Total enabled Long enabled Short KLAC MPWR
Total Profit/Loss -3457.91 -1249.26 -2208.65 -2938.96 -518.95
Total Profit 25733.69 13025.22 12708.47 33508.74 38564.13
Total Loss 29191.60 14274.49 14917.12 36447.71 39083.08
Profit Factor 0.88 0.91 0.85 0.92 0.99
Trades 192 95 97 192 192
Winning Trades 126 62 64 87 114
Losing Trades 66 33 33 105 78
% Profitable 65.00 65.00 65.00 45.00 59.00
Profit/Loss Per Trade % -0.24 -0.32 -0.16 -0.38 -0.11
Profit Per Trade % 2.37 2.43 2.32 4.26 3.91
Loss Per Trade % 4.64 4.94 4.35 3.83 5.39
Days In Trade 1227 568 659 1227 1227
Days In Trade (Avg. Per Trade) 6.39 5.98 6.79 6.39 6.39
% Days In Trade 60.32 27.93 32.40 60.32 60.32
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Trade Log
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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.