AMSF-Backtest Report
STATS BASED ON 100K INVESTMENT EACH TRADE (NOT COMPOUNDED) | |||||
Average Win Size | Average Loss Size | Ratio W/L size | Accumulated Wins | Accumulated Losses | Accumulated W/L Ratio |
---|---|---|---|---|---|
24907.02 | -5376.27 | 4.63 | 99628.07 | -5376.27 | 18.53 |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
long entry | 2011-01-05 | 8.75 | ||
long exit | 2012-10-02 | 13.18 | 50.73% | 50.73% |
long entry | 2013-04-26 | 15.44 | ||
long exit | 2014-09-19 | 19.03 | 23.29% | 85.84% |
long entry | 2015-03-10 | 20.17 | ||
long exit | 2015-03-31 | 23.38 | 15.91% | 115.40% |
long entry | 2017-04-07 | 35.29 | ||
long exit | 2017-06-19 | 33.39 | -5.38% | 103.82% |
long entry | 2023-03-14 | 41.58 | ||
long exit | 2023-04-27 | 45.62 | 9.70% | 123.59% |
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