CASS-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 |
---|---|---|---|---|---|
11802.34 | -12531.55 | 0.94 | 47209.36 | -12531.55 | 3.77 |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
long entry | 2013-01-28 | 22.73 | ||
long exit | 2013-05-21 | 26.28 | 15.60% | 15.60% |
*long entry | 2014-01-28 | 36.13 | ||
long exit | 2015-03-13 | 31.60 | -12.53% | 1.12% |
long entry | 2017-03-22 | 39.04 | ||
long exit | 2017-12-04 | 43.18 | 10.60% | 11.83% |
long entry | 2018-02-06 | 38.32 | ||
long exit | 2019-07-31 | 43.91 | 14.59% | 28.14% |
long entry | 2020-02-28 | 40.95 | ||
dollar cost average | 2020-03-06 | 35.76 | ||
dollar cost average | 2020-03-10 | 33.87 | ||
dollar cost average | 2020-03-17 | 27.54 | ||
dollar cost average | 2023-04-20 | 35.49 | ||
dollar cost average price/gain: | 34.72 | 25.51% | ||
long exit | 2023-12-15 | 43.58 | 6.42% | 36.37% |
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