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CCMP-Backtest Report

STATS BASED ON 100K INVESTMENT EACH TRADE (NOT COMPOUNDED)
Average Win SizeAverage Loss SizeRatio W/L sizeAccumulated WinsAccumulated LossesAccumulated W/L Ratio
21903.57-14446.041.5265710.70-14446.044.55
SEE BOTTOM TABLE FOR DETAILS
ActionTrade DateTrade Price% GainCompounded % Gain
*long entry2008-09-1122.78
dollar cost average2008-10-2415.48
dollar cost average2008-11-2114.35
dollar cost average price/gain:17.5442.63%
long exit2010-04-2225.019.83%9.83%
long entry2012-05-2130.14
dollar cost average2012-10-3127.42
dollar cost average price/gain:28.7858.96%
long exit2015-02-0345.7551.82%66.74%
long entry2015-03-2644.64
dollar cost average2016-01-2937.20
dollar cost average price/gain:40.92-6.67%
long exit2016-04-1838.19-14.45%42.65%
*long entry2017-05-1870.25
long exit2017-06-0973.104.07%48.45%
current long entry2019-11-19130.60