CMO-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 |
---|---|---|---|---|---|
35548.12 | -4500.78 | 7.90 | 71096.25 | -4500.78 | 15.80 |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
*long entry | 2007-11-16 | 2.41 | ||
long exit | 2008-01-24 | 3.67 | 52.25% | 52.25% |
long entry | 2014-08-01 | 6.86 | ||
dollar cost average | 2014-10-01 | 6.79 | ||
dollar cost average | 2015-05-01 | 6.80 | ||
dollar cost average | 2015-06-10 | 6.71 | ||
dollar cost average | 2015-11-02 | 6.00 | ||
dollar cost average | 2016-06-28 | 6.31 | ||
dollar cost average | 2016-09-12 | 6.57 | ||
dollar cost average | 2016-09-19 | 6.46 | ||
dollar cost average price/gain: | 6.56 | -0.18% | ||
long exit | 2016-11-10 | 6.55 | -4.50% | 45.40% |
long entry | 2019-08-30 | 5.85 | ||
long exit | 2020-01-31 | 6.95 | 18.85% | 72.80% |
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