CORN-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 |
---|---|---|---|---|---|
9535.80 | 0.00 | Infinity | 28607.41 | 0.00 | Infinity |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
*long entry | 2011-04-29 | 46.16 | ||
long exit | 2011-06-10 | 47.96 | 3.90% | 3.90% |
long entry | 2011-07-01 | 41.60 | ||
long exit | 2011-08-29 | 49.99 | 20.17% | 24.85% |
long entry | 2011-10-03 | 39.21 | ||
long exit | 2012-03-06 | 40.99 | 4.54% | 30.52% |
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