CORT-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 |
---|---|---|---|---|---|
29952.61 | 0.00 | Infinity | 119810.42 | 0.00 | Infinity |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
long entry | 2011-02-24 | 3.78 | ||
long exit | 2011-06-06 | 4.45 | 17.72% | 17.72% |
long entry | 2017-02-01 | 7.45 | ||
long exit | 2017-03-13 | 10.70 | 43.62% | 69.08% |
*long entry | 2020-11-02 | 17.52 | ||
long exit | 2020-11-23 | 23.23 | 32.59% | 124.19% |
long entry | 2024-12-20 | 51.72 | ||
long exit | 2025-01-31 | 65.10 | 25.87% | 182.18% |
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