GLRE-Backtest Report

STATS BASED ON 100K INVESTMENT EACH TRADE (NOT COMPOUNDED)
Average Win SizeAverage Loss SizeRatio W/L sizeAccumulated WinsAccumulated LossesAccumulated W/L Ratio
13614.050.00Infinity27228.100.00Infinity
SEE BOTTOM TABLE FOR DETAILS
ActionTrade DateTrade Price% GainCompounded % Gain
long entry2012-07-1624.50
long exit2013-11-0130.7425.47%25.47%
long entry2014-08-0632.41
long exit2014-11-0432.981.76%27.68%