MLR-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 |
---|---|---|---|---|---|
26069.58 | -6509.95 | 4.00 | 104278.31 | -6509.95 | 16.02 |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
long entry | 2011-08-09 | 11.89 | ||
long exit | 2011-10-25 | 14.04 | 18.02% | 18.02% |
*long entry | 2014-05-09 | 14.84 | ||
long exit | 2014-12-10 | 15.58 | 5.01% | 23.94% |
long entry | 2017-03-17 | 20.51 | ||
long exit | 2019-11-06 | 32.37 | 57.84% | 95.62% |
long entry | 2020-02-20 | 30.47 | ||
dollar cost average | 2020-02-26 | 27.20 | ||
dollar cost average | 2020-03-13 | 24.51 | ||
dollar cost average | 2020-03-17 | 24.19 | ||
dollar cost average price/gain: | 26.59 | 7.14% | ||
long exit | 2020-06-08 | 28.49 | -6.51% | 82.88% |
long entry | 2021-05-13 | 39.79 | ||
dollar cost average | 2022-09-01 | 22.54 | ||
dollar cost average price/gain: | 31.17 | 57.57% | ||
long exit | 2024-03-07 | 49.11 | 23.41% | 125.69% |
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