MTUM-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 |
---|---|---|---|---|---|
18278.25 | 0.00 | Infinity | 18278.25 | 0.00 | Infinity |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
long entry | 2018-04-03 | 93.40 | ||
long exit | 2018-10-01 | 110.48 | 18.28% | 18.28% |
current long entry | 2020-03-10 | 110.99 |
Member discussion