NYMT-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 |
---|---|---|---|---|---|
24092.62 | -16563.94 | 1.45 | 72277.86 | -16563.94 | 4.36 |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
*long entry | 2011-08-01 | 4.78 | ||
long exit | 2011-11-17 | 4.90 | 2.67% | 2.67% |
long entry | 2015-08-11 | 7.89 | ||
dollar cost average | 2016-01-14 | 6.27 | ||
dollar cost average | 2016-01-20 | 5.55 | ||
dollar cost average price/gain: | 6.57 | 0.17% | ||
long exit | 2016-03-22 | 6.58 | -16.56% | -14.33% |
*long entry | 2017-10-27 | 10.43 | ||
dollar cost average | 2018-02-05 | 9.50 | ||
dollar cost average price/gain: | 9.96 | 32.68% | ||
long exit | 2019-06-21 | 13.22 | 26.75% | 8.58% |
long entry | 2020-03-19 | 4.93 | ||
long exit | 2020-06-05 | 7.05 | 42.86% | 55.11% |
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