ORC-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 |
|---|---|---|---|---|---|
| 12490.52 | -4060.82 | 3.08 | 24981.04 | -4060.82 | 6.15 |
| SEE BOTTOM TABLE FOR DETAILS | |||||
| Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
|---|---|---|---|---|
| long entry | 2014-12-09 | 11.79 | ||
| long exit | 2016-03-23 | 11.31 | -4.06% | -4.06% |
| long entry | 2016-12-16 | 12.98 | ||
| long exit | 2017-01-30 | 15.07 | 16.14% | 11.42% |
| long entry | 2018-01-11 | 11.87 | ||
| long exit | 2018-07-26 | 12.91 | 8.84% | 21.27% |
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