RMBS-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 |
---|---|---|---|---|---|
79039.70 | -1349.21 | 58.58 | 237119.10 | -1349.21 | 175.75 |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
*long entry | 2013-08-13 | 8.87 | ||
long exit | 2014-03-19 | 10.70 | 20.63% | 20.63% |
*long entry | 2014-07-24 | 12.60 | ||
long exit | 2014-09-15 | 12.43 | -1.35% | 19.00% |
long entry | 2020-02-28 | 14.07 | ||
dollar cost average | 2020-03-13 | 9.35 | ||
dollar cost average | 2020-03-17 | 10.07 | ||
dollar cost average price/gain: | 11.16 | 139.80% | ||
long exit | 2021-11-22 | 26.77 | 90.26% | 126.42% |
long entry | 2022-01-24 | 24.29 | ||
long exit | 2023-09-15 | 54.95 | 126.22% | 412.22% |
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