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SIGA-Backtest Report

STATS BASED ON 100K INVESTMENT EACH TRADE (NOT COMPOUNDED)
Average Win SizeAverage Loss SizeRatio W/L sizeAccumulated WinsAccumulated LossesAccumulated W/L Ratio
195685.19-69482.292.82391370.37-69482.295.63
SEE BOTTOM TABLE FOR DETAILS
ActionTrade DateTrade Price% GainCompounded % Gain
long entry2011-02-038.14
dollar cost average2011-08-083.99
dollar cost average2011-11-181.83
dollar cost average price/gain:4.65-46.69%
long exit2012-03-272.48-69.48%-69.48%
long entry2012-11-161.88
long exit2013-02-152.9054.72%-52.78%
long entry2015-06-051.19
dollar cost average2015-06-091.15
dollar cost average2015-12-160.40
dollar cost average price/gain:0.91469.42%
long exit2018-12-175.19336.65%106.18%