SJM-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 |
---|---|---|---|---|---|
26475.48 | -12839.11 | 2.06 | 52950.96 | -12839.11 | 4.12 |
SEE BOTTOM TABLE FOR DETAILS |
Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
---|---|---|---|---|
long entry | 2011-08-09 | 48.05 | ||
long exit | 2013-02-13 | 64.26 | 33.72% | 33.72% |
*long entry | 2019-06-06 | 100.87 | ||
long exit | 2020-02-27 | 87.92 | -12.84% | 16.56% |
long entry | 2020-12-15 | 98.78 | ||
long exit | 2021-11-24 | 117.77 | 19.23% | 38.96% |
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