TCF-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 |
|---|---|---|---|---|---|
| 30602.51 | -1023.85 | 29.89 | 122410.04 | -1023.85 | 119.56 |
| SEE BOTTOM TABLE FOR DETAILS | |||||
| Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
|---|---|---|---|---|
| long entry | 2008-10-24 | 15.34 | ||
| dollar cost average | 2009-03-06 | 10.38 | ||
| dollar cost average price/gain: | 12.86 | 22.40% | ||
| long exit | 2010-03-18 | 15.74 | 2.63% | 2.63% |
| long entry | 2012-11-09 | 16.51 | ||
| long exit | 2013-02-15 | 19.32 | 17.02% | 20.10% |
| *long entry | 2013-08-16 | 21.94 | ||
| long exit | 2014-09-04 | 23.21 | 5.77% | 27.03% |
| long entry | 2015-08-21 | 25.61 | ||
| long exit | 2017-11-30 | 50.45 | 96.99% | 150.23% |
| long entry | 2020-03-02 | 36.22 | ||
| dollar cost average | 2020-03-04 | 34.72 | ||
| dollar cost average | 2020-03-10 | 27.72 | ||
| dollar cost average | 2020-03-13 | 21.85 | ||
| dollar cost average | 2020-03-19 | 20.98 | ||
| dollar cost average price/gain: | 28.30 | 26.70% | ||
| long exit | 2020-06-05 | 35.85 | -1.02% | 147.67% |
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