VAR-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 |
|---|---|---|---|---|---|
| 20356.51 | 0.00 | Infinity | 101782.57 | 0.00 | Infinity |
| SEE BOTTOM TABLE FOR DETAILS | |||||
| Action | Trade Date | Trade Price | % Gain | Compounded % Gain |
|---|---|---|---|---|
| long entry | 2008-03-17 | 40.10 | ||
| long exit | 2008-06-18 | 45.42 | 13.25% | 13.25% |
| *long entry | 2012-04-17 | 59.42 | ||
| dollar cost average | 2012-06-01 | 51.01 | ||
| dollar cost average | 2012-10-16 | 52.02 | ||
| dollar cost average price/gain: | 54.15 | 30.42% | ||
| long exit | 2013-12-05 | 70.62 | 18.84% | 34.59% |
| long entry | 2014-10-16 | 70.27 | ||
| long exit | 2015-07-30 | 76.13 | 8.34% | 45.82% |
| *long entry | 2018-01-05 | 110.69 | ||
| long exit | 2018-04-24 | 125.29 | 13.19% | 65.05% |
| long entry | 2020-03-10 | 117.20 | ||
| dollar cost average | 2020-03-13 | 103.19 | ||
| dollar cost average price/gain: | 110.19 | 57.58% | ||
| long exit | 2020-08-03 | 173.64 | 48.16% | 144.54% |
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