Buy (bull) | Wait (bullish reversal) | Wait (bearish reversal) | Sell (bear) |
Open date | Close date | Duration | Open price | Close price | Open capital | Close capital | Perf (trade) | Perf (sum) |
---|---|---|---|---|---|---|---|---|
2015-12-31 | 2016-11-30 | -335 days | $ 87.91 | $ 88.28 | $ 1,000.00 | $ 1,004.20 | 0.42% | 0.42% |
2017-03-31 | 2017-10-31 | -214 days | $ 112.90 | $ 104.64 | $ 1,004.20 | $ 930.69 | -7.32% | -6.93% |
2021-05-31 | 2021-11-30 | -183 days | $ 96.43 | $ 85.94 | $ 930.69 | $ 829.43 | -10.88% | -17.06% |
2022-01-31 | 2022-03-31 | -59 days | $ 102.85 | $ 93.94 | $ 829.43 | $ 757.60 | -8.66% | -24.24% |
2022-12-31 | 2023-05-31 | -151 days | $ 101.21 | $ 90.01 | $ 757.60 | $ 673.73 | -11.07% | -32.63% |
Strategy performance | -32.63% |
Strategy annual return | -3.87% |
Strategy max loss | -33.60% |
Strategy max drawdown | -43.74% |
Worst trade performance | -11.07% |
Trade max loss | -14.08% |
Trade max drawdown | -21.43% |
Asset performance | 4.22% |
Asset annual return | 1.34% |
Asset max drawdown | -54.67% |
2016 | -1.92% |
2017 | -7.32% |
2018 | 0.00% |
2019 | 0.00% |
2020 | 0.00% |
2021 | -10.88% |
2022 | -8.67% |
2023 | -13.65% |
2024 | 0.00% |
Open | Close | ||
Dates | 2015-12-31 | 2016-11-30 | -335 days |
Prices | $ 87.91 | $ 88.28 | 0.42% |
Capital | $ 1,000.00 | $ 1,004.20 | 0.42% |
Dates | 2017-03-31 | 2017-10-31 | -214 days |
Prices | $ 112.90 | $ 104.64 | -7.32% |
Capital | $ 1,004.20 | $ 930.69 | -6.93% |
Dates | 2021-05-31 | 2021-11-30 | -183 days |
Prices | $ 96.43 | $ 85.94 | -10.88% |
Capital | $ 930.69 | $ 829.43 | -17.06% |
Dates | 2022-01-31 | 2022-03-31 | -59 days |
Prices | $ 102.85 | $ 93.94 | -8.66% |
Capital | $ 829.43 | $ 757.60 | -24.24% |
Dates | 2022-12-31 | 2023-05-31 | -151 days |
Prices | $ 101.21 | $ 90.01 | -11.07% |
Capital | $ 757.60 | $ 673.73 | -32.63% |
Strategy performance | -32.63% |
Strategy annual return | -3.87% |
Strategy max loss | -33.60% |
Strategy max drawdown | -43.74% |
Worst trade performance | -11.07% |
Trade max loss | -14.08% |
Trade max drawdown | -21.43% |
Asset performance | 4.22% |
Asset annual return | 1.34% |
Asset max drawdown | -54.67% |
Year | Performance |
2016 | -1.92% |
2017 | -7.32% |
2018 | 0.00% |
2019 | 0.00% |
2020 | 0.00% |
2021 | -10.88% |
2022 | -8.67% |
2023 | -13.65% |
2024 | 0.00% |