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) |
---|---|---|---|---|---|---|---|---|
2014-05-31 | 2015-05-31 | 365 days | $ 114.10 | $ 122.71 | $ 1,000.00 | $ 1,075.50 | 7.55% | 7.55% |
2016-04-30 | 2016-10-31 | 184 days | $ 129.38 | $ 131.25 | $ 1,075.50 | $ 1,091.09 | 1.45% | 9.11% |
2019-07-31 | 2020-02-29 | 213 days | $ 132.89 | $ 155.31 | $ 1,091.09 | $ 1,275.16 | 16.87% | 27.52% |
2020-06-30 | 2020-10-31 | 123 days | $ 163.93 | $ 157.57 | $ 1,275.16 | $ 1,225.68 | -3.88% | 22.57% |
Strategy performance | 22.57% |
Strategy annual return | 2.06% |
Strategy max loss | -4.38% |
Strategy max drawdown | -14.71% |
Worst trade performance | -3.88% |
Trade max loss | -6.57% |
Trade max drawdown | -14.71% |
Asset performance | -26.75% |
Asset annual return | -2.56% |
Asset max drawdown | -54.13% |
2014 | 10.36% |
2015 | -11.26% |
2016 | 1.44% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 1.95% |
2020 | 2.32% |
2021 | 0.00% |
2022 | 0.00% |
2023 | 0.00% |
Open | Close | ||
Dates | 2014-05-31 | 2015-05-31 | 365 days |
Prices | $ 114.10 | $ 122.71 | 7.55% |
Capital | $ 1,000.00 | $ 1,075.50 | 7.55% |
Dates | 2016-04-30 | 2016-10-31 | 184 days |
Prices | $ 129.38 | $ 131.25 | 1.45% |
Capital | $ 1,075.50 | $ 1,091.09 | 9.11% |
Dates | 2019-07-31 | 2020-02-29 | 213 days |
Prices | $ 132.89 | $ 155.31 | 16.87% |
Capital | $ 1,091.09 | $ 1,275.16 | 27.52% |
Dates | 2020-06-30 | 2020-10-31 | 123 days |
Prices | $ 163.93 | $ 157.57 | -3.88% |
Capital | $ 1,275.16 | $ 1,225.68 | 22.57% |
Strategy performance | 22.57% |
Strategy annual return | 2.06% |
Strategy max loss | -4.38% |
Strategy max drawdown | -14.71% |
Worst trade performance | -3.88% |
Trade max loss | -6.57% |
Trade max drawdown | -14.71% |
Asset performance | -26.75% |
Asset annual return | -2.56% |
Asset max drawdown | -54.13% |
Year | Performance |
2014 | 10.36% |
2015 | -11.26% |
2016 | 1.44% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 1.95% |
2020 | 2.32% |
2021 | 0.00% |
2022 | 0.00% |
2023 | 0.00% |