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% |
2016-02-29 | 2016-10-31 | -245 days | $ 130.98 | $ 131.25 | $ 1,075.50 | $ 1,077.76 | 0.21% | 7.78% |
2019-06-30 | 2020-10-31 | -489 days | $ 132.81 | $ 157.57 | $ 1,077.76 | $ 1,278.65 | 18.64% | 27.87% |
Strategy performance | 27.87% |
Strategy annual return | 2.26% |
Strategy max loss | -3.30% |
Strategy max drawdown | -22.64% |
Worst trade performance | 0.21% |
Trade max loss | -3.58% |
Trade max drawdown | -22.64% |
Asset performance | -17.46% |
Asset annual return | -1.26% |
Asset max drawdown | -54.13% |
2014 | 10.36% |
2015 | -11.26% |
2016 | 0.20% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 2.01% |
2020 | 8.00% |
2021 | 0.00% |
2022 | 0.00% |
2023 | 0.00% |
2024 | 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 | 2016-02-29 | 2016-10-31 | -245 days |
Prices | $ 130.98 | $ 131.25 | 0.21% |
Capital | $ 1,075.50 | $ 1,077.76 | 7.78% |
Dates | 2019-06-30 | 2020-10-31 | -489 days |
Prices | $ 132.81 | $ 157.57 | 18.64% |
Capital | $ 1,077.76 | $ 1,278.65 | 27.87% |
Strategy performance | 27.87% |
Strategy annual return | 2.26% |
Strategy max loss | -3.30% |
Strategy max drawdown | -22.64% |
Worst trade performance | 0.21% |
Trade max loss | -3.58% |
Trade max drawdown | -22.64% |
Asset performance | -17.46% |
Asset annual return | -1.26% |
Asset max drawdown | -54.13% |
Year | Performance |
2014 | 10.36% |
2015 | -11.26% |
2016 | 0.20% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 2.01% |
2020 | 8.00% |
2021 | 0.00% |
2022 | 0.00% |
2023 | 0.00% |
2024 | 0.00% |