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) |
---|---|---|---|---|---|---|---|---|
2017-07-31 | 2018-03-31 | 243 days | $ 169.25 | $ 159.79 | $ 1,000.00 | $ 944.10 | -5.59% | -5.59% |
2018-06-30 | 2018-07-31 | 31 days | $ 194.32 | $ 172.58 | $ 944.10 | $ 838.46 | -11.19% | -16.15% |
2019-04-30 | 2020-02-29 | 305 days | $ 193.40 | $ 192.47 | $ 838.46 | $ 834.44 | -0.48% | -16.56% |
2020-06-30 | 2021-12-31 | 549 days | $ 227.07 | $ 336.35 | $ 834.44 | $ 1,236.06 | 48.13% | 23.61% |
2023-06-30 | still open | 62 days | $ 286.98 | $ 295.89 | $ 1,236.06 | $ 1,274.38 | 3.10% | 27.44% |
Strategy performance | 27.44% |
Strategy annual return | 3.53% |
Strategy max loss | -30.27% |
Strategy max drawdown | -39.58% |
Worst trade performance | -11.19% |
Trade max loss | -16.84% |
Trade max drawdown | -23.81% |
Asset performance | 74.82% |
Asset annual return | 12.43% |
Asset max drawdown | -77.08% |
2017 | 4.26% |
2018 | -24.07% |
2019 | 6.13% |
2020 | 14.68% |
2021 | 30.20% |
2022 | 0.00% |
2023 | 3.11% |
Open | Close | ||
Dates | 2017-07-31 | 2018-03-31 | 243 days |
Prices | $ 169.25 | $ 159.79 | -5.59% |
Capital | $ 1,000.00 | $ 944.10 | -5.59% |
Dates | 2018-06-30 | 2018-07-31 | 31 days |
Prices | $ 194.32 | $ 172.58 | -11.19% |
Capital | $ 944.10 | $ 838.46 | -16.15% |
Dates | 2019-04-30 | 2020-02-29 | 305 days |
Prices | $ 193.40 | $ 192.47 | -0.48% |
Capital | $ 838.46 | $ 834.44 | -16.56% |
Dates | 2020-06-30 | 2021-12-31 | 549 days |
Prices | $ 227.07 | $ 336.35 | 48.13% |
Capital | $ 834.44 | $ 1,236.06 | 23.61% |
Dates | 2023-06-30 | still open | 62 days |
Prices | $ 286.98 | $ 295.89 | 3.1% |
Capital | $ 1,236.06 | $ 1,274.38 | 27.44% |
Strategy performance | 27.44% |
Strategy annual return | 3.53% |
Strategy max loss | -30.27% |
Strategy max drawdown | -39.58% |
Worst trade performance | -11.19% |
Trade max loss | -16.84% |
Trade max drawdown | -23.81% |
Asset performance | 74.82% |
Asset annual return | 12.43% |
Asset max drawdown | -77.08% |
Year | Performance |
2017 | 4.26% |
2018 | -24.07% |
2019 | 6.13% |
2020 | 14.68% |
2021 | 30.20% |
2022 | 0.00% |
2023 | 3.11% |