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Accurate prediction and trading system - ETF SPY |
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Label |
Value |
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Total trades |
173 |
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Total winning trades |
125 |
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Total loosing trades |
48 |
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Total even trades |
0 |
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% of winning trades |
72.25 |
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% of loosing trades |
27.75 |
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% of even trades |
0 |
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Total % gain |
271.3 |
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Total % loss |
-160.99 |
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Average % return per trade |
0.64 |
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Average % return per winning trade |
2.17 |
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Average % return per loosing trade |
-3.35 |
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Maximum % gain |
7.47 |
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Maximum % loose |
-11.06 |
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Total gain loss in points TGLIP |
177'887 |
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Total commission in points |
3'806 |
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Commission in procent of TGLIP |
2.14 |
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Inital trading capital |
100'000 |
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Ending trading capital |
273'283 |
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Ending buy and hold capital |
219'678 |
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Withdrawing intervall |
Never Clear Account |
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Money management strategy |
Capital is 100% invested for all trades. |
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Real walk forward test time window start |
1995-01-01 |
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Real walk forward test time window end |
2010-01-01 |
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Open first trade date |
1995-03-10 |
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Close last trade date |
2009-11-09 |