| Trading Strategy Performance Summary | ||||
| Symbol | GUN | Holding Period | 1 Day | |
| Trading Strategy | 250 Day Low + 5% | |||
| Look Back Period | 4 Years | Strategy Historical Bias | LONG | |
| Profit Factor | 3.31 | Outlier Adjusted Profit Factor | 2.90 | |
| Hitorical Trade Details | ||||
| Total # of Trades | 114 | Percent Profitable Trades | 32% | |
| Number of Win Trades | 37 | Number of Loss Trades | 77 | |
| Avg Profit Trade % | 2.83 | Median Trade % | 0.00 | |
| Historical Trade Win/Loss Details | ||||
| Avg Win Trade % | 12.72% | Avg Loss Trade % | -1.92% | |
| Max Win Trade % | 50.00% | Max Loss Trade % | 29.33% | |
| Max Consecutive Wins | 40 | Max Consecutive Losses | 3 | |
| Ratio Avg Win / Avg Loss % | 6.63 | T-Test | 2.99 | |
Signal Description :
[Hint]: You can change the "LookBack Period" (or often called "historical back testing period") by selecting, various other values in the drop down menu, to find out how the signal is performing on various historical back testing periods. The default is set to 4 previous years, and the exit is set to today's close price.
| Date | 1 Day Change | 1 Day Change % |
|---|---|---|
| 2013-05-14 | 0.008 | 36.36 |
| 2013-05-13 | 0 | 0 |
| 2013-03-28 | -0.006 | -17.14 |
| 2013-03-27 | -0.013 | -27.08 |
| 2013-03-25 | -0.002 | -4 |
| 2013-03-22 | 0 | 0 |
| 2013-03-21 | -0.001 | -1.96 |
| 2013-03-20 | 0.001 | 2 |
| 2013-02-11 | 0.012 | 22.64 |
| 2013-01-30 | -0.022 | -29.33 |
| 2013-01-24 | 0.004 | 5.33 |
| 2013-01-21 | 0.004 | 5.19 |
| 2013-01-15 | 0.003 | 3.85 |
| 2013-01-14 | 0.001 | 1.3 |
| 2013-01-11 | 0.001 | 1.32 |
| 2013-01-10 | -0.002 | -2.56 |
| 2013-01-08 | 0.005 | 6.58 |
| 2013-01-07 | 0 | 0 |
| 2013-01-04 | 0 | 0 |
| 2013-01-02 | 0.005 | 6.67 |
| 2012-12-31 | -0.005 | -6.25 |
| 2012-12-27 | 0.006 | 7.5 |
| 2012-11-20 | 0.002 | 2.5 |
| 2012-09-05 | 0.036 | 42.86 |
| 2012-07-16 | 0.008 | 8.25 |
| 2012-07-10 | 0.01 | 10.53 |
| 2012-06-27 | 0.01 | 10 |
| 2012-06-26 | -0.005 | -4.76 |
| 2012-06-22 | 0.01 | 9.52 |
| 2012-06-20 | 0.015 | 14.29 |
| 2012-06-19 | 0.005 | 5 |
| 2012-06-18 | 0 | 0 |
| 2012-06-15 | -0.005 | -4.76 |
| 2012-06-08 | 0.005 | 4.76 |
| 2011-06-13 | -0.01 | -4.35 |
| 2011-04-26 | -0.01 | -3.57 |
| 2011-04-25 | 0 | 0 |
| 2011-04-22 | 0 | 0 |
| 2011-01-26 | 0.02 | 10 |
| 2011-01-03 | -0.01 | -3.45 |
| 2010-12-28 | 0.02 | 7.69 |
| 2010-12-27 | 0 | 0 |
| 2010-12-13 | 0.03 | 13.04 |
| 2010-10-01 | 0 | 0 |
| 2010-09-23 | 0 | 0 |
| 2010-09-22 | 0 | 0 |
| 2010-08-20 | 0 | 0 |
| 2010-08-19 | 0.01 | 16.67 |
| 2010-08-18 | 0 | 0 |
| 2010-08-17 | 0 | 0 |
| 2010-08-13 | 0.01 | 16.67 |
| 2010-08-12 | -0.01 | -14.29 |
| 2010-08-11 | 0 | 0 |
| 2010-08-02 | 0.01 | 16.67 |
| 2010-07-29 | 0 | 0 |
| 2010-07-28 | 0 | 0 |
| 2010-07-27 | 0 | 0 |
| 2010-07-26 | 0 | 0 |
| 2010-07-23 | 0 | 0 |
| 2010-07-22 | 0 | 0 |
| 2010-07-21 | 0 | 0 |
| 2010-07-20 | 0 | 0 |
| 2010-07-19 | 0 | 0 |
| 2010-07-16 | 0 | 0 |
| 2010-07-15 | 0 | 0 |
| 2010-07-14 | 0 | 0 |
| 2010-07-12 | 0.01 | 16.67 |
| 2010-07-09 | 0 | 0 |
| 2010-07-08 | 0 | 0 |
| 2010-07-07 | 0 | 0 |
| 2010-07-06 | -0.01 | -14.29 |
| 2010-07-05 | 0 | 0 |
| 2010-07-02 | 0.01 | 16.67 |
| 2010-06-30 | 0.01 | 16.67 |
| 2010-06-29 | 0 | 0 |
| 2010-06-28 | 0 | 0 |
| 2010-06-25 | 0 | 0 |
| 2010-06-17 | 0 | 0 |
| 2010-06-14 | 0.01 | 14.29 |
| 2010-06-09 | 0 | 0 |
| 2010-06-03 | 0 | 0 |
| 2010-05-20 | 0 | 0 |
| 2010-05-19 | 0 | 0 |
| 2010-05-14 | 0 | 0 |
| 2010-05-13 | 0 | 0 |
| 2010-05-12 | 0.01 | 14.29 |
| 2010-04-28 | 0.01 | 11.11 |
| 2010-04-26 | 0 | 0 |
| 2010-04-20 | 0 | 0 |
| 2010-04-05 | 0 | 0 |
| 2010-04-02 | 0 | 0 |
| 2010-03-02 | 0 | 0 |
| 2010-02-11 | 0 | 0 |
| 2010-01-26 | 0 | 0 |
| 2010-01-06 | 0.05 | 50 |
| 2010-01-01 | 0 | 0 |
| 2009-12-28 | 0 | 0 |
| 2009-12-25 | 0 | 0 |
| 2009-12-24 | 0 | 0 |
| 2009-12-23 | 0 | 0 |
| 2009-12-22 | 0 | 0 |
| 2009-12-11 | 0 | 0 |
| 2009-12-02 | 0 | 0 |
| 2009-10-01 | 0 | 0 |
| 2009-09-03 | 0 | 0 |
| 2009-09-01 | 0 | 0 |
| 2009-08-18 | 0 | 0 |
| 2009-07-14 | 0.01 | 10 |
| 2009-07-06 | 0 | 0 |
| 2009-07-03 | 0 | 0 |
| 2009-07-02 | 0.01 | 10 |
| 2009-06-16 | -0.01 | -10 |
| 2009-06-08 | 0.01 | 11.11 |
| 2009-05-29 | 0.01 | 12.5 |