Why it is not on sale

Against the bar

The same five tests every strategy has to pass, measured on this backtest. How the bar works

At a glance

CFTC Rule 4.41 statement. These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

Equity curve

Cumulative result in R, by trade exit date. Hover for values.

Year by year

By year of entry.

R by month

Each bar is one calendar month.

GainLoss

What we learned

How this was tested

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