(Nathan Buehler – David Easter) modified

The equity curve above shows the cumulative % returns tracked monthly.

CAGR = 72%

monthly max drawdown = -21,92%

daily compounded maximum drawdown = -37,68%

trade frequency = long term trades

inception = April 2004 (live since November 2017)

The backtest extends from January 2011 to present.

Here are cumulative monthly percentage returns:

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

w

Connecting to %s