Strategy Backtester
Backtesting: Bensdorp's Long Mean Reversion Selloff
Author: DrKoch
### Long Mean Reversion Selloff
inspired by Laurens Bensdorp's book "Automated Stock Trading System"
Please read the book to get the full picture.
This is a long mean reversion system that is built to capture the majority of the pullbacks in an uptrend.
DataSet
Go to My DataSets to define your own DataSets (subscribers only!)
Data Range & Scale
The Web Backtester currently uses a Data Range of 10 years of daily data. We'll offer more options here in a future update.
Scale
Position Sizing
Starting Capital
Benchmark Symbol
Margin Factor
Sizing Method
Percent
| Metric | Strategy Results | Benchmark Results (SPY) |
|---|---|---|
| Starting Capital | 0.00 | 0.00 |
| Profit | 0.00 | 0.00 |
| Profit % | 0.00% | 0.00% |
| CAGR (Annualized % Return) | 0.00% | 0.00% |
| Exposure % | 0.00% | 0.00% |
| Sharpe Ratio | 0.00% | 0.00% |
| WealthLab Score | 0.00% | 0.00% |
| Number of Positions | 0.00% | 0.00% |
| Average Profit % | 0.00% | 0.00% |
| Profit Factor | 0.00% | 0.00% |
| Payoff Ratio | 0.00% | 0.00% |
| Average Bars Held | 0.00% | 0.00% |
| NSF (Non-Sufficient Funds) Position Count | 0.00% | 0.00% |
| Maximum Drawdown | 0.00% | 0.00% |
| Maximum Drawdown % | 0.00% | 0.00% |
| Recovery Factor | 0.00% | 0.00% |
| Win % | 0.00% | 0.00% |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
|---|
The most recent 100 Positions out of 1,234 total are presented here.
| Symbol | Position | Quantity | Entry Date | Entry Price | Exit Date | Exit Price | Bars Held | Profit | Profit % |
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