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As on 19-Dec-14
LookBack Period Exit After
Trading Strategy Performance Summary
Symbol DF Holding Period Nxt O2C
Company Name Dean Foods Company
Trading Strategy Close crossed below lower Bollinger band
Look Back Period 4 Years Strategy Historical Bias SHORT
Profit Factor 2.02 Outlier Adjusted Profit Factor 1.70
 
Hitorical Trade Details
Total # of Trades 24 Percent Profitable Trades 75%
Number of Win Trades 18 Number of Loss Trades 6
Avg Profit Trade % 0.38 Median Trade % -0.39
   
Historical Trade Win/Loss Details
Avg Win Trade % 0.96% Avg Loss Trade % 1.37%
Max Win Trade % 2.71% Max Loss Trade % 2.06%
Max Consecutive Wins 6 Max Consecutive Losses 1
Ratio Avg Win / Avg Loss % 0.70 T-Test -1.50

[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 Nxt Op 2 Cls Day Change Nxt Op 2 Cls Day Change %
2014-09-17 -0.41 -2.71
2014-07-31 0.06 0.4
2014-07-29 -0.16 -1.01
2014-07-23 -0.27 -1.65
2014-07-10 0.35 2.06
2014-07-07 -0.13 -0.77
2014-05-08 0.28 1.97
2014-01-29 -0.14 -0.88
2014-01-24 -0.04 -0.24
2013-12-10 -0.42 -2.39
2013-11-13 0.16 0.9
2013-10-03 -0.07 -0.39
2013-08-15 -0.29 -1.48
2013-06-24 0.39 2.03
2013-02-13 -0.16 -1.09
2012-12-24 -0.15 -1.06
2012-10-08 -0.04 -0.3
2012-09-21 -0.04 -0.29
2012-07-11 -0.11 -0.84
2012-04-10 -0.04 -0.39
2011-11-23 0.07 0.87
2011-08-02 -0.03 -0.33
2011-07-14 -0.13 -1.26
2011-06-10 -0.02 -0.18
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