Buy & Hold | SPW | |
---|---|---|
PNL | 1,472 | 1,436 |
OK | n/a | 100.0% |
DrDwn | 18.9% | 8.7% |
Cagr | 14.2 | 13.8 |
Closed Ops: 4 – Won: 4 Lost: 0
Profit Ratio: 100%
System Quality Number: 4.3
Performance Summary: SPW Strategy vs. Buy & Hold
The SPW system continues to provide a high return rate of 13.8%, with less drawdown than a Buy & Hold approach: 8.7 SPW vs. 18.9 Buy & Hold. It currently maintains a win rate of 100.0, with 4 wins and only 0 losses.
Buy & Hold | SPW | |
---|---|---|
PNL | 33,821 | 227,211 |
OK | n/a | 79.6% |
DrDwn | 56.8% | 21.9% |
Cagr | 8.6 | 19.3 |
Closed Ops: 54 – Won: 43 Lost: 11
Profit Ratio: 1258%
System Quality Number: 4.8
Performance Summary: SPW Strategy vs. Buy & Hold
The SPW system continues to provide a high return rate of 19.3%, with less drawdown than a Buy & Hold approach: 21.9 SPW vs. 56.8 Buy & Hold. It currently maintains a win rate of 79.6, with 43 wins and only 11 losses.
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