Ellerston Asian Investment

Candlestick Daily volume index Bar reversal Edit

Backtest results

Position Trades Duration Win rate Win/loss Avg win Avg loss Return
Long 10 4.5 20% 25% 1.6% -0.8% -3.4%
Short 5 4.2 40% 67% 1.9% -3.2% -5.9%

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Trading Performance

Commodity Channel Index

Score

-0.4

Position Trades Duration Win Rate Win/Loss Avg Win Avg Loss Return
LONG 26 15.1 0.46% 0.75% 1.4% -1.3% -4.0%
SHORT 25 13.0 0.72% 1.38% 1.1% -1.9% -4.1%

Top 10:

Commodity Channel Index

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Company Close Change(%) Volume Value Signal
MOY Millennium Minerals 0.13 13.6 1,861,319 -119 BULLISH
MXI Maxitra Industries 0.33 8.2 24,282 -142 BULLISH
SLR Silver Lake Resources 1.45 8.2 9,252,383 -115 BULLISH
AEF Australian Ethical Investments 2.03 6.8 76,257 -143 BULLISH
MNS Milnes Holdings 0.23 4.5 400,019 -216 BULLISH
CLQ Clean Teq Holdings 0.38 4.1 1,546,857 -145 BULLISH
ISD Isentia 0.29 3.6 637,281 -106 BULLISH
GXY Galaxy Resources 1.33 3.5 3,778,711 -139 BULLISH
GWA GWA 3.56 3.5 1,686,112 -106 BULLISH
RND Rand Mining 3.21 3.5 4,122 -163 BULLISH