ASX 200 Cons Staples

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%

What indicators would you like to backtest?

Company

Indicator

Code Company Date Close Change Indicator Value Signal

Trading Performance

Sine Weighted Moving Average

Score

-0.65

Position Trades Duration Win Rate Win/Loss Avg Win Avg Loss Return
LONG 17 27.9 0.29% 0.42% 5.6% -1.8% 6.4%
SHORT 18 16.7 0.11% 0.13% 4.9% -1.7% -16.9%

Top 10:

Sine Weighted Moving Average

Download
Company Close Change(%) Volume Value Signal
ATL ASX 20 0.43 10.4 117,204 -5.6 BEARISH
BSA Broadcast Services Australia 0.34 7.9 824,051 -0.7 BEARISH
SUL Super Cheap Auto 9.75 7.9 2,023,965 -3.4 BEARISH
SWM Seven West Media 0.4 6.7 22,528,171 -6.6 BEARISH
DNK Danakali 0.67 4.7 143,231 -2.7 BEARISH
MOY Millennium Minerals 0.13 4.2 1,692,090 -8.9 BEARISH
COH Cochlear 209.43 3.9 588,882 -10.2 BEARISH
CYB Cybg 2.48 3.8 5,776,731 -4.9 BEARISH
PNC Pioneer Credit 2.49 3.8 102,033 -3.5 BEARISH
ORA Orora 2.77 3 19,003,657 -1.9 BEARISH