Backtesting: Bensdorp's Long Mean Reversion Selloff V2
### Long Mean Reversion Selloff V2 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.
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|Metric||Strategy Results||Benchmark Results (SPY)|
|APR (Annualized % Return)||0.00%||0.00%|
|Number of Positions||0.00%||0.00%|
|Average Profit %||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%|
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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