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Mean reversion
Flawless Victory — Backtest result · GOOGL · 5m · 2024-01-01 — 2026-08-21
GOOGL · 5m · 2024
Backtest data through: 2026-08-21 · Results calculated: 2026-08-27 08:42 UTC
Net return279%
Net returnUS$279,293
Buy and hold150%
Vs. buy & hold+129.7 pp
Max drawdown-23%
Profit factor1.45
Win rate72%
Sharpe1.40
CAGR66%
Trades410
Strategy versus market
Jan. 2, 2024 — Aug. 21, 2026
Net returnGross strategyBuy and hold
Starting capital: $100000Net results include the published cost model.
REAL COSTS
Commission and slippage assumptions
These fixed, market-specific assumptions are applied automatically and cannot be changed by users. Net results and rankings are shown after costs.
Position sizing and leverage →
CommissionUS$0.0035 per share, per side · US$0.35 minimum per order
SlippageUS$0.005 per share, per side
Position size (recorded trades)909.82 – 1,479.94
First entry notional / starting capital (quote currency USD only)US$133,687.30 / US$100,000.00 = 1.34×
Average recorded round-trip costUS$20.34
Reference round-trip cost (base quantity)US$19.31 per completed trade
Total costs in this backtestUS$8,339.11
Backtests are hypothetical and do not predict future performance. Review the methodology and risk disclosure before making decisions.