T-Robot / Micro/ Sp500
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | (0.3%) | +1.8% | +7.0% | (4.6%) | +12.0% | +11.8% | (2.8%) | +0.5% | (0.5%) | |||
| 2012 | (5.4%) | (4.1%) | +2.1% | +0.6% | +0.7% | +9.1% | +0.1% | +4.8% | - | (1%) | (8.3%) | (4.6%) |
| 2013 | +1.2% | (0.4%) | +1.5% | - | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Futures |
|---|---|
| Strategies | Technical analysis |
| System started | 4/15/2011 (26 months ago) |
| System developer |
D.K CodeDevelopment 
(Last login to C2: 4/14/13 12:41) C2 Score: 986  Vendor has created 6 other systems. Show The name of this system has been changed 1 time. Show |
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 3/25/13 13:55 | SELL | 1 | @ESM3 | E-MINI S&P 500 | 1548.25 | 3/25 14:14 |
1546.25 | Low | $86 |
| 2/26/13 12:36 | SELL | 1 | @ESH3 | E-MINI S&P 500 | 1491.00 | 2/26 12:53 |
1491.25 | Low | ($27) |
| 1/9/13 10:12 | SELL | 1 | @ESH3 | E-MINI S&P 500 | 1458.50 | 1/9 10:24 |
1458.50 | Low | ($14) |
| 12/21/12 13:42 | SELL | 1 | @ESH3 | E-MINI S&P 500 | 1423.00 | 12/21 16:10 |
1427.50 | Normal | ($239) |
| 12/6/12 13:23 | SELL | 2 | @ESZ2 | E-MINI S&P 500 | 1410.92 | 12/6 13:44 |
1410.31 | Low | $32 |
| 12/6/12 10:50 | SELL | 1 | @ESZ2 | E-MINI S&P 500 | 1411.62 | 12/6 11:23 |
1411.75 | Low | ($20) |
| 12/5/12 11:31 | SELL | 1 | @ESZ2 | E-MINI S&P 500 | 1405.50 | 12/5 11:50 |
1406.33 | Low | ($56) |
| 11/28/12 11:19 | SELL | 1 | @ESZ2 | E-MINI S&P 500 | 1398.00 | 11/28 11:33 |
1395.95 | Low | $89 |
| 11/27/12 11:36 | SELL | 2 | @ESZ2 | E-MINI S&P 500 | 1402.62 | 11/27 12:37 |
1404.62 | Normal | ($228) |
| 11/20/12 14:16 | SELL | 1 | @ESZ2 | E-MINI S&P 500 | 1381.25 | 11/20 14:40 |
1380.50 | Low | $24 |
| 11/16/12 14:50 | SELL | 1 | @ESZ2 | E-MINI S&P 500 | 1352.50 | 11/16 15:00 |
1353.00 | Low | ($39) |
| 11/12/12 12:33 | SELL | 1 | @ESZ2 | E-MINI S&P 500 | 1376.50 | 11/12 13:25 |
1380.56 | Normal | ($217) |
| 11/9/12 10:09 | SELL | 1 | @ESZ2 | E-MINI S&P 500 | 1377.31 | 11/9 10:35 |
1378.75 | Low | ($86) |
| 10/25/12 12:57 | SELL | 1 | @ESZ2 | E-MINI S&P 500 | 1404.52 | 10/25 13:15 |
1406.00 | Low | ($88) |
| 10/24/12 12:43 | SELL | 1 | @ESZ2 | E-MINI S&P 500 | 1409.77 | 10/24 12:55 |
1410.25 | Low | ($38) |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 174 |
| # Profitable | 98 (56.3%) |
| # months tracked | 26 |
| Profitable months | 13 (50.0%) |
| Avg trade duration | 19.6 minutes |
| Annual return (compounded) | 28.7% |
| Average win | $87 |
| Average loss | $66 |
| Profit factor | 1.7:1 |
| Max peak-to-valley drawdown (historical) | 10.53% |
| drawdown period | July 11, 2011 to Aug 05, 2011 |
| Correlation w/ S&P | -0.078 |
| Sharpe ratio | 1.996 |
| Keep after worst-case slippage | -16.8% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 10.5% |
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.11 |
| Average P/L per unit traded | $21.38 |
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