Freestyle ES/GC Trading
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Free AutoTradeJan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2011  +13.5%  (40.9%)  +1.4%      (32%)  
2012                          0.0 
2013                          0.0 
2014                          0.0 
2015                        0.0 
Model Account Details
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $30,000  
Buy Power  $22,515  
Cash  $22,515  
Equity  $0  
Cumulative $  ($7,484)  
Total System Equity  $22,515  
Margined  $0  
Open P/L  $0 
Closed Trades
CSVOpened ET  B/S  #  Symbol  Price  Closed  Price  DD  P/L  

10/26/11 21:22  SELL  10  @ESZ1  EMINI S&P 500  1248.38  10/27 8:05  1267.50  32.21%

($9,703) Includes Typical Broker Commission and AutoTrade Fees trade costs of $139.60 

10/25/11 10:56  SELL  5  @ESZ1  EMINI S&P 500  1236.50  10/26 11:37  1224.25  3.88%

$2,993 Includes Typical Broker Commission and AutoTrade Fees trade costs of $69.80 

10/12/11 12:17  SELL  5  @ESZ1  EMINI S&P 500  1206.50  10/13 1:56  1196.00  9%

$2,555 Includes Typical Broker Commission and AutoTrade Fees trade costs of $69.80 

10/3/11 15:47  SELL  5  @ESZ1  EMINI S&P 500  1102.50  10/4 3:34  1084.50  4.85%

$4,430 Includes Typical Broker Commission and AutoTrade Fees trade costs of $69.80 

9/28/11 13:14  SELL  2  QGCZ1  Gold 100 oz  1618.1  9/28 16:22  1614.9  2.54%

$612 Includes Typical Broker Commission and AutoTrade Fees trade costs of $27.92 

9/26/11 22:42  SELL  2  QGCZ1  Gold 100 oz  1646.0  9/26 22:45  1645.7  1.42%

$32 Includes Typical Broker Commission and AutoTrade Fees trade costs of $27.92 

9/19/11 11:02  BUY  2  QGCZ1  Gold 100 oz  1790.2  9/23 8:44  1686.0  66.43%

($20,868) Includes Typical Broker Commission and AutoTrade Fees trade costs of $27.92 

9/15/11 15:26  BUY  5  @ESZ1  EMINI S&P 500  1198.75  9/16 9:27  1206.75  2.52%

$1,930 Includes Typical Broker Commission and AutoTrade Fees trade costs of $69.80 

9/15/11 9:06  BUY  5  @ESZ1  EMINI S&P 500  1191.00  9/15 11:21  1191.50  4.49%

$55 Includes Typical Broker Commission and AutoTrade Fees trade costs of $69.80 

9/14/11 0:22  SELL  1  QGCZ1  Gold 100 oz  1838.0  9/14 2:43  1827.0  0.46%

$1,086 Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96 

9/13/11 3:10  BUY  5  @ESZ1  EMINI S&P 500  1155.25  9/13 15:19  1160.50  11.23%

$1,243 Includes Typical Broker Commission and AutoTrade Fees trade costs of $69.80 

9/12/11 2:30  BUY  5  @ESU1  EMINI S&P 500  1141.25  9/12 9:08  1142.00  8.19%

$118 Includes Typical Broker Commission and AutoTrade Fees trade costs of $69.80 

9/9/11 8:59  BUY  5  @ESU1  EMINI S&P 500  1180.25  9/9 11:23  1160.25  12.86%

($5,070) Includes Typical Broker Commission and AutoTrade Fees trade costs of $69.80 

9/9/11 4:42  BUY  5  @ESU1  EMINI S&P 500  1180.50  9/9 8:15  1183.00  1.63%

$555 Includes Typical Broker Commission and AutoTrade Fees trade costs of $69.80 

9/8/11 14:26  SELL  2  @ESU1  EMINI S&P 500  1184.75  9/8 19:20  1188.00  1.37%

($353) Includes Typical Broker Commission and AutoTrade Fees trade costs of $27.92 

9/8/11 13:46  BUY  2  @ESU1  EMINI S&P 500  1186.50  9/8 13:51  1187.00  0.3%

$22 Includes Typical Broker Commission and AutoTrade Fees trade costs of $27.92 

9/8/11 9:36  BUY  1  QGCZ1  Gold 100 oz  1858.0  9/8 13:14  1860.0  2.15%

$186 Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96 

9/8/11 9:43  SELL  2  @ESU1  EMINI S&P 500  1197.50  9/8 12:55  1197.00  1.52%

$22 Includes Typical Broker Commission and AutoTrade Fees trade costs of $27.92 

9/8/11 7:55  BUY  1  QGCZ1  Gold 100 oz  1854.7  9/8 9:26  1867.0  3.14%

$1,216 Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96 

9/8/11 8:37  BUY  2  @ESU1  EMINI S&P 500  1189.25  9/8 9:14  1190.50  0.8%

$97 Includes Typical Broker Commission and AutoTrade Fees trade costs of $27.92 

9/8/11 8:23  SELL  4  @ESU1  EMINI S&P 500  1192.75  9/8 8:27  1192.00  0%

$94 Includes Typical Broker Commission and AutoTrade Fees trade costs of $55.84 

9/7/11 21:41  SELL  4  @ESU1  EMINI S&P 500  1199.50  9/8 8:16  1193.25  1.55%

$1,194 Includes Typical Broker Commission and AutoTrade Fees trade costs of $55.84 

9/7/11 12:31  BUY  4  @ESU1  EMINI S&P 500  1189.50  9/7 16:31  1199.50  0.27%

$1,944 Includes Typical Broker Commission and AutoTrade Fees trade costs of $55.84 

9/7/11 10:08  SELL  4  @ESU1  EMINI S&P 500  1186.88  9/7 12:30  1189.00  1.15%

($481) Includes Typical Broker Commission and AutoTrade Fees trade costs of $55.84 

9/6/11 16:49  SELL  6  @ESU1  EMINI S&P 500  1170.92  9/7 9:32  1176.50  7.71%

($1,759) Includes Typical Broker Commission and AutoTrade Fees trade costs of $83.76 

9/6/11 13:49  SELL  4  @ESU1  EMINI S&P 500  1160.00  9/6 14:37  1159.00  1.54%

$144 Includes Typical Broker Commission and AutoTrade Fees trade costs of $55.84 

9/2/11 8:47  BUY  1  QGCZ1  Gold 100 oz  1871.8  9/6 11:23  1872.2  2.37%

$26 Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96 

9/6/11 4:02  SELL  1  @ESU1  EMINI S&P 500  1152.00  9/6 7:48  1146.00  0.55%

$286 Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96 

9/5/11 11:29  SELL  1  @ESU1  EMINI S&P 500  1146.00  9/5 20:22  1140.25  n/a  $274 Includes Typical Broker Commission and AutoTrade Fees trade costs of $13.96 

9/2/11 8:34  BUY  2  @ESU1  EMINI S&P 500  1180.00  9/2 8:44  1185.00  n/a  $472 Includes Typical Broker Commission and AutoTrade Fees trade costs of $27.92 
Statistics
 Strategy began8/23/2011
 Starting Unit Size$30,000
 Strategy Age (days)1552.65
 Age52 months ago
 What it tradesFutures
 # Trades44
 # Profitable38
 % Profitable86.40%
 Avg trade duration10.0 hours
 Max peaktovalley drawdown57.64%
 drawdown periodSept 21, 2011  Sept 26, 2011
 Annual Return (Compounded)8.6%
 Avg win$798.49
 Avg loss$6,304
 Ratios
 W:L ratio0.80:1
 Sharpe Ratio0.37
 Sortino Ratio0.44
 Calmar Ratio0.344
 Daily Change
 Open PL$0.00
 Open PL (start day)$0.00
 Open PL Change $$0.00
 Open PL Change %n/a
 Close PL($7,484)
 Closed PL (start day)($7,485)
 Closed PL Change $$0.02
 Closed PL Change %n/a
 Equity$22,515
 Equity (start day)$22,515
 Equity Change $$0.02
 Equity Change %n/a
 Return Statistics
 Ann Return (w trading costs)8.6%
 Ann Return (Compnd, No Fees)6.5%
 Risk of Ruin (MonteCarlo)
 Chance of 10% account loss100.00%
 Chance of 20% account loss100.00%
 Chance of 30% account loss100.00%
 Chance of 40% account loss100.00%
 Chance of 50% account loss100.00%
 Popularity
 Popularity (Today)0
 Popularity (Last 6 weeks)0
 TradesOwnSystem Certification
 Trades Own System?0
 TOS percentn/a
 Subscription Price
 Billing Period (days)30
 Trial Days7
 Win / Loss
 Avg Loss$6,305
 Avg Win$798
 # Winners38
 # Losers6
 % Winners86.4%
 Frequency
 Avg Position Time (mins)601.93
 Avg Position Time (hrs)10.03
 Avg Trade Length0.4 days
 Last Trade Ago1488
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.17408
 SD0.26802
 Sharpe ratio (Glass type estimate)0.64948
 Sharpe ratio (Hedges UMVUE)0.61847
 df16.00000
 t0.77304
 p0.59487
 Lowerbound of 95% confidence interval for Sharpe Ratio2.30139
 Upperbound of 95% confidence interval for Sharpe Ratio1.02216
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.27905
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.04211
 Statistics related to Sortino ratio
 Sortino ratio0.74887
 Upside Potential Ratio0.45866
 Upside part of mean0.10661
 Downside part of mean0.28069
 Upside SD0.12690
 Downside SD0.23245
 N nonnegative terms1.00000
 N negative terms16.00000
 Statistics related to linear regression on benchmark
 N of observations17.00000
 Mean of predictor0.38736
 Mean of criterion0.17408
 SD of predictor0.24050
 SD of criterion0.26802
 Covariance0.01578
 r0.24478
 b (slope, estimate of beta)0.27278
 a (intercept, estimate of alpha)0.06841
 Mean Square Error0.07203
 DF error15.00000
 t(b)0.97777
 p(b)0.65426
 t(a)0.27357
 p(a)0.54482
 Lowerbound of 95% confidence interval for beta0.86743
 Upperbound of 95% confidence interval for beta0.32186
 Lowerbound of 95% confidence interval for alpha0.60138
 Upperbound of 95% confidence interval for alpha0.46457
 Treynor index (mean / b)0.63814
 Jensen alpha (a)0.06841
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.21255
 SD0.28725
 Sharpe ratio (Glass type estimate)0.73995
 Sharpe ratio (Hedges UMVUE)0.70462
 df16.00000
 t0.88071
 p0.60751
 Lowerbound of 95% confidence interval for Sharpe Ratio2.39501
 Upperbound of 95% confidence interval for Sharpe Ratio0.93746
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation2.36931
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.96008
 Statistics related to Sortino ratio
 Sortino ratio0.81824
 Upside Potential Ratio0.38194
 Upside part of mean0.09921
 Downside part of mean0.31177
 Upside SD0.11809
 Downside SD0.25977
 N nonnegative terms1.00000
 N negative terms16.00000
 Statistics related to linear regression on benchmark
 N of observations17.00000
 Mean of predictor0.35584
 Mean of criterion0.21255
 SD of predictor0.23006
 SD of criterion0.28725
 Covariance0.01604
 r0.24276
 b (slope, estimate of beta)0.30310
 a (intercept, estimate of alpha)0.10469
 Mean Square Error0.08283
 DF error15.00000
 t(b)0.96921
 p(b)0.65302
 t(a)0.39333
 p(a)0.56421
 Lowerbound of 95% confidence interval for beta0.96967
 Upperbound of 95% confidence interval for beta0.36347
 Lowerbound of 95% confidence interval for alpha0.67203
 Upperbound of 95% confidence interval for alpha0.46264
 Treynor index (mean / b)0.70125
 Jensen alpha (a)0.10469
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.14282
 Expected Shortfall on VaR0.17162
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.07853
 Expected Shortfall on VaR0.16137
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations17.00000
 Minimum0.77598
 Quartile 11.00000
 Median1.00000
 Quartile 31.00000
 Maximum1.15187
 Mean of quarter 10.92313
 Mean of quarter 21.00000
 Mean of quarter 31.00000
 Mean of quarter 41.03797
 Inter Quartile Range0.00000
 Number outliers low2.00000
 Percentage of outliers low0.11765
 Mean of outliers low0.80781
 Number of outliers high1.00000
 Percentage of outliers high0.05882
 Mean of outliers high1.15187
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)2.33244
 VaR(95%) (regression method)0.33265
 Expected Shortfall (regression method)0.34760
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations1.00000
 Minimum0.34845
 Quartile 10.34845
 Median0.34845
 Quartile 30.34845
 Maximum0.34845
 Mean of quarter 10.00000
 Mean of quarter 20.00000
 Mean of quarter 30.00000
 Mean of quarter 40.00000
 Inter Quartile Range0.00000
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)0.17612
 Compounded annual return (geometric extrapolation)0.18340
 Calmar ratio (compounded annual return / max draw down)0.52632
 Compounded annual return / average of 25% largest draw downs0.00000
 Compounded annual return / Expected Shortfall lognormal1.06858
 0.00000
 0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.05790
 SD0.52643
 Sharpe ratio (Glass type estimate)0.10998
 Sharpe ratio (Hedges UMVUE)0.10982
 df506.00000
 t0.13352
 p0.55308
 Lowerbound of 95% confidence interval for Sharpe Ratio1.72444
 Upperbound of 95% confidence interval for Sharpe Ratio1.50448
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.72428
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.50464
 Statistics related to Sortino ratio
 Sortino ratio0.14142
 Upside Potential Ratio2.01403
 Upside part of mean0.82456
 Downside part of mean0.88246
 Upside SD0.33011
 Downside SD0.40941
 N nonnegative terms23.00000
 N negative terms484.00000
 Statistics related to linear regression on benchmark
 N of observations507.00000
 Mean of predictor0.41458
 Mean of criterion0.05790
 SD of predictor0.24067
 SD of criterion0.52643
 Covariance0.00375
 r0.02961
 b (slope, estimate of beta)0.06477
 a (intercept, estimate of alpha)0.08475
 Mean Square Error0.27743
 DF error505.00000
 t(b)0.66573
 p(b)0.25294
 t(a)0.19450
 p(a)0.57707
 Lowerbound of 95% confidence interval for beta0.12638
 Upperbound of 95% confidence interval for beta0.25592
 Lowerbound of 95% confidence interval for alpha0.94083
 Upperbound of 95% confidence interval for alpha0.77132
 Treynor index (mean / b)0.89388
 Jensen alpha (a)0.08475
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.20469
 SD0.55288
 Sharpe ratio (Glass type estimate)0.37023
 Sharpe ratio (Hedges UMVUE)0.36968
 df506.00000
 t0.44946
 p0.67335
 Lowerbound of 95% confidence interval for Sharpe Ratio1.98469
 Upperbound of 95% confidence interval for Sharpe Ratio1.24452
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.98428
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.24493
 Statistics related to Sortino ratio
 Sortino ratio0.44006
 Upside Potential Ratio1.67055
 Upside part of mean0.77704
 Downside part of mean0.98173
 Upside SD0.29806
 Downside SD0.46514
 N nonnegative terms23.00000
 N negative terms484.00000
 Statistics related to linear regression on benchmark
 N of observations507.00000
 Mean of predictor0.38542
 Mean of criterion0.20469
 SD of predictor0.24082
 SD of criterion0.55288
 Covariance0.00327
 r0.02454
 b (slope, estimate of beta)0.05634
 a (intercept, estimate of alpha)0.22640
 Mean Square Error0.30610
 DF error505.00000
 t(b)0.55162
 p(b)0.29073
 t(a)0.49495
 p(a)0.68958
 Lowerbound of 95% confidence interval for beta0.14432
 Upperbound of 95% confidence interval for beta0.25700
 Lowerbound of 95% confidence interval for alpha1.12510
 Upperbound of 95% confidence interval for alpha0.67229
 Treynor index (mean / b)3.63322
 Jensen alpha (a)0.22640
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.04842
 Expected Shortfall on VaR0.06014
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.00865
 Expected Shortfall on VaR0.01964
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations507.00000
 Minimum0.71782
 Quartile 11.00000
 Median1.00000
 Quartile 31.00000
 Maximum1.31774
 Mean of quarter 10.98987
 Mean of quarter 21.00000
 Mean of quarter 31.00000
 Mean of quarter 41.00957
 Inter Quartile Range0.00000
 Number outliers low14.00000
 Percentage of outliers low0.02761
 Mean of outliers low0.90810
 Number of outliers high23.00000
 Percentage of outliers high0.04536
 Mean of outliers high1.05287
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.52380
 VaR(95%) (regression method)0.01506
 Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations6.00000
 Minimum0.00438
 Quartile 10.01940
 Median0.07209
 Quartile 30.15029
 Maximum0.51506
 Mean of quarter 10.00965
 Mean of quarter 20.03281
 Mean of quarter 30.11137
 Mean of quarter 40.33916
 Inter Quartile Range0.13090
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high1.00000
 Percentage of outliers high0.16667
 Mean of outliers high0.51506
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)0.16929
 Compounded annual return (geometric extrapolation)0.17695
 Calmar ratio (compounded annual return / max draw down)0.34356
 Compounded annual return / average of 25% largest draw downs0.52173
 Compounded annual return / Expected Shortfall lognormal2.94243
 0.00000
 0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean0.00995
 SD0.00000
 Sharpe ratio (Glass type estimate)0.00000
 Sharpe ratio (Hedges UMVUE)0.00000
 df0.00000
 t0.00000
 p0.00000
 Lowerbound of 95% confidence interval for Sharpe Ratio0.00000
 Upperbound of 95% confidence interval for Sharpe Ratio0.00000
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.00000
 Statistics related to Sortino ratio
 Sortino ratio18.54720
 Upside Potential Ratio0.00000
 Upside part of mean0.00000
 Downside part of mean0.00995
 Upside SD0.00000
 Downside SD0.00054
 N nonnegative terms0.00000
 N negative terms172.00000
 Statistics related to linear regression on benchmark
 N of observations172.00000
 Mean of predictor0.09019
 Mean of criterion0.00995
 SD of predictor0.21312
 SD of criterion0.00000
 Covariance0.00000
 r0.00000
 b (slope, estimate of beta)0.00000
 a (intercept, estimate of alpha)0.00000
 Mean Square Error0.00000
 DF error0.00000
 t(b)0.00000
 p(b)0.00000
 t(a)0.00000
 p(a)0.00000
 Lowerbound of 95% confidence interval for beta0.00000
 Upperbound of 95% confidence interval for beta0.00000
 Lowerbound of 95% confidence interval for alpha0.00000
 Upperbound of 95% confidence interval for alpha0.00000
 Treynor index (mean / b)0.00000
 Jensen alpha (a)0.00000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean0.00995
 SD0.00000
 Sharpe ratio (Glass type estimate)31576300000000000.00000
 Sharpe ratio (Hedges UMVUE)31437600000000000.00000
 df171.00000
 t22327800000000000.00000
 p1.00000
 Lowerbound of 95% confidence interval for Sharpe Ratio0.00000
 Upperbound of 95% confidence interval for Sharpe Ratio0.00000
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation34769500000000000.00000
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation28105800000000000.00000
 Statistics related to Sortino ratio
 Sortino ratio18.54720
 Upside Potential Ratio0.00000
 Upside part of mean0.00000
 Downside part of mean0.00995
 Upside SD0.00000
 Downside SD0.00054
 N nonnegative terms0.00000
 N negative terms172.00000
 Statistics related to linear regression on benchmark
 N of observations172.00000
 Mean of predictor0.06745
 Mean of criterion0.00995
 SD of predictor0.21421
 SD of criterion0.00000
 Covariance0.00000
 r0.00000
 b (slope, estimate of beta)0.00000
 a (intercept, estimate of alpha)0.00995
 Mean Square Error0.00000
 DF error170.00000
 t(b)0.00000
 p(b)0.50000
 t(a)22259200000000000.00000
 p(a)1.00000
 Lowerbound of 95% confidence interval for beta0.00000
 Upperbound of 95% confidence interval for beta0.00000
 Lowerbound of 95% confidence interval for alpha0.00995
 Upperbound of 95% confidence interval for alpha0.00995
 Treynor index (mean / b)2271410000000000056309730032746496.00000
 Jensen alpha (a)0.00995
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.00003
 Expected Shortfall on VaR0.00003
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.00000
 Expected Shortfall on VaR0.00000
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations172.00000
 Minimum1.00000
 Quartile 11.00000
 Median1.00000
 Quartile 31.00000
 Maximum1.00000
 Mean of quarter 11.00000
 Mean of quarter 21.00000
 Mean of quarter 31.00000
 Mean of quarter 41.00000
 Inter Quartile Range0.00000
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations0.00000
 Minimum0.00000
 Quartile 10.00000
 Median0.00000
 Quartile 30.00000
 Maximum0.00000
 Mean of quarter 10.00000
 Mean of quarter 20.00000
 Mean of quarter 30.00000
 Mean of quarter 40.00000
 Inter Quartile Range0.00000
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)0.00000
 Compounded annual return (geometric extrapolation)0.00000
 Calmar ratio (compounded annual return / max draw down)0.00000
 Compounded annual return / average of 25% largest draw downs0.00000
 Compounded annual return / Expected Shortfall lognormal0.00000
Strategy Description
Faq1. What's your educational background?
Master in Electrical Engineering, Master in Bio Engieering, PhD Candidate ABD (all but dissertation) in Electrical Engineering.
2. What's your trading experience
More than 11 years' personal trading experience. 3 years' trader and partner of a stock trading firm.
3. What's your trading methodology/philosophy?
Enter conservatively, exit aggressively. The system is mainly based on pattern analysis. Correlation analysis, fuzzy decision are also applied into the system development.
4. How's the system risk/drawdown control?
The system uses different size based on the confidence lelvel, trading plan. Average down is used when appropriate.
5. How's the customer relationship?
I will do my best to answer subscriber's question promptly.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.