Listed below are the calendar year backtest performance numbers. Keep in mind these are hypothetical results. Parameters used in testing: All Systems have been backtested using the following settings and parameters:
WARNING: Please evaluate the following results with caution. These are hypothetical results based on back testing. Past performance is no guarantee of future results. |
System Performance
Showing 11 items
Year | Return | Trades | % Winners | Sharpe Ratio | Profit Factor | Max Stop |
---|---|---|---|---|---|---|
Sort | Sort | Sort | Sort | Sort | Sort | Sort |
Year | Return | Trades | % Winners | Sharpe Ratio | Profit Factor | Max Stop |
---|---|---|---|---|---|---|
2001 | 26.29% | 130 | 63.85% | 0.76 | 1.25 | 6 |
2002 | 14.58% | 123 | 58.54% | 0.54 | 1.08 | 12 |
2003 | 68.89% | 118 | 72.88% | 3.33 | 2.15 | 2 |
2004 | 59.46% | 130 | 64.62% | 2.62 | 1.88 | 3 |
2005 | 51.60% | 146 | 59.59% | 1.91 | 1.85 | 0 |
2006 | 74.80% | 149 | 61.74% | 3.42 | 2.22 | 1 |
2007 | 49.25% | 128 | 59.38% | 2.14 | 1.75 | 0 |
2008 | 66.50% | 114 | 62.28% | 1.67 | 1.48 | 6 |
2009 | 13.13% | 61 | 67.21% | 1.28 | 1.33 | 3 |
2010 | 61.02% | 105 | 66.67% | 2.77 | 2.33 | 0 |
2011 | 35.72% | 101 | 64.36% | 1.52 | 1.58 | 2 |
Showing 11 items