Flipper II BUND, RSI2 ES, Trend Finder EC, Prime CL, Simple VXX
Initial Capital: $50,000
Max Exposure: $40,630
Annual Return: +50%
Drawdown: -29%
Download MultiCharts Performance Report: click here >>
Out-of-sample: Flipper II (2014) – RSI2 (2016) – Trend Finder (2017) – Prime (2016) – Simple (2018)
| Data Range: | from 09/01/2007 07:45 to 01/07/2024 10:15 |
| Net Profit: | 327.495,00 |
| Gross profit: | 1.035.507,15 |
| Gross loss: | -708.012,15 |
| Profit Factor: | 1,46 |
| # of Trades: | 3257 |
| Average Trade: | 100,55 |
| % Profitable: | 40,84 % |
| Commissions and Slippage: | 65.140,00 |
| Drawdown: | -15662.84 |
| Ticker | Contract/Shares | Margin | Used Margin |
| GBL | 1 | 3500 | 3500 |
| ES | 1 | 11130 | 11130 |
| CL | 2 | 8000 | 16000 |
| VXX | 10000 | 1 | 10000 |
| EC | 1 | 4700 | 4700 |