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Not Favorite PSIRussell 30'

Developer
Gestrading
Product
Mini-Russell CME future
System Type
Swing
Cost
USD 70 / monthly
Account:
Guest
Status:
Not Active See more
THE FOLLOWING IS HYPOTHETICAL MODEL ACCOUNT PERFORMANCE
Total P/L
since 01/31/2002
Tracked P/L
since 12/18/2012
Live P/L
since 01/31/2013
Worst
Drawdown
Suggested
Capital
Required
Capital
$34,898 (+7.57%) $9,242 $5,101 ($4,728) $25,000 $8,800
Analyzed Sessions 4795 Winning Sessions
54.8%
Worst Drawdown ($4,728) (09/04/2018)
Total P/L $34,898 Current Run-up since DD low $5,839 Current Drawdown ($297) (06/30/2020)
Annual ROI +7.57% Best Session $3,004 (06/19/2020) Worst Session ($2,003) (03/02/2020)
Profit Factor 1.77 Winning Session Average $265.51 Losing Session Average ($182.42)
Comm. per side $7.50 % Time with Open Position 8.50% Slippage per side -0.1085 ($5.42)
TM Rating TM Rating 3 3/3 Sharpe / Sortino Ratios 0.8799 / 1.5529 Sterling / MAR Ratios 0.1443 / 0.2564
Description pending
  Backtested  
  Tracked  
  Live Trading
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Total %
2020 $485 $1,277 ($2,664) $1,764 $409 $869 ($224) - - - - - $1,917 7.6%
2019 $410 ($625) $708 $945 ($435) $105 $235 ($125) ($1,855) $868 $1,278 $567 $2,075 8.3%
2018 ($344) ($875) ($294) ($188) ($285) $485 ($80) ($530) ($59) ($282) $815 $945 ($691) -2.7%
2017 $931 $367 $594 ($213) $470 $809 $329 ($315) $60 $1,387 ($526) ($1,624) $2,269 9.0%
2016 ($271) ($1,050) $1,380 ($409) $337 ($267) $70 ($413) ($363) ($197) $96 ($831) ($1,918) -7.6%
2015 ($279) $1,061 $441 ($410) $323 ($112) $249 ($323) ($1,277) $1,168 ($403) $138 $576 2.3%
2014 ($423) ($142) ($992) $811 ($358) ($41) $767 $963 $1,139 $227 $1,320 $318 $3,587 14.3%
2013 $885 $215 ($355) ($5) ($625) ($129) $456 $732 $841 $1,234 ($100) ($1,003) $2,147 8.6%
2012 $735 $1,510 $774 ($280) ($196) ($114) ($667) $14 $250 ($485) $625 ($875) $1,292 5.2%
2011 $678 $946 ($297) $108 ($287) ($352) $139 ($133) $364 $642 ($726) ($293) $789 3.2%
2010 $1,215 $175 $365 $490 $670 $174 $519 $579 $820 $569 ($755) $1,300 $6,122 24.4%
2009 $317 ($474) $360 $340 $210 $928 $839 $521 ($244) ($156) ($335) $890 $3,196 12.8%
2008 ($243) $252 ($656) $491 $1,521 ($402) $1,032 $193 $1,168 ($365) ($271) ($670) $2,050 8.2%
2007 $305 $395 ($310) $360 $700 $765 $1,235 $50 ($275) $685 ($165) ($475) $3,270 13.1%
2006 $155 $505 $535 $285 ($305) $805 $355 ($75) $655 ($55) ($415) ($210) $2,235 8.9%
2005 ($265) $35 $110 ($180) $200 $680 ($35) ($75) ($45) ($155) $650 $815 $1,735 6.9%
2004 $550 ($380) $360 ($5) $240 ($565) ($260) ($495) $140 $575 $490 $90 $740 3.0%
2003 $410 ($220) - $985 $1,100 $90 ($860) ($330) $650 $800 $95 $750 $3,470 13.9%
2002 ($53) ($525) $1,780 ($40) $115 ($195) ($495) ($225) ($390) ($290) $370 ($15) $38 0.2%
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