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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
$33,943 (+12.5%) $8,286 $5,101 ($4,728) $15,000 $4,400
Analyzed Sessions 4698 Winning Sessions
55.2%
Worst Drawdown ($4,728) (09/04/2018)
Total P/L $33,943 Current Run-up since DD low $4,883 Current Drawdown ($186) (02/20/2020)
Annual ROI +12.5% Best Session $1,261 (11/21/2014) Worst Session ($985) (12/21/2012)
Profit Factor 1.81 Winning Session Average $252.95 Losing Session Average ($171.57)
Comm. per side $7.50 % Time with Open Position 8.62% Slippage per side -0.1064 ($5.32)
TM Rating TM Rating 3 3/3 Sharpe / Sortino Ratios 0.9404 / 1.6452 Sterling / MAR Ratios 0.2532 / 0.2145
Description pending
  Backtested  
  Tracked  
  Live Trading
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Total %
2020 $485 $476 - - - - - - - - - - $961 6.4%
2019 $410 ($625) $708 $945 ($435) $105 $235 ($125) ($1,855) $868 $1,278 $567 $2,075 13.8%
2018 ($344) ($875) ($294) ($188) ($285) $485 ($80) ($530) ($59) ($282) $815 $945 ($691) -4.6%
2017 $931 $367 $594 ($213) $470 $809 $329 ($315) $60 $1,387 ($526) ($1,624) $2,269 15.1%
2016 ($271) ($1,050) $1,380 ($409) $337 ($267) $70 ($413) ($363) ($197) $96 ($831) ($1,918) -12.8%
2015 ($279) $1,061 $441 ($410) $323 ($112) $249 ($323) ($1,277) $1,168 ($403) $138 $576 3.8%
2014 ($423) ($142) ($992) $811 ($358) ($41) $767 $963 $1,139 $227 $1,320 $318 $3,587 23.9%
2013 $885 $215 ($355) ($5) ($625) ($129) $456 $732 $841 $1,234 ($100) ($1,003) $2,147 14.3%
2012 $735 $1,510 $774 ($280) ($196) ($114) ($667) $14 $250 ($485) $625 ($875) $1,292 8.6%
2011 $678 $946 ($297) $108 ($287) ($352) $139 ($133) $364 $642 ($726) ($293) $789 5.3%
2010 $1,215 $175 $365 $490 $670 $174 $519 $579 $820 $569 ($755) $1,300 $6,122 40.8%
2009 $317 ($474) $360 $340 $210 $928 $839 $521 ($244) ($156) ($335) $890 $3,196 21.3%
2008 ($243) $252 ($656) $491 $1,521 ($402) $1,032 $193 $1,168 ($365) ($271) ($670) $2,050 13.7%
2007 $305 $395 ($310) $360 $700 $765 $1,235 $50 ($275) $685 ($165) ($475) $3,270 21.8%
2006 $155 $505 $535 $285 ($305) $805 $355 ($75) $655 ($55) ($415) ($210) $2,235 14.9%
2005 ($265) $35 $110 ($180) $200 $680 ($35) ($75) ($45) ($155) $650 $815 $1,735 11.6%
2004 $550 ($380) $360 ($5) $240 ($565) ($260) ($495) $140 $575 $490 $90 $740 4.9%
2003 $410 ($220) - $985 $1,100 $90 ($860) ($330) $650 $800 $95 $750 $3,470 23.1%
2002 ($53) ($525) $1,780 ($40) $115 ($195) ($495) ($225) ($390) ($290) $370 ($15) $38 0.2%
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