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Not Favorite BattleQuant Ascender ES

Developer
BattleQuant
Product
E-mini S&P future
System Type
Intraday
Cost
USD 150 / monthly
Account:
Guest
Status:
Not Active See more
THE FOLLOWING IS HYPOTHETICAL MODEL ACCOUNT PERFORMANCE
Total P/L
since 09/04/2007
Tracked P/L
since 10/27/2016
Live P/L
since 11/15/2016
Worst
Drawdown
Suggested
Capital
Required
Capital
$193,320 (+81.4%) ($3,312) ($4,202) ($5,879) $20,000 $1,700
Analyzed Sessions 3013 Winning Sessions
61.0%
Worst Drawdown ($5,879) (04/17/2019)
Total P/L $193,320 Current Run-up since DD low $339 Current Drawdown ($5,540) (11/28/2016)
Annual ROI +81.4% Best Session $2,050 (09/29/2008) Worst Session ($963) (01/24/2008)
Profit Factor 2.25 Winning Session Average $376.23 Losing Session Average ($261.44)
Comm. per side $7.50 % Time with Open Position 27.3% Slippage per side -0.1361 ($6.81)
TM Rating TM Rating 2 2/3 Sharpe / Sortino Ratios 2.6824 / 6.1892 Sterling / MAR Ratios 0.0954 / 0.7505
Battlequant Ascender is an automated day-trading system for the e-mini S&P futures market. It consists of 20 unique trades designed to capture trend, counter-trend, gaps, and various other trades. The system will only have 1 unit on at a time and will exit the market by 3:05 CT. The system can trade multiple times a day. What separates this system from the pack is that every trade the system takes has a high value average trade. By having a diverse selection of trades it attempts to mitigate draw-downs.
  Backtested  
  Tracked  
  Live Trading