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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
$194,293 (+90.6%) ($2,338) ($3,228) ($5,006) $20,000 $1,400
Analyzed Sessions 2715 Winning Sessions
62.6%
Worst Drawdown ($5,006) (11/15/2017)
Total P/L $194,293 Current Run-up since DD low $440 Current Drawdown ($4,566) (11/28/2016)
Annual ROI +90.6% Best Session $2,050 (09/29/2008) Worst Session ($963) (01/24/2008)
Profit Factor 2.45 Winning Session Average $375.68 Losing Session Average ($256.98)
Comm. per side $7.50 % Time with Open Position 28.4% Slippage per side -0.1392 ($6.96)
TM Rating TM Rating 2 2/3 Sharpe / Sortino Ratios 2.8511 / 6.5918 Sterling / MAR Ratios 1.5550 / 0.9888
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