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Not Favorite OPT_ES_MULTI_MODEL_V3

Developer
Optimized Trading
Product
E-mini S&P future
System Type
Swing
Cost
USD 200 / monthly
Account:
Guest
Status:
Not Active See more
THE FOLLOWING IS HYPOTHETICAL MODEL ACCOUNT PERFORMANCE
Total P/L
since 03/14/2003
Tracked P/L
since 11/22/2016
Live P/L
since 01/10/2017
Worst
Drawdown
Suggested
Capital
Required
Capital
$266,553 (+7.58%) ($38,298) $6,527 ($72,667) $210,000 $25,900
Analyzed Sessions 4262 Winning Sessions
57.2%
Worst Drawdown ($72,667) (06/26/2019)
Total P/L $266,553 Current Run-up since DD low $15,171 Current Drawdown ($57,496) (01/25/2018)
Annual ROI +7.58% Best Session $12,025 (12/01/2008) Worst Session ($13,661) (02/05/2018)
Profit Factor 1.44 Winning Session Average $661.29 Losing Session Average ($614.68)
Comm. per side $7.50 % Time with Open Position 44.9% Slippage per side -0.1318 ($6.59)
TM Rating TM Rating 1 1/3 Sharpe / Sortino Ratios 0.9423 / 1.6440 Sterling / MAR Ratios -0.2977 / 0.1450
Description pending
  Backtested  
  Tracked  
  Live Trading
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Total %
2019 $4,239 ($674) ($7,111) ($725) ($3,959) ($4,726) $1,493 $7,988 $27 $757 $1,466 $1,515 $291 0.1%
2018 $1,489 ($10,683) ($10,482) $3,528 ($2,477) ($1,707) $1,292 ($3,743) $364 ($15,350) ($11,050) ($6,235) ($55,053) -26.2%
2017 $2,351 $1,393 ($74) $2,166 $2,153 $3,212 $1,176 $1,738 $220 $646 $2,302 $540 $17,822 8.4%
2016 $3,388 $1,123 $3,759 $2,088 $5,696 $3,268 $645 $788 $3,174 $39 $3,853 ($1,631) $26,190 12.4%
2015 $3,875 $2,708 ($915) $1,103 $4,250 $792 $3,487 $2,319 $7,265 $3,730 $5,289 $6,461 $40,363 19.2%
2014 $199 $68 $4,412 $1,948 $896 $1,685 ($1,596) $1,955 $1,376 $4,663 $1,224 $6,926 $23,754 11.3%
2013 $4,694 $2,550 $1,921 $1,881 ($2,478) $5,204 ($188) $988 ($1,468) $950 $2,898 $1,753 $18,707 8.9%
2012 $2,244 $2,222 $2,978 $2,347 ($4,398) $6,870 $175 $460 $113 $3,915 ($3,946) $3,817 $16,797 8.0%
2011 $1,075 $2,257 $4,741 $1,422 $959 ($200) ($1,652) $8,174 $2,208 $3,969 $4,772 $859 $28,584 13.6%
2010 ($3,768) $3,895 $1,021 $613 $2,825 ($2,045) $4,759 $518 $3,613 $3,086 $1,857 $3,726 $20,099 9.5%
2009 $4,938 ($200) ($200) ($200) ($200) ($200) $75 $3,025 $2,488 ($650) $1,650 $1,238 $11,763 5.6%
2008 ($725) $6,450 $6,788 ($2,738) $5,350 $4,875 $3,375 $5,763 $11,588 $6,188 $2,313 $13,400 $62,625 29.8%
2007 $888 ($475) $1,138 $1,263 $1,775 $1,950 ($563) $5,463 $1,438 $1,975 $4,038 $3,738 $22,625 10.8%
2006 $2,613 $950 $713 $3,300 ($750) $1,138 $1,138 $938 $475 $363 $2,088 $238 $13,200 6.2%
2005 ($263) $2,563 ($4,850) $3,413 $825 ($263) $2,538 $1,925 $238 $2,063 ($738) $25 $7,475 3.6%
2004 $138 $200 $675 $738 $663 $550 ($100) ($238) $438 $1,400 ($5,688) $1,925 $700 0.3%
2003 - - ($2,188) $663 $1,175 ($825) $6,163 $325 ($1,575) $3,563 $2,113 $1,200 $10,613 5.0%
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