Stealth Performance Report

Markets included

Out[23]:
Symbol Exchange Contracts
name
E-Mini S&P 500 ES GLOBEX 4
E-Mini Nasdaq 100 NQ GLOBEX 6
Russel 2000 Mini TF NYBOT 2
10 Year US T-Note ZN ECBOT 8
Euro 6E GLOBEX 2
Japanese Yen 6J GLOBEX 4
British Pound 6B GLOBEX 6
Light Sweet Crude Oil CL NYMEX 2
Gold GC NYMEX 2
Henry Hub Natural Gas NG NYMEX 2
NYMEX RBOB Gasoline Index RB NYMEX 2
Cocoa NYBOT CC NYBOT 8
Feeder Cattle GF GLOBEX 4
Lean Hogs HE GLOBEX 8
Copper HG NYMEX 2
Heating Oil HO NYMEX 2
Coffee KC NYBOT 2
Live Cattle LE GLOBEX 8
Platinum PL NYMEX 4
Sugar SB NYBOT 10
Silver SI NYMEX 2
Corn ZC ECBOT 10
Soybean Oil ZL ECBOT 10
Soybeans ZS ECBOT 4
Wheat ZW ECBOT 6



Cumulated Performance of All Futures

  • $5 round turn commissions & 1/2 tick slippage for each stop-markt or market on close order included
  • No compounding used, trading same number of contracts all the time (see above)
Overview
Total Profit in USD$1,555,520
Average Yearly Profit in USD$132,933
Profit Factor 1.38
Total Commission in USD$75,548
Total Slippage in USD$63,124
Trade Stats
Total Number Of Trades 6346
Winning % 45.64
Largest Win Trade in USD$23,444
Largest Loss Trade in USD$-6,492
Average Trade in USD$245
Drawdown Stats
Max Drawdown in USD$-112,267
Max Drawdown Length 79 days
Max Drawdown Date05.06.2008
Longest Flat in Days 375 days
MAR Ratio 1.18



Individual Performance Reports

  • $5 round turn commissions & 1/2 tick slippage for each stop-markt or market on close order included
Overview
Total Profit in USD$65,417
Average Yearly Profit in USD$5,590
Profit Factor 1.29
Total Commission in USD$4,380
Total Slippage in USD$2,203
Trade Stats
Total Number Of Trades 292
Winning % 46.23
Largest Win Trade in USD$12,257
Largest Loss Trade in USD$-4,412
Average Trade in USD$224
Drawdown Stats
Max Drawdown in USD$-26,516
Max Drawdown Length 307 days
Max Drawdown Date31.12.2008
Longest Flat in Days 663 days
MAR Ratio 0.21


Overview
Total Profit in USD$20,612
Average Yearly Profit in USD$1,762
Profit Factor 1.16
Total Commission in USD$1,300
Total Slippage in USD$1,300
Trade Stats
Total Number Of Trades 260
Winning % 44.62
Largest Win Trade in USD$8,208
Largest Loss Trade in USD$-2,730
Average Trade in USD$79
Drawdown Stats
Max Drawdown in USD$-27,501
Max Drawdown Length 767 days
Max Drawdown Date04.01.2011
Longest Flat in Days 2336 days
MAR Ratio 0.06


Overview
Total Profit in USD$32,838
Average Yearly Profit in USD$2,806
Profit Factor 1.18
Total Commission in USD$2,700
Total Slippage in USD$2,712
Trade Stats
Total Number Of Trades 270
Winning % 45.56
Largest Win Trade in USD$6,890
Largest Loss Trade in USD$-3,410
Average Trade in USD$122
Drawdown Stats
Max Drawdown in USD$-30,392
Max Drawdown Length 224 days
Max Drawdown Date19.01.2012
Longest Flat in Days 1918 days
MAR Ratio 0.09


Overview
Total Profit in USD$88,120
Average Yearly Profit in USD$7,531
Profit Factor 1.46
Total Commission in USD$5,360
Total Slippage in USD$4,280
Trade Stats
Total Number Of Trades 268
Winning % 46.27
Largest Win Trade in USD$11,880
Largest Loss Trade in USD$-3,600
Average Trade in USD$329
Drawdown Stats
Max Drawdown in USD$-32,640
Max Drawdown Length 1072 days
Max Drawdown Date30.04.2014
Longest Flat in Days 1660 days
MAR Ratio 0.23


Overview
Total Profit in USD$89,795
Average Yearly Profit in USD$7,674
Profit Factor 1.78
Total Commission in USD$1,075
Total Slippage in USD$820
Trade Stats
Total Number Of Trades 216
Winning % 48.15
Largest Win Trade in USD$10,350
Largest Loss Trade in USD$-2,510
Average Trade in USD$416
Drawdown Stats
Max Drawdown in USD$-17,020
Max Drawdown Length 267 days
Max Drawdown Date11.06.2013
Longest Flat in Days 547 days
MAR Ratio 0.45


Overview
Total Profit in USD$-25,268
Average Yearly Profit in USD$-2,159
Profit Factor 0.86
Total Commission in USD$2,680
Total Slippage in USD$2,838
Trade Stats
Total Number Of Trades 268
Winning % 42.54
Largest Win Trade in USD$10,302
Largest Loss Trade in USD$-3,722
Average Trade in USD$-94
Drawdown Stats
Max Drawdown in USD$-49,830
Max Drawdown Length 2780 days
Max Drawdown Date19.08.2015
Longest Flat in Days 3118 days
MAR Ratio -0.04


Overview
Total Profit in USD$51,825
Average Yearly Profit in USD$4,429
Profit Factor 1.52
Total Commission in USD$1,075
Total Slippage in USD$850
Trade Stats
Total Number Of Trades 216
Winning % 53.24
Largest Win Trade in USD$10,760
Largest Loss Trade in USD$-2,310
Average Trade in USD$240
Drawdown Stats
Max Drawdown in USD$-13,240
Max Drawdown Length 144 days
Max Drawdown Date04.05.2015
Longest Flat in Days 1019 days
MAR Ratio 0.33


Overview
Total Profit in USD$64,168
Average Yearly Profit in USD$5,484
Profit Factor 1.74
Total Commission in USD$1,920
Total Slippage in USD$1,838
Trade Stats
Total Number Of Trades 192
Winning % 48.44
Largest Win Trade in USD$8,178
Largest Loss Trade in USD$-2,372
Average Trade in USD$334
Drawdown Stats
Max Drawdown in USD$-19,520
Max Drawdown Length 407 days
Max Drawdown Date28.02.2008
Longest Flat in Days 1472 days
MAR Ratio 0.28


Overview
Total Profit in USD$55,630
Average Yearly Profit in USD$4,754
Profit Factor 1.31
Total Commission in USD$5,190
Total Slippage in USD$4,180
Trade Stats
Total Number Of Trades 260
Winning % 41.54
Largest Win Trade in USD$9,160
Largest Loss Trade in USD$-3,000
Average Trade in USD$214
Drawdown Stats
Max Drawdown in USD$-37,140
Max Drawdown Length 819 days
Max Drawdown Date24.05.2007
Longest Flat in Days 1909 days
MAR Ratio 0.13


Overview
Total Profit in USD$29,441
Average Yearly Profit in USD$2,516
Profit Factor 1.16
Total Commission in USD$1,540
Total Slippage in USD$1,556
Trade Stats
Total Number Of Trades 308
Winning % 46.10
Largest Win Trade in USD$7,614
Largest Loss Trade in USD$-3,136
Average Trade in USD$96
Drawdown Stats
Max Drawdown in USD$-26,739
Max Drawdown Length 600 days
Max Drawdown Date05.10.2009
Longest Flat in Days 932 days
MAR Ratio 0.09


Overview
Total Profit in USD$55,790
Average Yearly Profit in USD$4,768
Profit Factor 1.25
Total Commission in USD$1,420
Total Slippage in USD$477
Trade Stats
Total Number Of Trades 284
Winning % 44.37
Largest Win Trade in USD$9,968
Largest Loss Trade in USD$-5,618
Average Trade in USD$196
Drawdown Stats
Max Drawdown in USD$-33,757
Max Drawdown Length 1529 days
Max Drawdown Date12.03.2009
Longest Flat in Days 1838 days
MAR Ratio 0.14


Overview
Total Profit in USD$87,196
Average Yearly Profit in USD$7,452
Profit Factor 2.01
Total Commission in USD$1,220
Total Slippage in USD$1,809
Trade Stats
Total Number Of Trades 244
Winning % 50.00
Largest Win Trade in USD$10,617
Largest Loss Trade in USD$-2,414
Average Trade in USD$357
Drawdown Stats
Max Drawdown in USD$-12,331
Max Drawdown Length 84 days
Max Drawdown Date25.01.2012
Longest Flat in Days 567 days
MAR Ratio 0.60


Overview
Total Profit in USD$60,800
Average Yearly Profit in USD$5,196
Profit Factor 1.35
Total Commission in USD$5,320
Total Slippage in USD$4,200
Trade Stats
Total Number Of Trades 266
Winning % 44.74
Largest Win Trade in USD$8,040
Largest Loss Trade in USD$-3,120
Average Trade in USD$229
Drawdown Stats
Max Drawdown in USD$-24,260
Max Drawdown Length 1164 days
Max Drawdown Date05.02.2016
Longest Flat in Days 1205 days
MAR Ratio 0.21


Overview
Total Profit in USD$32,190
Average Yearly Profit in USD$2,751
Profit Factor 1.17
Total Commission in USD$1,420
Total Slippage in USD$1,170
Trade Stats
Total Number Of Trades 284
Winning % 40.85
Largest Win Trade in USD$17,800
Largest Loss Trade in USD$-6,350
Average Trade in USD$113
Drawdown Stats
Max Drawdown in USD$-45,300
Max Drawdown Length 828 days
Max Drawdown Date23.11.2007
Longest Flat in Days 2535 days
MAR Ratio 0.06