Stealth Performance Report

Markets included

Out[9]:
Symbol Exchange Contracts
name
E-Mini S&P 500 ES GLOBEX 4
E-Mini Nasdaq 100 NQ GLOBEX 4
Russel 2000 Mini TF NYBOT 6
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 8
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$1,581,804
Average Yearly Profit in USD$131,937
Profit Factor 1.38
Total Commission in USD$78,465
Total Slippage in USD$62,133
Trade Stats
Total Number Of Trades 6516
Winning % 45.76
Largest Win Trade in USD$23,444
Largest Loss Trade in USD$-6,492
Average Trade in USD$243
Drawdown Stats
Max Drawdown in USD$-116,012
Max Drawdown Length 79 days
Max Drawdown Date05.06.2008
Longest Flat in Days 375 days
MAR Ratio 1.14



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$62,406
Average Yearly Profit in USD$5,205
Profit Factor 1.27
Total Commission in USD$4,410
Total Slippage in USD$2,222
Trade Stats
Total Number Of Trades 294
Winning % 45.92
Largest Win Trade in USD$12,257
Largest Loss Trade in USD$-4,412
Average Trade in USD$212
Drawdown Stats
Max Drawdown in USD$-26,516
Max Drawdown Length 307 days
Max Drawdown Date31.12.2008
Longest Flat in Days 663 days
MAR Ratio 0.20


Overview
Total Profit in USD$18,434
Average Yearly Profit in USD$1,538
Profit Factor 1.14
Total Commission in USD$1,350
Total Slippage in USD$678
Trade Stats
Total Number Of Trades 270
Winning % 43.70
Largest Win Trade in USD$8,223
Largest Loss Trade in USD$-2,733
Average Trade in USD$68
Drawdown Stats
Max Drawdown in USD$-28,658
Max Drawdown Length 767 days
Max Drawdown Date04.01.2011
Longest Flat in Days 2336 days
MAR Ratio 0.05


Overview
Total Profit in USD$41,440
Average Yearly Profit in USD$3,456
Profit Factor 1.22
Total Commission in USD$2,760
Total Slippage in USD$1,388
Trade Stats
Total Number Of Trades 276
Winning % 47.10
Largest Win Trade in USD$6,921
Largest Loss Trade in USD$-3,404
Average Trade in USD$150
Drawdown Stats
Max Drawdown in USD$-29,986
Max Drawdown Length 224 days
Max Drawdown Date19.01.2012
Longest Flat in Days 1939 days
MAR Ratio 0.12


Overview
Total Profit in USD$92,880
Average Yearly Profit in USD$7,747
Profit Factor 1.47
Total Commission in USD$5,520
Total Slippage in USD$4,400
Trade Stats
Total Number Of Trades 276
Winning % 46.38
Largest Win Trade in USD$11,880
Largest Loss Trade in USD$-3,600
Average Trade in USD$337
Drawdown Stats
Max Drawdown in USD$-32,640
Max Drawdown Length 1072 days
Max Drawdown Date30.04.2014
Longest Flat in Days 1660 days
MAR Ratio 0.24


Overview
Total Profit in USD$90,235
Average Yearly Profit in USD$7,526
Profit Factor 1.76
Total Commission in USD$1,100
Total Slippage in USD$845
Trade Stats
Total Number Of Trades 220
Winning % 47.27
Largest Win Trade in USD$10,350
Largest Loss Trade in USD$-2,510
Average Trade in USD$410
Drawdown Stats
Max Drawdown in USD$-17,020
Max Drawdown Length 267 days
Max Drawdown Date11.06.2013
Longest Flat in Days 547 days
MAR Ratio 0.44


Overview
Total Profit in USD$-25,085
Average Yearly Profit in USD$-2,092
Profit Factor 0.86
Total Commission in USD$2,760
Total Slippage in USD$2,925
Trade Stats
Total Number Of Trades 276
Winning % 42.03
Largest Win Trade in USD$10,302
Largest Loss Trade in USD$-3,722
Average Trade in USD$-91
Drawdown Stats
Max Drawdown in USD$-49,830
Max Drawdown Length 2780 days
Max Drawdown Date19.08.2015
Longest Flat in Days 3223 days
MAR Ratio -0.04


Overview
Total Profit in USD$55,785
Average Yearly Profit in USD$4,653
Profit Factor 1.55
Total Commission in USD$1,100
Total Slippage in USD$875
Trade Stats
Total Number Of Trades 220
Winning % 52.27
Largest Win Trade in USD$10,760
Largest Loss Trade in USD$-2,300
Average Trade in USD$254
Drawdown Stats
Max Drawdown in USD$-13,240
Max Drawdown Length 144 days
Max Drawdown Date04.05.2015
Longest Flat in Days 1019 days
MAR Ratio 0.35


Overview
Total Profit in USD$64,865
Average Yearly Profit in USD$5,410
Profit Factor 1.71
Total Commission in USD$1,960
Total Slippage in USD$1,875
Trade Stats
Total Number Of Trades 196
Winning % 48.47
Largest Win Trade in USD$8,178
Largest Loss Trade in USD$-2,498
Average Trade in USD$331
Drawdown Stats
Max Drawdown in USD$-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$59,360
Average Yearly Profit in USD$4,951
Profit Factor 1.33
Total Commission in USD$5,320
Total Slippage in USD$4,280
Trade Stats
Total Number Of Trades 266
Winning % 41.73
Largest Win Trade in USD$9,160
Largest Loss Trade in USD$-3,000
Average Trade in USD$223
Drawdown Stats
Max Drawdown in USD$-37,140
Max Drawdown Length 819 days
Max Drawdown Date24.05.2007
Longest Flat in Days 1986 days
MAR Ratio 0.13


Overview
Total Profit in USD$29,391
Average Yearly Profit in USD$2,452
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$95
Drawdown Stats
Max Drawdown in USD$-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$59,791
Average Yearly Profit in USD$4,987
Profit Factor 1.26
Total Commission in USD$1,460
Total Slippage in USD$489
Trade Stats
Total Number Of Trades 292
Winning % 44.52
Largest Win Trade in USD$9,968
Largest Loss Trade in USD$-5,618
Average Trade in USD$205
Drawdown Stats
Max Drawdown in USD$-33,757
Max Drawdown Length 1529 days
Max Drawdown Date12.03.2009
Longest Flat in Days 1838 days
MAR Ratio 0.15


Overview
Total Profit in USD$90,897
Average Yearly Profit in USD$7,582
Profit Factor 2.03
Total Commission in USD$1,250
Total Slippage in USD$1,847
Trade Stats
Total Number Of Trades 250
Winning % 50.40
Largest Win Trade in USD$10,617
Largest Loss Trade in USD$-2,414
Average Trade in USD$364
Drawdown Stats
Max Drawdown in USD$-12,331
Max Drawdown Length 84 days
Max Drawdown Date25.01.2012
Longest Flat in Days 567 days
MAR Ratio 0.61


Overview
Total Profit in USD$62,460
Average Yearly Profit in USD$5,210
Profit Factor 1.35
Total Commission in USD$5,480
Total Slippage in USD$4,340
Trade Stats
Total Number Of Trades 274
Winning % 44.16
Largest Win Trade in USD$8,040
Largest Loss Trade in USD$-3,120
Average Trade in USD$228
Drawdown Stats
Max Drawdown in USD$-25,640
Max Drawdown Length 1225 days
Max Drawdown Date05.02.2016
Longest Flat in Days 1541 days
MAR Ratio 0.20


Overview
Total Profit in USD$32,170
Average Yearly Profit in USD$2,683
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


Overview
Total Profit in USD$86,370
Average Yearly Profit in USD$7,204
Profit Factor 1.78
Total Commission in USD$2,860
Total Slippage in USD$1,120
Trade Stats
Total Number Of Trades 286
Winning % 48.95
Largest Win Trade in USD$9,375
Largest Loss Trade in USD$-2,655
Average Trade in USD$302
Drawdown Stats
Max Drawdown in USD$-20,235
Max Drawdown Length 271 days
Max Drawdown Date03.04.2013
Longest Flat in Days 620 days
MAR Ratio 0.36