Stealth Performance Report

Markets included

Out[10]:
Symbol Exchange Contracts
name
E-Mini Nasdaq 100 NQ GLOBEX 2
10 Year US T-Note ZN ECBOT 8
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 6
Copper HG NYMEX 2
Heating Oil HO NYMEX 2
Coffee KC NYBOT 2
Live Cattle LE GLOBEX 6
Platinum PL NYMEX 4
Sugar SB NYBOT 10
Silver SI NYMEX 2
Soybean Oil ZL ECBOT 8
Soybeans ZS ECBOT 4



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$1,635,710
Average Yearly Profit in USD$96,408
Profit Factor 1.35
Total Commission in USD$79,658
Total Slippage in USD$62,483
Trade Stats
Total Number Of Trades 7524
Winning % 45.49
Largest Win Trade in USD$18,360
Largest Loss Trade in USD$-7,712
Average Trade in USD$217
Drawdown Stats
Max Drawdown in USD$-93,926
Max Drawdown Length 104 days
Max Drawdown Date30.06.2008
Longest Flat in Days 613 days
MAR Ratio 1.03



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$108,216
Average Yearly Profit in USD$6,378
Profit Factor 1.35
Total Commission in USD$6,450
Total Slippage in USD$3,197
Trade Stats
Total Number Of Trades 430
Winning % 46.51
Largest Win Trade in USD$17,376
Largest Loss Trade in USD$-4,412
Average Trade in USD$252
Drawdown Stats
Max Drawdown in USD$-26,516
Max Drawdown Length 307 days
Max Drawdown Date31.12.2008
Longest Flat in Days 846 days
MAR Ratio 0.24
Overview
Total Profit in USD$23,780
Average Yearly Profit in USD$1,402
Profit Factor 1.10
Total Commission in USD$3,970
Total Slippage in USD$2,038
Trade Stats
Total Number Of Trades 398
Winning % 42.71
Largest Win Trade in USD$6,921
Largest Loss Trade in USD$-3,404
Average Trade in USD$60
Drawdown Stats
Max Drawdown in USD$-29,986
Max Drawdown Length 224 days
Max Drawdown Date19.01.2012
Longest Flat in Days 1939 days
MAR Ratio 0.05
Overview
Total Profit in USD$132,980
Average Yearly Profit in USD$7,838
Profit Factor 1.42
Total Commission in USD$8,360
Total Slippage in USD$6,620
Trade Stats
Total Number Of Trades 418
Winning % 45.93
Largest Win Trade in USD$11,880
Largest Loss Trade in USD$-3,600
Average Trade in USD$318
Drawdown Stats
Max Drawdown in USD$-35,160
Max Drawdown Length 415 days
Max Drawdown Date29.09.2021
Longest Flat in Days 1660 days
MAR Ratio 0.22
Overview
Total Profit in USD$74,030
Average Yearly Profit in USD$4,363
Profit Factor 1.41
Total Commission in USD$1,650
Total Slippage in USD$1,320
Trade Stats
Total Number Of Trades 330
Winning % 42.42
Largest Win Trade in USD$10,350
Largest Loss Trade in USD$-2,510
Average Trade in USD$224
Drawdown Stats
Max Drawdown in USD$-34,570
Max Drawdown Length 1828 days
Max Drawdown Date21.05.2021
Longest Flat in Days 2003 days
MAR Ratio 0.13
Overview
Total Profit in USD$65,140
Average Yearly Profit in USD$3,839
Profit Factor 1.40
Total Commission in USD$1,570
Total Slippage in USD$1,230
Trade Stats
Total Number Of Trades 314
Winning % 50.32
Largest Win Trade in USD$10,760
Largest Loss Trade in USD$-3,300
Average Trade in USD$207
Drawdown Stats
Max Drawdown in USD$-20,075
Max Drawdown Length 2107 days
Max Drawdown Date17.09.2020
Longest Flat in Days 2311 days
MAR Ratio 0.19
Overview
Total Profit in USD$46,472
Average Yearly Profit in USD$2,739
Profit Factor 1.22
Total Commission in USD$3,340
Total Slippage in USD$3,338
Trade Stats
Total Number Of Trades 334
Winning % 44.91
Largest Win Trade in USD$8,178
Largest Loss Trade in USD$-3,348
Average Trade in USD$139
Drawdown Stats
Max Drawdown in USD$-52,695
Max Drawdown Length 1061 days
Max Drawdown Date07.07.2020
Longest Flat in Days 1576 days
MAR Ratio 0.05
Overview
Total Profit in USD$93,308
Average Yearly Profit in USD$5,500
Profit Factor 1.43
Total Commission in USD$5,962
Total Slippage in USD$4,740
Trade Stats
Total Number Of Trades 398
Winning % 45.48
Largest Win Trade in USD$18,360
Largest Loss Trade in USD$-3,930
Average Trade in USD$234
Drawdown Stats
Max Drawdown in USD$-27,855
Max Drawdown Length 819 days
Max Drawdown Date24.05.2007
Longest Flat in Days 1909 days
MAR Ratio 0.20
Overview
Total Profit in USD$22,274
Average Yearly Profit in USD$1,313
Profit Factor 1.08
Total Commission in USD$2,370
Total Slippage in USD$2,406
Trade Stats
Total Number Of Trades 474
Winning % 42.83
Largest Win Trade in USD$9,539
Largest Loss Trade in USD$-3,136
Average Trade in USD$47
Drawdown Stats
Max Drawdown in USD$-26,739
Max Drawdown Length 600 days
Max Drawdown Date05.10.2009
Longest Flat in Days 1674 days
MAR Ratio 0.05
Overview
Total Profit in USD$17,341
Average Yearly Profit in USD$1,022
Profit Factor 1.06
Total Commission in USD$1,950
Total Slippage in USD$672
Trade Stats
Total Number Of Trades 390
Winning % 41.28
Largest Win Trade in USD$9,968
Largest Loss Trade in USD$-5,618
Average Trade in USD$44
Drawdown Stats
Max Drawdown in USD$-46,764
Max Drawdown Length 1905 days
Max Drawdown Date06.08.2021
Longest Flat in Days 1989 days
MAR Ratio 0.02
Overview
Total Profit in USD$108,126
Average Yearly Profit in USD$6,373
Profit Factor 1.85
Total Commission in USD$1,740
Total Slippage in USD$2,578
Trade Stats
Total Number Of Trades 348
Winning % 48.56
Largest Win Trade in USD$10,617
Largest Loss Trade in USD$-2,414
Average Trade in USD$311
Drawdown Stats
Max Drawdown in USD$-12,576
Max Drawdown Length 288 days
Max Drawdown Date16.02.2021
Longest Flat in Days 637 days
MAR Ratio 0.51
Overview
Total Profit in USD$26,325
Average Yearly Profit in USD$1,552
Profit Factor 1.11
Total Commission in USD$6,240
Total Slippage in USD$5,055
Trade Stats
Total Number Of Trades 416
Winning % 41.11
Largest Win Trade in USD$7,740
Largest Loss Trade in USD$-2,340
Average Trade in USD$63
Drawdown Stats
Max Drawdown in USD$-45,105
Max Drawdown Length 1475 days
Max Drawdown Date16.11.2021
Longest Flat in Days 1623 days
MAR Ratio 0.03
Overview
Total Profit in USD$45,110
Average Yearly Profit in USD$2,659
Profit Factor 1.19
Total Commission in USD$2,090
Total Slippage in USD$1,730
Trade Stats
Total Number Of Trades 418
Winning % 40.91
Largest Win Trade in USD$17,800
Largest Loss Trade in USD$-6,350
Average Trade in USD$108
Drawdown Stats
Max Drawdown in USD$-45,300
Max Drawdown Length 828 days
Max Drawdown Date23.11.2007
Longest Flat in Days 2749 days
MAR Ratio 0.06
Overview
Total Profit in USD$76,030
Average Yearly Profit in USD$4,481
Profit Factor 1.50
Total Commission in USD$2,040
Total Slippage in USD$810
Trade Stats
Total Number Of Trades 408
Winning % 49.51
Largest Win Trade in USD$6,258
Largest Loss Trade in USD$-7,712
Average Trade in USD$186
Drawdown Stats
Max Drawdown in USD$-20,160
Max Drawdown Length 110 days
Max Drawdown Date21.12.2021
Longest Flat in Days 1058 days
MAR Ratio 0.22
Overview
Total Profit in USD$113,565
Average Yearly Profit in USD$6,693
Profit Factor 1.46
Total Commission in USD$3,520
Total Slippage in USD$1,385
Trade Stats
Total Number Of Trades 352
Winning % 49.72
Largest Win Trade in USD$12,155
Largest Loss Trade in USD$-5,305
Average Trade in USD$323
Drawdown Stats
Max Drawdown in USD$-31,650
Max Drawdown Length 228 days
Max Drawdown Date11.05.2021
Longest Flat in Days 1297 days
MAR Ratio 0.21
Overview
Total Profit in USD$116,515
Average Yearly Profit in USD$6,867
Profit Factor 1.41
Total Commission in USD$1,950
Total Slippage in USD$659
Trade Stats
Total Number Of Trades 390
Winning % 46.15
Largest Win Trade in USD$13,311
Largest Loss Trade in USD$-6,492
Average Trade in USD$299
Drawdown Stats
Max Drawdown in USD$-26,455
Max Drawdown Length 402 days
Max Drawdown Date12.04.2012
Longest Flat in Days 1534 days
MAR Ratio 0.26
Overview
Total Profit in USD$196,614
Average Yearly Profit in USD$11,588
Profit Factor 1.93
Total Commission in USD$7,450
Total Slippage in USD$6,440
Trade Stats
Total Number Of Trades 298
Winning % 50.67
Largest Win Trade in USD$16,859
Largest Loss Trade in USD$-5,317
Average Trade in USD$660
Drawdown Stats
Max Drawdown in USD$-29,532
Max Drawdown Length 45 days
Max Drawdown Date27.11.2009
Longest Flat in Days 1209 days
MAR Ratio 0.39
Overview
Total Profit in USD$137,678
Average Yearly Profit in USD$8,115
Profit Factor 1.53
Total Commission in USD$1,810
Total Slippage in USD$3,562
Trade Stats
Total Number Of Trades 362
Winning % 46.13
Largest Win Trade in USD$14,908
Largest Loss Trade in USD$-5,542
Average Trade in USD$380
Drawdown Stats
Max Drawdown in USD$-25,638
Max Drawdown Length 122 days
Max Drawdown Date01.03.2021
Longest Flat in Days 1356 days
MAR Ratio 0.32
Overview
Total Profit in USD$100,880
Average Yearly Profit in USD$5,946
Profit Factor 1.49
Total Commission in USD$7,360
Total Slippage in USD$3,528
Trade Stats
Total Number Of Trades 368
Winning % 43.75
Largest Win Trade in USD$17,152
Largest Loss Trade in USD$-3,464
Average Trade in USD$274
Drawdown Stats
Max Drawdown in USD$-53,520
Max Drawdown Length 3077 days
Max Drawdown Date14.07.2020
Longest Flat in Days 3547 days
MAR Ratio 0.11
Overview
Total Profit in USD$54,818
Average Yearly Profit in USD$3,231
Profit Factor 1.25
Total Commission in USD$6,120
Total Slippage in USD$7,500
Trade Stats
Total Number Of Trades 306
Winning % 48.04
Largest Win Trade in USD$7,761
Largest Loss Trade in USD$-4,239
Average Trade in USD$179
Drawdown Stats
Max Drawdown in USD$-22,579
Max Drawdown Length 216 days
Max Drawdown Date09.03.2009
Longest Flat in Days 729 days
MAR Ratio 0.14
Overview
Total Profit in USD$76,510
Average Yearly Profit in USD$4,509
Profit Factor 1.35
Total Commission in USD$3,715
Total Slippage in USD$3,675
Trade Stats
Total Number Of Trades 372
Winning % 46.77
Largest Win Trade in USD$10,852
Largest Loss Trade in USD$-5,072
Average Trade in USD$206
Drawdown Stats
Max Drawdown in USD$-30,920
Max Drawdown Length 164 days
Max Drawdown Date30.05.2008
Longest Flat in Days 1567 days
MAR Ratio 0.15