Stealth Performance Report

Markets included

Out[8]:
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 6
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$1,585,287
Average Yearly Profit in USD$121,364
Profit Factor 1.35
Total Commission in USD$85,482
Total Slippage in USD$67,979
Trade Stats
Total Number Of Trades 7240
Winning % 45.33
Largest Win Trade in USD$23,444
Largest Loss Trade in USD$-6,492
Average Trade in USD$219
Drawdown Stats
Max Drawdown in USD$-116,012
Max Drawdown Length 79 days
Max Drawdown Date05.06.2008
Longest Flat in Days 396 days
MAR Ratio 1.05



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$79,914
Average Yearly Profit in USD$6,118
Profit Factor 1.34
Total Commission in USD$4,620
Total Slippage in USD$2,297
Trade Stats
Total Number Of Trades 308
Winning % 47.73
Largest Win Trade in USD$12,257
Largest Loss Trade in USD$-4,412
Average Trade in USD$259
Drawdown Stats
Max Drawdown in USD$-26,516
Max Drawdown Length 307 days
Max Drawdown Date31.12.2008
Longest Flat in Days 846 days
MAR Ratio 0.23


Overview
Total Profit in USD$27,865
Average Yearly Profit in USD$2,133
Profit Factor 1.21
Total Commission in USD$1,460
Total Slippage in USD$725
Trade Stats
Total Number Of Trades 292
Winning % 45.21
Largest Win Trade in USD$8,223
Largest Loss Trade in USD$-2,733
Average Trade in USD$95
Drawdown Stats
Max Drawdown in USD$-26,629
Max Drawdown Length 767 days
Max Drawdown Date04.01.2011
Longest Flat in Days 2294 days
MAR Ratio 0.08


Overview
Total Profit in USD$36,039
Average Yearly Profit in USD$2,759
Profit Factor 1.18
Total Commission in USD$2,980
Total Slippage in USD$1,506
Trade Stats
Total Number Of Trades 298
Winning % 45.30
Largest Win Trade in USD$6,921
Largest Loss Trade in USD$-3,404
Average Trade in USD$121
Drawdown Stats
Max Drawdown in USD$-29,986
Max Drawdown Length 224 days
Max Drawdown Date19.01.2012
Longest Flat in Days 1939 days
MAR Ratio 0.09


Overview
Total Profit in USD$113,360
Average Yearly Profit in USD$8,678
Profit Factor 1.54
Total Commission in USD$6,040
Total Slippage in USD$4,800
Trade Stats
Total Number Of Trades 302
Winning % 47.68
Largest Win Trade in USD$11,880
Largest Loss Trade in USD$-3,600
Average Trade in USD$375
Drawdown Stats
Max Drawdown in USD$-32,640
Max Drawdown Length 1072 days
Max Drawdown Date30.04.2014
Longest Flat in Days 1660 days
MAR Ratio 0.27


Overview
Total Profit in USD$93,780
Average Yearly Profit in USD$7,179
Profit Factor 1.75
Total Commission in USD$1,210
Total Slippage in USD$940
Trade Stats
Total Number Of Trades 242
Winning % 45.87
Largest Win Trade in USD$10,350
Largest Loss Trade in USD$-2,510
Average Trade in USD$388
Drawdown Stats
Max Drawdown in USD$-17,020
Max Drawdown Length 267 days
Max Drawdown Date11.06.2013
Longest Flat in Days 577 days
MAR Ratio 0.42


Overview
Total Profit in USD$-14,442
Average Yearly Profit in USD$-1,106
Profit Factor 0.93
Total Commission in USD$3,180
Total Slippage in USD$3,338
Trade Stats
Total Number Of Trades 318
Winning % 43.40
Largest Win Trade in USD$10,302
Largest Loss Trade in USD$-3,722
Average Trade in USD$-45
Drawdown Stats
Max Drawdown in USD$-49,830
Max Drawdown Length 2780 days
Max Drawdown Date19.08.2015
Longest Flat in Days 3615 days
MAR Ratio -0.02


Overview
Total Profit in USD$44,235
Average Yearly Profit in USD$3,386
Profit Factor 1.38
Total Commission in USD$1,200
Total Slippage in USD$965
Trade Stats
Total Number Of Trades 240
Winning % 49.58
Largest Win Trade in USD$10,760
Largest Loss Trade in USD$-2,300
Average Trade in USD$184
Drawdown Stats
Max Drawdown in USD$-16,025
Max Drawdown Length 1075 days
Max Drawdown Date20.11.2017
Longest Flat in Days 1135 days
MAR Ratio 0.21


Overview
Total Profit in USD$73,322
Average Yearly Profit in USD$5,613
Profit Factor 1.63
Total Commission in USD$2,240
Total Slippage in USD$2,162
Trade Stats
Total Number Of Trades 224
Winning % 47.77
Largest Win Trade in USD$8,178
Largest Loss Trade in USD$-3,348
Average Trade in USD$327
Drawdown Stats
Max Drawdown in USD$-19,520
Max Drawdown Length 407 days
Max Drawdown Date28.02.2008
Longest Flat in Days 1472 days
MAR Ratio 0.29


Overview
Total Profit in USD$79,160
Average Yearly Profit in USD$6,060
Profit Factor 1.43
Total Commission in USD$5,640
Total Slippage in USD$4,480
Trade Stats
Total Number Of Trades 282
Winning % 42.91
Largest Win Trade in USD$9,160
Largest Loss Trade in USD$-3,000
Average Trade in USD$281
Drawdown Stats
Max Drawdown in USD$-38,260
Max Drawdown Length 819 days
Max Drawdown Date24.05.2007
Longest Flat in Days 1986 days
MAR Ratio 0.16


Overview
Total Profit in USD$29,740
Average Yearly Profit in USD$2,277
Profit Factor 1.15
Total Commission in USD$1,760
Total Slippage in USD$1,775
Trade Stats
Total Number Of Trades 352
Winning % 46.02
Largest Win Trade in USD$7,614
Largest Loss Trade in USD$-3,136
Average Trade in USD$84
Drawdown Stats
Max Drawdown in USD$-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$51,686
Average Yearly Profit in USD$3,957
Profit Factor 1.21
Total Commission in USD$1,570
Total Slippage in USD$529
Trade Stats
Total Number Of Trades 314
Winning % 43.95
Largest Win Trade in USD$9,968
Largest Loss Trade in USD$-5,618
Average Trade in USD$165
Drawdown Stats
Max Drawdown in USD$-33,757
Max Drawdown Length 1529 days
Max Drawdown Date12.03.2009
Longest Flat in Days 1838 days
MAR Ratio 0.12


Overview
Total Profit in USD$91,324
Average Yearly Profit in USD$6,991
Profit Factor 1.92
Total Commission in USD$1,385
Total Slippage in USD$2,053
Trade Stats
Total Number Of Trades 278
Winning % 49.64
Largest Win Trade in USD$10,617
Largest Loss Trade in USD$-2,414
Average Trade in USD$329
Drawdown Stats
Max Drawdown in USD$-12,331
Max Drawdown Length 84 days
Max Drawdown Date25.01.2012
Longest Flat in Days 567 days
MAR Ratio 0.57


Overview
Total Profit in USD$69,075
Average Yearly Profit in USD$5,288
Profit Factor 1.49
Total Commission in USD$4,380
Total Slippage in USD$3,465
Trade Stats
Total Number Of Trades 292
Winning % 45.55
Largest Win Trade in USD$7,740
Largest Loss Trade in USD$-2,340
Average Trade in USD$237
Drawdown Stats
Max Drawdown in USD$-19,230
Max Drawdown Length 1225 days
Max Drawdown Date05.02.2016
Longest Flat in Days 1623 days
MAR Ratio 0.27


Overview
Total Profit in USD$32,695
Average Yearly Profit in USD$2,503
Profit Factor 1.16
Total Commission in USD$1,640
Total Slippage in USD$1,355
Trade Stats
Total Number Of Trades 328
Winning % 41.46
Largest Win Trade in USD$17,800
Largest Loss Trade in USD$-6,350
Average Trade in USD$100
Drawdown Stats
Max Drawdown in USD$-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$80,460
Average Yearly Profit in USD$6,160
Profit Factor 1.64
Total Commission in USD$3,000
Total Slippage in USD$1,180
Trade Stats
Total Number Of Trades 300
Winning % 48.00
Largest Win Trade in USD$9,375
Largest Loss Trade in USD$-2,655
Average Trade in USD$268
Drawdown Stats
Max Drawdown in USD$-20,235
Max Drawdown Length 271 days
Max Drawdown Date03.04.2013
Longest Flat in Days 1012 days
MAR Ratio 0.30