Simple SPY
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Free AutoTradeJan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2010  +13.7%  +4.2%  +3.0%  +0.5%  (7.6%)  (1.4%)  (13.6%)  (3.4%)  
2011  (6.2%)  (8.8%)  (0.2%)  (6.8%)  (1.1%)  +4.5%  +1.4%  +10.8%  +9.8%  (13.3%)  +4.2%  (9.7%)  (17.3%) 
2012  (11.2%)  (14.1%)  (11.6%)  +0.4%  +16.9%  (10.3%)  (7%)  (10.7%)  (8.6%)  +4.6%  (5.5%)  (4.7%)  (49.3%) 
2013  (23.5%)  (13.8%)  (18.3%)  (15.8%)  (45.9%)  +42.0%  (62.8%)  (9.3%)  (56.6%)  (404.2%)  (66.9%)  (26.3%)  (132.7%) 
2014  (35.1%)  (87%)  (8%)  (8.5%)  (15.6%)  (17%)  (8.3%)  (23.2%)  (2.3%)    (6.7%)  (121.1%)  
2015  (8.1%)  (23.4%)  (4.1%)  (4.9%)  (5.2%)  (7.4%)  (11%)  (29.1%)  (7.1%)  (32.2%)  (0.9%)  (1.7%)  (44.5%) 
2016  (16.3%)  (2.7%)  (20.1%)  (4.6%)  (4.3%)  (3.7%)  (19.3%)  (1.1%)  (1.7%)  (4.2%)  (23.2%) 
Model Account Details
Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.
Started  $10,000  
Buy Power  ($2,229)  
Cash  $1  
Equity  $1  
Cumulative $  ($11,189)  
Includes dividends and cashsettled expirations:  ($3,662)  Itemized 
Total System Equity  ($1,189)  
Margined  $1  
Open P/L  ($9,060)  
Data has been delayed by 72 hours for nonsubscribers 
System developer has asked us to delay this information by 72 hours.
Open positions are hidden from nonsubscribers.

Trading Record 

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Statistics
 Strategy began6/16/2010
 Starting Unit Size$10,000
 Strategy Age (days)2319.4
 Age77 months ago
 What it tradesStocks
 # Trades14
 # Profitable8
 % Profitable57.10%
 Avg trade duration164.5 days
 Max peaktovalley drawdown100%
 drawdown periodSept 23, 2013  Aug 11, 2016
 Annual Return (Compounded)0.0%
 Avg win$541.25
 Avg loss$1,976
 Model Account Values (Raw)
 Cash$15,859
 Margin Used$11,898
 Buying Power($2,229)
 Ratios
 W:L ratio0.06:1
 Sharpe Ratio0.237
 Sortino Ratio0.332
 Calmar Ratio0.964
 Daily Change
 Close PL$7,927
 Closed PL (start day)($2,073)
 Closed PL Change $$10,000
 Closed PL Change %482.39%
 Equity($1,133)
 Equity (start day)($1,133)
 Equity Change $$0.00
 Equity Change %n/a
 Return Statistics
 Ann Return (w trading costs)n/a
 Ann Return (Compnd, No Fees)n/a
 Risk of Ruin (MonteCarlo)
 Chance of 10% account loss100.00%
 Chance of 20% account loss100.00%
 Chance of 30% account loss100.00%
 Chance of 40% account loss100.00%
 Chance of 50% account loss100.00%
 Popularity
 Popularity (Today)0
 Popularity (Last 6 weeks)0
 TradesOwnSystem Certification
 Trades Own System?0
 TOS percentn/a
 Subscription Price
 Billing Period (days)30
 Trial Days14
 Win / Loss
 Avg Loss$1,976
 Avg Win$541
 # Winners8
 # Losers6
 % Winners57.1%
 Frequency
 Avg Position Time (mins)236884.00
 Avg Position Time (hrs)3948.06
 Avg Trade Length164.5 days
 Last Trade Ago1058
 Analysis based on MONTHLY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean75.80160
 SD127.29800
 Sharpe ratio (Glass type estimate)0.59547
 Sharpe ratio (Hedges UMVUE)0.58138
 df32.00000
 t0.98747
 p0.16541
 Lowerbound of 95% confidence interval for Sharpe Ratio0.59990
 Upperbound of 95% confidence interval for Sharpe Ratio1.78174
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.60907
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation1.77184
 Statistics related to Sortino ratio
 Sortino ratio68.93750
 Upside Potential Ratio70.69490
 Upside part of mean77.73400
 Downside part of mean1.93247
 Upside SD127.24500
 Downside SD1.09957
 N nonnegative terms7.00000
 N negative terms26.00000
 Statistics related to linear regression on benchmark
 N of observations33.00000
 Mean of predictor0.24526
 Mean of criterion75.80160
 SD of predictor0.15711
 SD of criterion127.29800
 Covariance2.97193
 r0.14860
 b (slope, estimate of beta)120.40600
 a (intercept, estimate of alpha)105.33200
 Mean Square Error16358.00000
 DF error31.00000
 t(b)0.83667
 p(b)0.79541
 t(a)1.24186
 p(a)0.11180
 Lowerbound of 95% confidence interval for beta413.91500
 Upperbound of 95% confidence interval for beta173.10300
 Lowerbound of 95% confidence interval for alpha67.65600
 Upperbound of 95% confidence interval for alpha278.32100
 Treynor index (mean / b)0.62955
 Jensen alpha (a)105.33200
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean3.35916
 SD6.03059
 Sharpe ratio (Glass type estimate)0.55702
 Sharpe ratio (Hedges UMVUE)0.54385
 df32.00000
 t0.92371
 p0.81873
 Lowerbound of 95% confidence interval for Sharpe Ratio1.74244
 Upperbound of 95% confidence interval for Sharpe Ratio0.63691
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.73323
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.64554
 Statistics related to Sortino ratio
 Sortino ratio0.66869
 Upside Potential Ratio0.50609
 Upside part of mean2.54237
 Downside part of mean5.90154
 Upside SD3.31216
 Downside SD5.02353
 N nonnegative terms7.00000
 N negative terms26.00000
 Statistics related to linear regression on benchmark
 N of observations33.00000
 Mean of predictor0.23099
 Mean of criterion3.35916
 SD of predictor0.15515
 SD of criterion6.03059
 Covariance0.25220
 r0.26954
 b (slope, estimate of beta)10.47720
 a (intercept, estimate of alpha)0.93905
 Mean Square Error34.81370
 DF error31.00000
 t(b)1.55844
 p(b)0.93536
 t(a)0.24189
 p(a)0.59477
 Lowerbound of 95% confidence interval for beta24.18850
 Upperbound of 95% confidence interval for beta3.23419
 Lowerbound of 95% confidence interval for alpha8.85674
 Upperbound of 95% confidence interval for alpha6.97864
 Treynor index (mean / b)0.32062
 Jensen alpha (a)0.93905
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.95686
 Expected Shortfall on VaR0.97558
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.48509
 Expected Shortfall on VaR0.88150
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations33.00000
 Minimum0.00187
 Quartile 10.82545
 Median0.96867
 Quartile 30.99963
 Maximum212.00000
 Mean of quarter 10.50409
 Mean of quarter 20.91227
 Mean of quarter 30.98404
 Mean of quarter 427.72180
 Inter Quartile Range0.17418
 Number outliers low3.00000
 Percentage of outliers low0.09091
 Mean of outliers low0.03571
 Number of outliers high2.00000
 Percentage of outliers high0.06061
 Mean of outliers high107.64200
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.38421
 VaR(95%) (moments method)0.52223
 Expected Shortfall (moments method)0.99925
 Extreme Value Index (regression method)1.05175
 VaR(95%) (regression method)0.46464
 Expected Shortfall (regression method)0.49580
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations1.00000
 Minimum0.99992
 Quartile 10.99992
 Median0.99992
 Quartile 30.99992
 Maximum0.99992
 Mean of quarter 10.00000
 Mean of quarter 20.00000
 Mean of quarter 30.00000
 Mean of quarter 40.00000
 Inter Quartile Range0.00000
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)0.36360
 Compounded annual return (geometric extrapolation)0.96489
 Calmar ratio (compounded annual return / max draw down)0.96497
 Compounded annual return / average of 25% largest draw downs0.00000
 Compounded annual return / Expected Shortfall lognormal0.98904
 0.00000
 0.00000
 Analysis based on DAILY values, full history
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean704.83700
 SD516.66100
 Sharpe ratio (Glass type estimate)1.36422
 Sharpe ratio (Hedges UMVUE)1.36314
 df952.00000
 t2.27065
 p0.01170
 Lowerbound of 95% confidence interval for Sharpe Ratio0.18473
 Upperbound of 95% confidence interval for Sharpe Ratio2.54302
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.18400
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.54228
 Statistics related to Sortino ratio
 Sortino ratio277.06600
 Upside Potential Ratio281.73000
 Upside part of mean716.70400
 Downside part of mean11.86680
 Upside SD517.78000
 Downside SD2.54393
 N nonnegative terms358.00000
 N negative terms595.00000
 Statistics related to linear regression on benchmark
 N of observations953.00000
 Mean of predictor0.24686
 Mean of criterion704.83700
 SD of predictor0.21492
 SD of criterion516.66100
 Covariance27.03080
 r0.24343
 b (slope, estimate of beta)585.21500
 a (intercept, estimate of alpha)849.30400
 Mean Square Error251384.00000
 DF error951.00000
 t(b)7.73993
 p(b)1.00000
 t(a)2.81404
 p(a)0.00250
 Lowerbound of 95% confidence interval for beta733.59600
 Upperbound of 95% confidence interval for beta436.83300
 Lowerbound of 95% confidence interval for alpha257.01300
 Upperbound of 95% confidence interval for alpha1441.59000
 Treynor index (mean / b)1.20441
 Jensen alpha (a)849.30400
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean3.33456
 SD14.07760
 Sharpe ratio (Glass type estimate)0.23687
 Sharpe ratio (Hedges UMVUE)0.23668
 df952.00000
 t0.39426
 p0.65326
 Lowerbound of 95% confidence interval for Sharpe Ratio1.41443
 Upperbound of 95% confidence interval for Sharpe Ratio0.94077
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation1.41428
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation0.94092
 Statistics related to Sortino ratio
 Sortino ratio0.33164
 Upside Potential Ratio2.63373
 Upside part of mean26.48160
 Downside part of mean29.81610
 Upside SD9.84402
 Downside SD10.05480
 N nonnegative terms358.00000
 N negative terms595.00000
 Statistics related to linear regression on benchmark
 N of observations953.00000
 Mean of predictor0.22366
 Mean of criterion3.33456
 SD of predictor0.21526
 SD of criterion14.07760
 Covariance0.81622
 r0.26935
 b (slope, estimate of beta)17.61550
 a (intercept, estimate of alpha)0.60533
 Mean Square Error183.99400
 DF error951.00000
 t(b)8.62516
 p(b)1.00000
 t(a)0.07416
 p(a)0.47045
 Lowerbound of 95% confidence interval for beta21.62360
 Upperbound of 95% confidence interval for beta13.60750
 Lowerbound of 95% confidence interval for alpha15.41300
 Upperbound of 95% confidence interval for alpha16.62370
 Treynor index (mean / b)0.18930
 Jensen alpha (a)0.60533
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.71582
 Expected Shortfall on VaR0.78570
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.08866
 Expected Shortfall on VaR0.20060
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations953.00000
 Minimum0.00389
 Quartile 10.98769
 Median1.00000
 Quartile 31.00691
 Maximum677.00000
 Mean of quarter 10.86653
 Mean of quarter 20.99598
 Mean of quarter 31.00175
 Mean of quarter 49.34081
 Inter Quartile Range0.01922
 Number outliers low116.00000
 Percentage of outliers low0.12172
 Mean of outliers low0.74962
 Number of outliers high91.00000
 Percentage of outliers high0.09549
 Mean of outliers high22.78690
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)1.19835
 VaR(95%) (moments method)0.10230
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations4.00000
 Minimum0.00355
 Quartile 10.00434
 Median0.01800
 Quartile 30.27353
 Maximum0.99992
 Mean of quarter 10.00355
 Mean of quarter 20.00460
 Mean of quarter 30.03140
 Mean of quarter 40.99992
 Inter Quartile Range0.26919
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high1.00000
 Percentage of outliers high0.25000
 Mean of outliers high0.99992
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)0.36093
 Compounded annual return (geometric extrapolation)0.96401
 Calmar ratio (compounded annual return / max draw down)0.96409
 Compounded annual return / average of 25% largest draw downs0.96409
 Compounded annual return / Expected Shortfall lognormal1.22694
 0.00000
 0.00000
 Analysis based on DAILY values, last 6 months only
 RATIO STATISTICS
 Ratio statistics of excess return rates
 Statistics related to Sharpe ratio
 Mean3909.15000
 SD1203.94000
 Sharpe ratio (Glass type estimate)3.24696
 Sharpe ratio (Hedges UMVUE)3.23270
 df171.00000
 t2.29595
 p0.39046
 Lowerbound of 95% confidence interval for Sharpe Ratio0.44931
 Upperbound of 95% confidence interval for Sharpe Ratio6.03538
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation0.43980
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation6.02560
 Statistics related to Sortino ratio
 Sortino ratio670.19800
 Upside Potential Ratio678.03800
 Upside part of mean3954.88000
 Downside part of mean45.73070
 Upside SD1218.79000
 Downside SD5.83283
 N nonnegative terms40.00000
 N negative terms132.00000
 Statistics related to linear regression on benchmark
 N of observations172.00000
 Mean of predictor0.09973
 Mean of criterion3909.15000
 SD of predictor0.24883
 SD of criterion1203.94000
 Covariance148.45600
 r0.49555
 b (slope, estimate of beta)2397.66000
 a (intercept, estimate of alpha)4148.27000
 Mean Square Error1099960.00000
 DF error170.00000
 t(b)7.43879
 p(b)0.74777
 t(a)2.79615
 p(a)0.39516
 Lowerbound of 95% confidence interval for beta3033.92000
 Upperbound of 95% confidence interval for beta1761.39000
 Lowerbound of 95% confidence interval for alpha1219.69000
 Upperbound of 95% confidence interval for alpha7076.84000
 Treynor index (mean / b)1.63041
 Jensen alpha (a)4148.27000
 Ratio statistics of excess log return rates
 Statistics related to Sharpe ratio
 Mean12.60780
 SD33.15100
 Sharpe ratio (Glass type estimate)0.38032
 Sharpe ratio (Hedges UMVUE)0.37865
 df171.00000
 t0.26892
 p0.51309
 Lowerbound of 95% confidence interval for Sharpe Ratio3.15189
 Upperbound of 95% confidence interval for Sharpe Ratio2.39231
 Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation3.15074
 Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation2.39345
 Statistics related to Sortino ratio
 Sortino ratio0.53380
 Upside Potential Ratio5.56802
 Upside part of mean131.51100
 Downside part of mean144.11900
 Upside SD23.13460
 Downside SD23.61890
 N nonnegative terms40.00000
 N negative terms132.00000
 Statistics related to linear regression on benchmark
 N of observations172.00000
 Mean of predictor0.06872
 Mean of criterion12.60780
 SD of predictor0.25020
 SD of criterion33.15100
 Covariance4.20096
 r0.50649
 b (slope, estimate of beta)67.10900
 a (intercept, estimate of alpha)7.99633
 Mean Square Error821.87600
 DF error170.00000
 t(b)7.65878
 p(b)0.75324
 t(a)0.19721
 p(a)0.50756
 Lowerbound of 95% confidence interval for beta84.40600
 Upperbound of 95% confidence interval for beta49.81200
 Lowerbound of 95% confidence interval for alpha88.03810
 Upperbound of 95% confidence interval for alpha72.04550
 Treynor index (mean / b)0.18787
 Jensen alpha (a)7.99633
 Risk estimates for a oneperiod unit investment (parametric)
 assuming log normal returns and losses (using central moments from Sharpe statistics)
 VaR(95%)0.94904
 Expected Shortfall on VaR0.97149
 assuming Pareto losses only (using partial moments from Sortino statistics)
 VaR(95%)0.39528
 Expected Shortfall on VaR0.78224
 ORDER STATISTICS
 Quartiles of return rates
 Number of observations172.00000
 Minimum0.00389
 Quartile 10.91105
 Median1.00000
 Quartile 31.00000
 Maximum677.00000
 Mean of quarter 10.47572
 Mean of quarter 20.99262
 Mean of quarter 31.00000
 Mean of quarter 446.98700
 Inter Quartile Range0.08895
 Number outliers low32.00000
 Percentage of outliers low0.18605
 Mean of outliers low0.34630
 Number of outliers high32.00000
 Percentage of outliers high0.18605
 Mean of outliers high62.78300
 Risk estimates for a oneperiod unit investment (based on Ex
 Extreme Value Index (moments method)0.09461
 VaR(95%) (moments method)0.33825
 Expected Shortfall (moments method)0.51906
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 DRAW DOWN STATISTICS
 Quartiles of draw downs
 Number of observations3.00000
 Minimum0.55537
 Quartile 10.77677
 Median0.99816
 Quartile 30.99870
 Maximum0.99923
 Mean of quarter 10.55537
 Mean of quarter 20.99816
 Mean of quarter 30.00000
 Mean of quarter 40.99923
 Inter Quartile Range0.22193
 Number outliers low0.00000
 Percentage of outliers low0.00000
 Mean of outliers low0.00000
 Number of outliers high0.00000
 Percentage of outliers high0.00000
 Mean of outliers high0.00000
 Risk estimates based on draw downs (based on Extreme Value T
 Extreme Value Index (moments method)0.00000
 VaR(95%) (moments method)0.00000
 Expected Shortfall (moments method)0.00000
 Extreme Value Index (regression method)0.00000
 VaR(95%) (regression method)0.00000
 Expected Shortfall (regression method)0.00000
 COMBINED STATISTICS
 Annualized return (arithmetic extrapolation)1.99632
 Compounded annual return (geometric extrapolation)1.00000
 Calmar ratio (compounded annual return / max draw down)1.00076
 Compounded annual return / average of 25% largest draw downs1.00076
 Compounded annual return / Expected Shortfall lognormal1.02934
Strategy Description
Simple SPY is a long/short stock trading system utilizing the S&P 500 exchangetraded fund. An algorithm generates signals.Margin is used. Daytrades will be rare. Pattern daytrading will not occur.
Open positions will not be increased. Open positions will only be partially reduced when required to meet margin calls. Stop orders will used to protect against extreme market moves.
Trading signals may be issued at any time. Only marketable limit orders will be entered.
Subscriptions not available
No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.
Statistics
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Most values on this page (including the Strategy Equity Chart, above) have been adjusted by estimated trading commissions and subscription costs.
Some advanced users find it useful to see "raw" Model Account values. These numbers do not include any commissions, fees, subscription costs, or dividend actions.
About the results you see on this Web site
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have underor overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Material assumptions and methods used when calculating results
The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.
 Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
 Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been rescaled downward to make current goforward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
 All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any pertrade AutoTrade fees, plus estimated broker commissions if any.
 "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.
Trading is risky
There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.