closed strategy111
- hypothetical · Annual Return (Compounded)
- —
- Max Drawdown
- —
- Trades
- —
- Win Trades
- —
- Profit Factor
- —
- Win Months
- 0.0%
About this strategy
Trade Futures only, stock index, follow the middle term trend, step by step.
Trend-following
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.0 | 0.0 | 0.0 | 0.0 | |||||||||
| 2023 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | ||
| 2024 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2025 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2026 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Statistics
Overview
| Strategy began | 10/21/2022 |
|---|---|
| Suggested Minimum Capital | $100,082 |
| Age | 48 months |
| What it trades | — |
| # Trades | 0 |
| # Profitable | 0 |
| % Profitable | — |
| Avg trade duration | — |
| Max peak-to-valley drawdown | — |
| drawdown period | — |
| Annual return (compounded) | 0.0% |
| Avg win | — |
| Avg loss | — |
Ratios
| W:L ratio | — |
|---|---|
| Sharpe Ratio | — |
| Sortino Ratio | -15.87 |
| Calmar Ratio | — |
CORRELATION STATISTICS
| Correlation to SP500 | 0 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 108.2% |
Slump
| Current Slump as Pcnt Equity | 0.0% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.0% |
Return Statistics
| Return Pcnt Since TOS Status | 0.0% |
|---|---|
| Ann Return (Compnd, No Fees) | 0.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 0.0% |
|---|---|
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | — |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 417 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $0 |
|---|---|
| Avg Win | $0 |
| # Winners | 0 |
| Sum Trade PL (losers) | $0 |
| Sum Trade PL (winners) | $0 |
| Num Months Winners | 0 |
| # Losers | 0 |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 48 |
|---|
Regression
| Alpha | -0.01 |
|---|---|
| Beta | 0 |
| Treynor Index | — |
Maximum Adverse Excursion (MAE)
| Hold-and-Hope Ratio | 0 |
|---|
RATIO STATISTICS
| a (intercept, estimate of alpha) | — |
|---|---|
| VAR (95 Confidence Intrvl) | 0 |
DRAW DOWN STATISTICS
| Last 4 Months - Pcnt Negative | 0.0% |
|---|
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 under-or over-compensated 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.