COMPASS 1 SP500 FUTURES
- hypothetical · Cumul. Return
- 138.6%
- Max Drawdown
- 45.8%
- Trades
- 83
- Win Trades
- 75.9%
- Profit Factor
- 1.40
- Win Months
- 50.0%
About this strategy
All Trades Long Trades Short Trades
Total Net Profit $4,182,650.00 $3,838,960.00 $343,690.00
Gross Profit $6,287,000.00 $5,588,440.00 $698,560.00
Gross Loss ($2,104,350.00) ($1,749,480.00) ($354,870.00)
Profit Factor 2.99 3.19 1.97
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L ($47,895.00) ($47,895.00) $0.00
Select Total Net Profit $4,629,795.00 $4,286,105.00 $343,690.00
Select Gross Profit $6,287,000.00 $5,588,440.00 $698,560.00
Select Gross Loss ($1,657,205.00) ($1,302,335.00) ($354,870.00)
Select Profit Factor 3.79 4.29 1.97
Adjusted Total Net Profit $3,743,157.83 $3,396,680.34 $231,312.88
Adjusted Gross Profit $5,981,676.29 $5,280,339.33 $626,889.26
Adjusted Gross Loss ($2,238,518.46) ($1,883,658.99) ($395,576.38)
Adjusted Profit Factor 2.67 2.8 1.58
Total Number of Trades 692 521 171
Percent Profitable 61.27% 63.15% 55.56%
Winning Trades 424 329 95
Losing Trades 246 170 76
Even Trades 22 22 0
Avg. Trade Net Profit $6,044.29 $7,368.45 $2,009.88
Avg. Winning Trade $14,827.83 $16,986.14 $7,353.26
Avg. Losing Trade ($8,554.27) ($10,291.06) ($4,669.34)
Ratio Avg. Win:Avg. Loss 1.73 1.65 1.57
Largest Winning Trade $35,230.00 $35,230.00 $35,000.00
Largest Losing Trade ($43,540.00) ($43,540.00) ($16,850.00)
Largest Winner as % of Gross Profit 0.56% 0.63% 5.01%
Largest Loser as % of Gross Loss 2.07% 2.49% 4.75%
Net Profit as % of Largest Loss 9606.45% 8817.09% 2039.70%
Select Net Profit as % of Largest Loss 10633.43% 9844.06% 2039.70%
Adjusted Net Profit as % of Largest Loss 8597.06% 7801.29% 1372.78%
Max. Consecutive Winning Trades 89 70 32
Max. Consecutive Losing Trades 62 62 18
Avg. Bars in Total Trades 43.41 52.38 16.06
Avg. Bars in Winning Trades 50.13 59.85 16.46
Avg. Bars in Losing Trades 35.61 44.58 15.55
Avg. Bars in Even Trades 1 1 0
Max. Shares/Contracts Held 69 69 17
Total Shares/Contracts Held 700 529 171
Account Size Required $877,615.00 $854,905.00 $159,235.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00
Return on Initial Capital 4182.65%
Annual Rate of Return 67.30%
Buy & Hold Return 112.43%
Return on Account 476.59%
Avg. Monthly Return $86,703.38
Std. Deviation of Monthly Return $309,201.08
Return Retracement Ratio 0.82
RINA Index 490.43
Sharpe Ratio 0.17
K-Ratio n/a
Trading Period 5 Yrs, 6 Mths, 29 Dys
Percent of Time in the Market 88.24%
Time in the Market 4 Yrs, 11 Mths, 3 Dys, 7 Hrs
Longest Flat Period 36 Dys, 11 Hrs
Max. Equity Run-up $4,462,450.00
Date of Max. Equity Run-up 10/10/2025 17:00
Max. Equity Run-up as % of Initial Capital 4462.45%
Max. Drawdown (Intra-day Peak to Valley)
Value ($1,747,660.00) ($1,724,950.00) ($345,580.00)
Date 3/13/2023 17:00
as % of Initial Capital 1747.66% 1724.95% 345.58%
Net Profit as % of Drawdown 239.33% 222.55% 99.45%
Select Net Profit as % of Drawdown 264.91% 248.48% 99.45%
Adjusted Net Profit as % of Drawdown 214.18% 196.91% 66.93%
Max. Drawdown (Trade Close to Trade Close)
Value ($877,615.00) ($854,905.00) ($159,235.00)
Date 11/22/2022 17:00
as % of Initial Capital 877.62% 854.90% 159.24%
Net Profit as % of Drawdown 476.59% 449.05% 215.84%
Select Net Profit as % of Drawdown 527.54% 501.35% 215.84%
Adjusted Net Profit as % of Drawdown 426.51% 397.32% 145.27%
Max. Trade Drawdown ($60,415.00) ($60,415.00) ($28,590.00)
All Trades
Total Net Profit $4,182,650.00 Profit Factor 2.99
Gross Profit $6,287,000.00 Gross Loss ($2,104,350.00)
Roll Over Credit $0.00
Open Position Profit/Loss ($47,895.00)
Select Total Net Profit $4,629,795.00 Select Profit Factor 3.79
Select Gross Profit $6,287,000.00 Select Gross Loss ($1,657,205.00)
Adjusted Total Net Profit $3,743,157.83 Adjusted Profit Factor 2.67
Adjusted Gross Profit $5,981,676.29 Adjusted Gross Loss ($2,238,518.46)
Total Number of Trades 692 Percent Profitable 61.27%
Winning Trades 424 Losing Trades 246
Even Trades 22
Avg. Trade Net Profit $6,044.29 Ratio Avg. Win:Avg. Loss 1.73
Avg. Winning Trade $14,827.83 Avg. Losing Trade ($8,554.27)
Largest Winning Trade $35,230.00 Largest Losing Trade ($43,540.00)
Largest Winner as % of Gross Profit 0.56% Largest Loser as % of Gross Loss 2.07%
Net Profit as % of Largest Loss 9606.45%
Slct. Net Profit as % of Largest Loss 10633.43% Adj. Net Profit as % of Largest Loss 8597.06%
Max. Consecutive Winning Trades 89 Max. Consecutive Losing Trades 62
Avg. Bars in Winning Trades 50.13 Avg. Bars in Losing Trades 35.61
Avg. Bars in Total Trades 43.41
Max. Shares/Contracts Held 69 Account Size Required $877,615.00
Total Commission $0.00 Total Slippage $0.00
Return on Initial Capital 4182.65% Annual Rate of Return 67.30%
Buy and Hold Return 112.43% Return on Account 476.59%
Avg. Monthly Return $86,703.38 Std. Deviation of Monthly Return $309,201.08
Return Retracement Ratio 0.82 RINA Index 490.43
Sharpe Ratio 0.17 K-Ratio n/a
Trading Period 5 Yrs, 6 Mths, 29 Dys Percent of Time in the Market 88.24%
Time in the Market 4 Yrs, 11 Mths, 3 Dys, 7 Hrs Longest Flat Period 36 Dys, 11 Hrs
Max. Equity Run-up $4,462,450.00
Date of Max. E. Run-up 10/10/2025 17:00 Max. E. Run-up as % of Initial Capital 4462.45%
Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)
Value ($1,747,660.00) Value ($877,615.00)
Date 3/13/2023 17:00 Date 11/22/2022 17:00
as % of Initial Capital 1747.66% as % of Initial Capital 877.62%
Net Profit as % of Drawdown 239.33% Net Profit as % of Drawdown 476.59%
Slct. Net Profit as % of Drawdown 264.91% Slct. Net Profit as % of Drawdown 527.54%
Adj. Net Prof as % of Drawdown 214.18% Adj. Net Profit as % of Drawdown 426.51%
Max. Trade Drawdown ($60,415.00)
Long Trades
Total Net Profit $3,838,960.00 Profit Factor 3.19
Gross Profit $5,588,440.00 Gross Loss ($1,749,480.00)
Roll Over Credit $0.00
Open Position Profit/Loss ($47,895.00)
Select Total Net Profit $4,286,105.00 Select Profit Factor 4.29
Select Gross Profit $5,588,440.00 Select Gross Loss ($1,302,335.00)
Adjusted Total Net Profit $3,396,680.34 Adjusted Profit Factor 2.8
Adjusted Gross Profit $5,280,339.33 Adjusted Gross Loss ($1,883,658.99)
Total Number of Trades 521 Percent Profitable 63.15%
Winning Trades 329 Losing Trades 170
Even Trades 22
Avg. Trade Net Profit $7,368.45 Ratio Avg. Win:Avg. Loss 1.65
Avg. Winning Trade $16,986.14 Avg. Losing Trade ($10,291.06)
Largest Winning Trade $35,230.00 Largest Losing Trade ($43,540.00)
Largest Winner as % of Gross Profit 0.63% Largest Loser as % of Gross Loss 2.49%
Max. Consecutive Winning Trades 70 Max. Consecutive Losing Trades 62
Avg. Bars in Winning Trades 59.85 Avg. Bars in Losing Trades 44.58
Avg. Bars in Total Trades 52.38
Max. Shares/Contracts Held 69 Account Size Required $854,905.00
Total Commission $0.00 Total Slippage $0.00
Net Profit as % of Largest Loss 8817.09%
Slct. Net Profit as % of Largest Loss 9844.06% Adj. Net Profit as % of Largest Loss 7801.29%
Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)
Value ($1,724,950.00) Value ($854,905.00)
as % of Initial Capital 1724.95% as % of Initial Capital 854.90%
Net Profit as % of Drawdown 222.55% Net Profit as % of Drawdown 449.05%
Slct. Net Profit as % of Drawdown 248.48% Slct. Net Profit as % of Drawdown 501.35%
Adj. Net Prof as % of Drawdown 196.91% Adj. Net Profit as % of Drawdown 501.35%
Max. Trade Drawdown ($60,415.00)
Short Trades
Total Net Profit $343,690.00 Profit Factor 1.97
Gross Profit $698,560.00 Gross Loss ($354,870.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $343,690.00 Select Profit Factor 1.97
Select Gross Profit $698,560.00 Select Gross Loss ($354,870.00)
Adjusted Total Net Profit $231,312.88 Adjusted Profit Factor 1.58
Adjusted Gross Profit $626,889.26 Adjusted Gross Loss ($395,576.38)
Total Number of Trades 171 Percent Profitable 55.56%
Winning Trades 95 Losing Trades 76
Even Trades 0
Avg. Trade Net Proft $2,009.88 Ratio Avg. Win:Avg. Loss 1.57
Avg. Winning Trade $7,353.26 Avg. Losing Trade ($4,669.34)
Largest Winning Trade $35,000.00 Largest Losing Trade ($16,850.00)
Largest Winner as % of Gross Profit 5.01% Largest Loser as % of Gross Loss 2.49%
Max. Consecutive Winning Trades 32 Max. Consecutive Losing Trades 18
Avg. Bars in Winning Trades 16.46 Avg. Bars in Losing Trades 15.55
Avg. Bars in Total Trades 16.06
Max. Shares/Contracts Held 17 Account Size Required $159,235.00
Total Slippage $0.00 Total Commission $0.00
Net Profit as % of Largest Loss 2039.70%
Slct. Net Profit as % of Largest Loss 2039.70% Adj. Net Profit as % of Largest Loss 1372.78%
Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)
Value ($345,580.00) Value ($159,235.00)
as % of Initial Capital 345.58% as % of Initial Capital 159.24%
Net Profit as % of Drawdown 99.45% Net Profit as % of Drawdown 215.84%
Slct. Net Profit as % of Drawdown 99.45% Slct. Net Profit as % of Drawdown 215.84%
Adj. Net Prof as % of Drawdown 66.93% Adj. Net Prof as % of Drawdown 145.27%
Max. Trade Drawdown ($28,590.00)
Total Net Profit $4,182,650.00 $3,838,960.00 $343,690.00
Gross Profit $6,287,000.00 $5,588,440.00 $698,560.00
Gross Loss ($2,104,350.00) ($1,749,480.00) ($354,870.00)
Profit Factor 2.99 3.19 1.97
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L ($47,895.00) ($47,895.00) $0.00
Select Total Net Profit $4,629,795.00 $4,286,105.00 $343,690.00
Select Gross Profit $6,287,000.00 $5,588,440.00 $698,560.00
Select Gross Loss ($1,657,205.00) ($1,302,335.00) ($354,870.00)
Select Profit Factor 3.79 4.29 1.97
Adjusted Total Net Profit $3,743,157.83 $3,396,680.34 $231,312.88
Adjusted Gross Profit $5,981,676.29 $5,280,339.33 $626,889.26
Adjusted Gross Loss ($2,238,518.46) ($1,883,658.99) ($395,576.38)
Adjusted Profit Factor 2.67 2.8 1.58
Total Number of Trades 692 521 171
Percent Profitable 61.27% 63.15% 55.56%
Winning Trades 424 329 95
Losing Trades 246 170 76
Even Trades 22 22 0
Avg. Trade Net Profit $6,044.29 $7,368.45 $2,009.88
Avg. Winning Trade $14,827.83 $16,986.14 $7,353.26
Avg. Losing Trade ($8,554.27) ($10,291.06) ($4,669.34)
Ratio Avg. Win:Avg. Loss 1.73 1.65 1.57
Largest Winning Trade $35,230.00 $35,230.00 $35,000.00
Largest Losing Trade ($43,540.00) ($43,540.00) ($16,850.00)
Largest Winner as % of Gross Profit 0.56% 0.63% 5.01%
Largest Loser as % of Gross Loss 2.07% 2.49% 4.75%
Net Profit as % of Largest Loss 9606.45% 8817.09% 2039.70%
Select Net Profit as % of Largest Loss 10633.43% 9844.06% 2039.70%
Adjusted Net Profit as % of Largest Loss 8597.06% 7801.29% 1372.78%
Max. Consecutive Winning Trades 89 70 32
Max. Consecutive Losing Trades 62 62 18
Avg. Bars in Total Trades 43.41 52.38 16.06
Avg. Bars in Winning Trades 50.13 59.85 16.46
Avg. Bars in Losing Trades 35.61 44.58 15.55
Avg. Bars in Even Trades 1 1 0
Max. Shares/Contracts Held 69 69 17
Total Shares/Contracts Held 700 529 171
Account Size Required $877,615.00 $854,905.00 $159,235.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00
Return on Initial Capital 4182.65%
Annual Rate of Return 67.30%
Buy & Hold Return 112.43%
Return on Account 476.59%
Avg. Monthly Return $86,703.38
Std. Deviation of Monthly Return $309,201.08
Return Retracement Ratio 0.82
RINA Index 490.43
Sharpe Ratio 0.17
K-Ratio n/a
Trading Period 5 Yrs, 6 Mths, 29 Dys
Percent of Time in the Market 88.24%
Time in the Market 4 Yrs, 11 Mths, 3 Dys, 7 Hrs
Longest Flat Period 36 Dys, 11 Hrs
Max. Equity Run-up $4,462,450.00
Date of Max. Equity Run-up 10/10/2025 17:00
Max. Equity Run-up as % of Initial Capital 4462.45%
Max. Drawdown (Intra-day Peak to Valley)
Value ($1,747,660.00) ($1,724,950.00) ($345,580.00)
Date 3/13/2023 17:00
as % of Initial Capital 1747.66% 1724.95% 345.58%
Net Profit as % of Drawdown 239.33% 222.55% 99.45%
Select Net Profit as % of Drawdown 264.91% 248.48% 99.45%
Adjusted Net Profit as % of Drawdown 214.18% 196.91% 66.93%
Max. Drawdown (Trade Close to Trade Close)
Value ($877,615.00) ($854,905.00) ($159,235.00)
Date 11/22/2022 17:00
as % of Initial Capital 877.62% 854.90% 159.24%
Net Profit as % of Drawdown 476.59% 449.05% 215.84%
Select Net Profit as % of Drawdown 527.54% 501.35% 215.84%
Adjusted Net Profit as % of Drawdown 426.51% 397.32% 145.27%
Max. Trade Drawdown ($60,415.00) ($60,415.00) ($28,590.00)
All Trades
Total Net Profit $4,182,650.00 Profit Factor 2.99
Gross Profit $6,287,000.00 Gross Loss ($2,104,350.00)
Roll Over Credit $0.00
Open Position Profit/Loss ($47,895.00)
Select Total Net Profit $4,629,795.00 Select Profit Factor 3.79
Select Gross Profit $6,287,000.00 Select Gross Loss ($1,657,205.00)
Adjusted Total Net Profit $3,743,157.83 Adjusted Profit Factor 2.67
Adjusted Gross Profit $5,981,676.29 Adjusted Gross Loss ($2,238,518.46)
Total Number of Trades 692 Percent Profitable 61.27%
Winning Trades 424 Losing Trades 246
Even Trades 22
Avg. Trade Net Profit $6,044.29 Ratio Avg. Win:Avg. Loss 1.73
Avg. Winning Trade $14,827.83 Avg. Losing Trade ($8,554.27)
Largest Winning Trade $35,230.00 Largest Losing Trade ($43,540.00)
Largest Winner as % of Gross Profit 0.56% Largest Loser as % of Gross Loss 2.07%
Net Profit as % of Largest Loss 9606.45%
Slct. Net Profit as % of Largest Loss 10633.43% Adj. Net Profit as % of Largest Loss 8597.06%
Max. Consecutive Winning Trades 89 Max. Consecutive Losing Trades 62
Avg. Bars in Winning Trades 50.13 Avg. Bars in Losing Trades 35.61
Avg. Bars in Total Trades 43.41
Max. Shares/Contracts Held 69 Account Size Required $877,615.00
Total Commission $0.00 Total Slippage $0.00
Return on Initial Capital 4182.65% Annual Rate of Return 67.30%
Buy and Hold Return 112.43% Return on Account 476.59%
Avg. Monthly Return $86,703.38 Std. Deviation of Monthly Return $309,201.08
Return Retracement Ratio 0.82 RINA Index 490.43
Sharpe Ratio 0.17 K-Ratio n/a
Trading Period 5 Yrs, 6 Mths, 29 Dys Percent of Time in the Market 88.24%
Time in the Market 4 Yrs, 11 Mths, 3 Dys, 7 Hrs Longest Flat Period 36 Dys, 11 Hrs
Max. Equity Run-up $4,462,450.00
Date of Max. E. Run-up 10/10/2025 17:00 Max. E. Run-up as % of Initial Capital 4462.45%
Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)
Value ($1,747,660.00) Value ($877,615.00)
Date 3/13/2023 17:00 Date 11/22/2022 17:00
as % of Initial Capital 1747.66% as % of Initial Capital 877.62%
Net Profit as % of Drawdown 239.33% Net Profit as % of Drawdown 476.59%
Slct. Net Profit as % of Drawdown 264.91% Slct. Net Profit as % of Drawdown 527.54%
Adj. Net Prof as % of Drawdown 214.18% Adj. Net Profit as % of Drawdown 426.51%
Max. Trade Drawdown ($60,415.00)
Long Trades
Total Net Profit $3,838,960.00 Profit Factor 3.19
Gross Profit $5,588,440.00 Gross Loss ($1,749,480.00)
Roll Over Credit $0.00
Open Position Profit/Loss ($47,895.00)
Select Total Net Profit $4,286,105.00 Select Profit Factor 4.29
Select Gross Profit $5,588,440.00 Select Gross Loss ($1,302,335.00)
Adjusted Total Net Profit $3,396,680.34 Adjusted Profit Factor 2.8
Adjusted Gross Profit $5,280,339.33 Adjusted Gross Loss ($1,883,658.99)
Total Number of Trades 521 Percent Profitable 63.15%
Winning Trades 329 Losing Trades 170
Even Trades 22
Avg. Trade Net Profit $7,368.45 Ratio Avg. Win:Avg. Loss 1.65
Avg. Winning Trade $16,986.14 Avg. Losing Trade ($10,291.06)
Largest Winning Trade $35,230.00 Largest Losing Trade ($43,540.00)
Largest Winner as % of Gross Profit 0.63% Largest Loser as % of Gross Loss 2.49%
Max. Consecutive Winning Trades 70 Max. Consecutive Losing Trades 62
Avg. Bars in Winning Trades 59.85 Avg. Bars in Losing Trades 44.58
Avg. Bars in Total Trades 52.38
Max. Shares/Contracts Held 69 Account Size Required $854,905.00
Total Commission $0.00 Total Slippage $0.00
Net Profit as % of Largest Loss 8817.09%
Slct. Net Profit as % of Largest Loss 9844.06% Adj. Net Profit as % of Largest Loss 7801.29%
Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)
Value ($1,724,950.00) Value ($854,905.00)
as % of Initial Capital 1724.95% as % of Initial Capital 854.90%
Net Profit as % of Drawdown 222.55% Net Profit as % of Drawdown 449.05%
Slct. Net Profit as % of Drawdown 248.48% Slct. Net Profit as % of Drawdown 501.35%
Adj. Net Prof as % of Drawdown 196.91% Adj. Net Profit as % of Drawdown 501.35%
Max. Trade Drawdown ($60,415.00)
Short Trades
Total Net Profit $343,690.00 Profit Factor 1.97
Gross Profit $698,560.00 Gross Loss ($354,870.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $343,690.00 Select Profit Factor 1.97
Select Gross Profit $698,560.00 Select Gross Loss ($354,870.00)
Adjusted Total Net Profit $231,312.88 Adjusted Profit Factor 1.58
Adjusted Gross Profit $626,889.26 Adjusted Gross Loss ($395,576.38)
Total Number of Trades 171 Percent Profitable 55.56%
Winning Trades 95 Losing Trades 76
Even Trades 0
Avg. Trade Net Proft $2,009.88 Ratio Avg. Win:Avg. Loss 1.57
Avg. Winning Trade $7,353.26 Avg. Losing Trade ($4,669.34)
Largest Winning Trade $35,000.00 Largest Losing Trade ($16,850.00)
Largest Winner as % of Gross Profit 5.01% Largest Loser as % of Gross Loss 2.49%
Max. Consecutive Winning Trades 32 Max. Consecutive Losing Trades 18
Avg. Bars in Winning Trades 16.46 Avg. Bars in Losing Trades 15.55
Avg. Bars in Total Trades 16.06
Max. Shares/Contracts Held 17 Account Size Required $159,235.00
Total Slippage $0.00 Total Commission $0.00
Net Profit as % of Largest Loss 2039.70%
Slct. Net Profit as % of Largest Loss 2039.70% Adj. Net Profit as % of Largest Loss 1372.78%
Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)
Value ($345,580.00) Value ($159,235.00)
as % of Initial Capital 345.58% as % of Initial Capital 159.24%
Net Profit as % of Drawdown 99.45% Net Profit as % of Drawdown 215.84%
Slct. Net Profit as % of Drawdown 99.45% Slct. Net Profit as % of Drawdown 215.84%
Adj. Net Prof as % of Drawdown 66.93% Adj. Net Prof as % of Drawdown 145.27%
Max. Trade Drawdown ($28,590.00)
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 38.9 | 93.0 | 37.4 | -23.5 | -4.5 | 46.6 | -4.1 | -36.2 | 141.1 |
Statistics
Overview
| Strategy began | 3/26/2026 |
|---|---|
| Suggested Minimum Capital | $60,000 |
| Age | 7 months |
| C2 Rank | 947 |
| Rank at C2 % | Top 5.3% |
| Rank # | #263 |
| What it trades | Futures |
| # Trades | 83 |
| # Profitable | 63 |
| % Profitable | 75.9% |
| Avg trade duration | 2.2 days |
| Max peak-to-valley drawdown | 45.8% |
| drawdown period | Oct 06, 2026 - Oct 22, 2026 |
| Cumul. Return | 138.6% |
| Avg win | $2,450 |
| Avg loss | $5,706 |
Ratios
| W:L ratio | 1.35 |
|---|---|
| Sharpe Ratio | 1.80 |
| Sortino Ratio | 2.75 |
| Calmar Ratio | 10.90 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.59 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 17.7% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | 120.9% |
Return Statistics
| Ann Return (w trading costs) | 338.6% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 1.4% |
| Return Pcnt Since TOS Status | 0.0% |
| Ann Return (Compnd, No Fees) | 420.6% |
Slump
| Current Slump as Pcnt Equity | 79.9% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.1% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 1.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 0.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 66.0% |
|---|---|
| Chance of 20% account loss | 46.0% |
| Chance of 30% account loss | 34.0% |
| Chance of 40% account loss | 10.5% |
| Chance of 50% account loss | 5.5% |
| Chance of 60% account loss (Monte Carlo) | 1.0% |
| 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 | 0.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 856 |
| C2 Score | 947 |
| Popularity (7 days, Percentile 1000 scale) | 770 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 0 |
|---|---|
| TOS percent | 0.0% |
Win / Loss
| Avg Loss | $5,706 |
|---|---|
| Avg Win | $2,450 |
| # Winners | 63 |
| Sum Trade PL (losers) | $114,122 |
| Sum Trade PL (winners) | $154,356 |
| Num Months Winners | 4 |
| # Losers | 20 |
| % Winners | 75.9% |
Dividends
| Dividends Received in Model Acct | 0 |
|---|
Age
| Num Months filled monthly returns table | 8 |
|---|
Frequency
| Avg Position Time (mins) | 3158.92 |
|---|---|
| Avg Position Time (hrs) | 52.65 |
| Avg Trade Length | 2.20 |
| Last Trade Ago | 17 |
Leverage
| Daily leverage (average) | 9.02 |
|---|---|
| Daily leverage (max) | 17.93 |
Regression
| Alpha | 0.23 |
|---|---|
| Beta | 4.16 |
| Treynor Index | 0.13 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0.05 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0.29 |
| MAE:Equity, average, losing trades | 0.10 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0.04 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 8.40 |
| MAE:PL (avg, all trades) | 0.37 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL - Losing Trades - this strat Percentile of All Strats | 26.37 |
| MAE:PL - Winning Trades - this strat Percentile of All Strats | 26.29 |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.85 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.19 |
| Hold-and-Hope Ratio | 0.13 |
RATIO STATISTICS
| Mean | 4.49 |
|---|---|
| SD | 2.34 |
| Sharpe ratio (Glass type estimate) | 1.91 |
| Sharpe ratio (Hedges UMVUE) | 1.61 |
| df | 5 |
| t | 1.35 |
| p | 0.12 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.17 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.84 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.34 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.55 |
| Sortino ratio | 12.08 |
| Upside Potential Ratio | 14.08 |
| Upside part of mean | 5.23 |
| Downside part of mean | -0.74 |
| Upside SD | 2.47 |
| Downside SD | 0.37 |
| N nonnegative terms | 3 |
| N negative terms | 3 |
| N of observations | 6 |
| Mean of predictor | 0.33 |
| Mean of criterion | 4.49 |
| SD of predictor | 0.16 |
| SD of criterion | 2.34 |
| Covariance | 0.36 |
| r | 0.98 |
| b (slope, estimate of beta) | 14.57 |
| a (intercept, estimate of alpha) | -0.30 |
| Mean Square Error | 0.23 |
| DF error | 4 |
| t(b) | 10.65 |
| p(b) | 0.00 |
| t(a) | -0.37 |
| p(a) | 0.63 |
| Lowerbound of 95% confidence interval for beta | 10.77 |
| Upperbound of 95% confidence interval for beta | 18.37 |
| Lowerbound of 95% confidence interval for alpha | -2.57 |
| Upperbound of 95% confidence interval for alpha | 1.97 |
| Treynor index (mean / b) | 0.31 |
| Jensen alpha (a) | -0.30 |
| Mean | 2.72 |
| SD | 1.57 |
| Sharpe ratio (Glass type estimate) | 1.73 |
| Sharpe ratio (Hedges UMVUE) | 1.46 |
| df | 5 |
| t | 1.23 |
| p | 0.14 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -1.30 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.62 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -1.46 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.37 |
| Sortino ratio | 6.50 |
| Upside Potential Ratio | 8.46 |
| Upside part of mean | 3.55 |
| Downside part of mean | -0.82 |
| Upside SD | 1.58 |
| Downside SD | 0.42 |
| N nonnegative terms | 3 |
| N negative terms | 3 |
| N of observations | 6 |
| Mean of predictor | 0.31 |
| Mean of criterion | 2.72 |
| SD of predictor | 0.15 |
| SD of criterion | 1.57 |
| Covariance | 0.23 |
| r | 0.98 |
| b (slope, estimate of beta) | 10.16 |
| a (intercept, estimate of alpha) | -0.46 |
| Mean Square Error | 0.12 |
| DF error | 4 |
| t(b) | 9.73 |
| p(b) | 0.00 |
| t(a) | -0.78 |
| p(a) | 0.76 |
| Lowerbound of 95% confidence interval for beta | 7.26 |
| Upperbound of 95% confidence interval for beta | 13.06 |
| Lowerbound of 95% confidence interval for alpha | -2.12 |
| Upperbound of 95% confidence interval for alpha | 1.20 |
| Treynor index (mean / b) | 0.27 |
| Jensen alpha (a) | -0.46 |
| VaR(95%) | 0.40 |
| Expected Shortfall on VaR | 0.50 |
| VaR(95%) | 0.14 |
| Expected Shortfall on VaR | 0.25 |
| Mean | 2.04 |
| SD | 0.85 |
| Sharpe ratio (Glass type estimate) | 2.40 |
| Sharpe ratio (Hedges UMVUE) | 2.39 |
| df | 149 |
| t | 1.81 |
| p | 0.41 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.21 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 5.00 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.22 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.99 |
| Sortino ratio | 3.85 |
| Upside Potential Ratio | 11.55 |
| Upside part of mean | 6.13 |
| Downside part of mean | -4.09 |
| Upside SD | 0.67 |
| Downside SD | 0.53 |
| N nonnegative terms | 83 |
| N negative terms | 67 |
| N of observations | 150 |
| Mean of predictor | 0.27 |
| Mean of criterion | 2.04 |
| SD of predictor | 0.13 |
| SD of criterion | 0.85 |
| Covariance | 0.07 |
| r | 0.62 |
| b (slope, estimate of beta) | 4.08 |
| a (intercept, estimate of alpha) | 0.96 |
| Mean Square Error | 0.45 |
| DF error | 148 |
| t(b) | 9.58 |
| p(b) | 0.19 |
| t(a) | 1.07 |
| p(a) | 0.46 |
| Lowerbound of 95% confidence interval for beta | 3.24 |
| Upperbound of 95% confidence interval for beta | 4.92 |
| Lowerbound of 95% confidence interval for alpha | -0.81 |
| Upperbound of 95% confidence interval for alpha | 2.73 |
| Treynor index (mean / b) | 0.50 |
| Jensen alpha (a) | 0.96 |
| Mean | 1.68 |
| SD | 0.85 |
| Sharpe ratio (Glass type estimate) | 1.98 |
| Sharpe ratio (Hedges UMVUE) | 1.97 |
| df | 149 |
| t | 1.50 |
| p | 0.42 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -0.63 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.57 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -0.63 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.57 |
| Sortino ratio | 3.00 |
| Upside Potential Ratio | 10.59 |
| Upside part of mean | 5.91 |
| Downside part of mean | -4.24 |
| Upside SD | 0.64 |
| Downside SD | 0.56 |
| N nonnegative terms | 83 |
| N negative terms | 67 |
| N of observations | 150 |
| Mean of predictor | 0.26 |
| Mean of criterion | 1.68 |
| SD of predictor | 0.13 |
| SD of criterion | 0.85 |
| Covariance | 0.07 |
| r | 0.62 |
| b (slope, estimate of beta) | 4.05 |
| a (intercept, estimate of alpha) | 0.64 |
| Mean Square Error | 0.45 |
| DF error | 148 |
| t(b) | 9.50 |
| p(b) | 0.19 |
| t(a) | 0.71 |
| p(a) | 0.47 |
| Lowerbound of 95% confidence interval for beta | 3.20 |
| Upperbound of 95% confidence interval for beta | 4.89 |
| Lowerbound of 95% confidence interval for alpha | -1.13 |
| Upperbound of 95% confidence interval for alpha | 2.40 |
| Treynor index (mean / b) | 0.41 |
| Jensen alpha (a) | 0.64 |
| VaR(95%) | 0.08 |
| Expected Shortfall on VaR | 0.10 |
| VaR(95%) | 0.03 |
| Expected Shortfall on VaR | 0.07 |
| Mean | 0.48 |
| SD | 0.81 |
| Sharpe ratio (Glass type estimate) | 0.60 |
| Sharpe ratio (Hedges UMVUE) | 0.59 |
| df | 130 |
| t | 0.42 |
| p | 0.48 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.18 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.37 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.18 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.37 |
| Sortino ratio | 0.86 |
| Upside Potential Ratio | 8.90 |
| Upside part of mean | 5.00 |
| Downside part of mean | -4.51 |
| Upside SD | 0.57 |
| Downside SD | 0.56 |
| N nonnegative terms | 66 |
| N negative terms | 65 |
| N of observations | 131 |
| Mean of predictor | 0.11 |
| Mean of criterion | 0.48 |
| SD of predictor | 0.12 |
| SD of criterion | 0.81 |
| Covariance | 0.06 |
| r | 0.66 |
| b (slope, estimate of beta) | 4.41 |
| a (intercept, estimate of alpha) | -0.01 |
| Mean Square Error | 0.37 |
| DF error | 129 |
| t(b) | 9.91 |
| p(b) | 0.11 |
| t(a) | -0.01 |
| p(a) | 0.50 |
| Lowerbound of 95% confidence interval for beta | 3.53 |
| Upperbound of 95% confidence interval for beta | 5.29 |
| Lowerbound of 95% confidence interval for alpha | -1.72 |
| Upperbound of 95% confidence interval for alpha | 1.70 |
| Treynor index (mean / b) | 0.11 |
| Jensen alpha (a) | -0.01 |
| Mean | 0.16 |
| SD | 0.81 |
| Sharpe ratio (Glass type estimate) | 0.19 |
| Sharpe ratio (Hedges UMVUE) | 0.19 |
| df | 130 |
| t | 0.14 |
| p | 0.49 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.58 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 2.97 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.58 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 2.96 |
| Sortino ratio | 0.27 |
| Upside Potential Ratio | 8.18 |
| Upside part of mean | 4.84 |
| Downside part of mean | -4.68 |
| Upside SD | 0.55 |
| Downside SD | 0.59 |
| N nonnegative terms | 66 |
| N negative terms | 65 |
| N of observations | 131 |
| Mean of predictor | 0.10 |
| Mean of criterion | 0.16 |
| SD of predictor | 0.12 |
| SD of criterion | 0.81 |
| Covariance | 0.06 |
| r | 0.66 |
| b (slope, estimate of beta) | 4.43 |
| a (intercept, estimate of alpha) | -0.30 |
| Mean Square Error | 0.38 |
| DF error | 129 |
| t(b) | 9.85 |
| p(b) | 0.12 |
| t(a) | -0.35 |
| p(a) | 0.52 |
| Lowerbound of 95% confidence interval for beta | 3.54 |
| VAR (95 Confidence Intrvl) | 0.08 |
| Upperbound of 95% confidence interval for beta | 5.31 |
| Lowerbound of 95% confidence interval for alpha | -2.03 |
| Upperbound of 95% confidence interval for alpha | 1.42 |
| Treynor index (mean / b) | 0.04 |
| Jensen alpha (a) | -0.30 |
| VaR(95%) | 0.08 |
| Expected Shortfall on VaR | 0.10 |
| VaR(95%) | 0.04 |
| Expected Shortfall on VaR | 0.08 |
ORDER STATISTICS
| Number of observations | 6 |
|---|---|
| Minimum | 0.76 |
| Quartile 1 | 0.92 |
| Median | 1.19 |
| Quartile 3 | 1.58 |
| Maximum | 2.58 |
| Mean of quarter 1 | 0.83 |
| Mean of quarter 2 | 0.97 |
| Mean of quarter 3 | 1.41 |
| Mean of quarter 4 | 2.11 |
| Inter Quartile Range | 0.65 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 1 |
| Percentage of outliers high | 0.17 |
| Mean of outliers high | 2.58 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 150 |
| Minimum | 0.85 |
| Quartile 1 | 0.98 |
| Median | 1.01 |
| Quartile 3 | 1.03 |
| Maximum | 1.17 |
| Mean of quarter 1 | 0.95 |
| Mean of quarter 2 | 0.99 |
| Mean of quarter 3 | 1.02 |
| Mean of quarter 4 | 1.07 |
| Inter Quartile Range | 0.05 |
| Number outliers low | 3 |
| Percentage of outliers low | 0.02 |
| Mean of outliers low | 0.86 |
| Number of outliers high | 6 |
| Percentage of outliers high | 0.04 |
| Mean of outliers high | 1.14 |
| Extreme Value Index (moments method) | 0.06 |
| VaR(95%) (moments method) | 0.05 |
| Expected Shortfall (moments method) | 0.07 |
| Extreme Value Index (regression method) | -0.09 |
| VaR(95%) (regression method) | 0.05 |
| Expected Shortfall (regression method) | 0.07 |
| Number of observations | 131 |
| Minimum | 0.85 |
| Quartile 1 | 0.97 |
| Median | 1.00 |
| Quartile 3 | 1.03 |
| Maximum | 1.14 |
| Mean of quarter 1 | 0.94 |
| Mean of quarter 2 | 0.99 |
| Mean of quarter 3 | 1.01 |
| Mean of quarter 4 | 1.06 |
| Inter Quartile Range | 0.06 |
| Number outliers low | 3 |
| Percentage of outliers low | 0.02 |
| Mean of outliers low | 0.86 |
| Number of outliers high | 3 |
| Percentage of outliers high | 0.02 |
| Mean of outliers high | 1.13 |
| Extreme Value Index (moments method) | 0.32 |
| VaR(95%) (moments method) | 0.06 |
| Expected Shortfall (moments method) | 0.11 |
| Extreme Value Index (regression method) | 0.06 |
| VaR(95%) (regression method) | 0.05 |
| Expected Shortfall (regression method) | 0.07 |
DRAW DOWN STATISTICS
| Number of observations | 2 |
|---|---|
| Minimum | 0.09 |
| Quartile 1 | 0.13 |
| Median | 0.18 |
| Quartile 3 | 0.22 |
| Maximum | 0.27 |
| Mean of quarter 1 | 0.09 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0.27 |
| Inter Quartile Range | 0.09 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 14 |
| Minimum | 0.01 |
| Quartile 1 | 0.01 |
| Median | 0.04 |
| Quartile 3 | 0.05 |
| Maximum | 0.41 |
| Mean of quarter 1 | 0.01 |
| Mean of quarter 2 | 0.02 |
| Mean of quarter 3 | 0.04 |
| Mean of quarter 4 | 0.25 |
| Inter Quartile Range | 0.04 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 3 |
| Percentage of outliers high | 0.21 |
| Mean of outliers high | 0.31 |
| Extreme Value Index (moments method) | -4.95 |
| VaR(95%) (moments method) | 0.16 |
| Expected Shortfall (moments method) | 0.16 |
| Extreme Value Index (regression method) | -1.71 |
| VaR(95%) (regression method) | 0.45 |
| Expected Shortfall (regression method) | 0.47 |
| Number of observations | 12 |
| Minimum | 0.01 |
| Quartile 1 | 0.01 |
| Median | 0.03 |
| Quartile 3 | 0.08 |
| Maximum | 0.41 |
| Mean of quarter 1 | 0.01 |
| Mean of quarter 2 | 0.02 |
| Mean of quarter 3 | 0.04 |
| Mean of quarter 4 | 0.31 |
| Inter Quartile Range | 0.07 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 2 |
| Percentage of outliers high | 0.17 |
| Mean of outliers high | 0.39 |
| Extreme Value Index (moments method) | -86.86 |
| VaR(95%) (moments method) | 0.30 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | -2.95 |
| VaR(95%) (regression method) | 0.61 |
| Expected Shortfall (regression method) | 0.61 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -438426560 |
| Max Equity Drawdown (num days) | 16 |
| Last 4 Months - Pcnt Negative | 0.8% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 5.92 |
|---|---|
| Compounded annual return (geometric extrapolation) | 14.67 |
| Calmar ratio (compounded annual return / max draw down) | 55.21 |
| Compounded annual return / average of 25% largest draw downs | 55.21 |
| Compounded annual return / Expected Shortfall lognormal | 29.29 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 2.89 |
| Compounded annual return (geometric extrapolation) | 4.50 |
| Calmar ratio (compounded annual return / max draw down) | 10.90 |
| Compounded annual return / average of 25% largest draw downs | 18.35 |
| Compounded annual return / Expected Shortfall lognormal | 46.62 |
| j313dfCOMBRisPar | 0 |
| j314dfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0.19 |
| Compounded annual return (geometric extrapolation) | 0.20 |
| Calmar ratio (compounded annual return / max draw down) | 0.49 |
| Compounded annual return / average of 25% largest draw downs | 0.66 |
| Compounded annual return / Expected Shortfall lognormal | 2.08 |
Trading record
Placed 83 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| @MES Z6 | long | 20 | Oct 5, 2026 | Oct 6, 2026 | $6,976 |
| @MNQ Z6 | long | 10 | Oct 2, 2026 | Oct 2, 2026 | $2,141 |
| @MES Z6 | long | 20 | Sep 29, 2026 | Oct 2, 2026 | $5,701 |
| @ES U6 | long | 2 | Aug 14, 2026 | Sep 18, 2026 | ($12,066) |
| @ES U6 | long | 1 | Aug 5, 2026 | Aug 13, 2026 | $3,280 |
| @NQ U6 | long | 1 | Aug 11, 2026 | Aug 13, 2026 | $8,542 |
| @ES U6 | long | 3 | Jun 15, 2026 | Aug 4, 2026 | $9,301 |
| QQQ2618I720 | long | 10 | Jun 17, 2026 | Jun 22, 2026 | $13,176 |
| @ES U6 | long | 2 | Jun 12, 2026 | Jun 14, 2026 | $5,409 |
| @ES U6 | long | 2 | Jun 11, 2026 | Jun 11, 2026 | $5,584 |
| @NQ M6 | long | 1 | Jun 11, 2026 | Jun 11, 2026 | $3,707 |
| @ES U6 | long | 3 | Jun 8, 2026 | Jun 11, 2026 | ($17,912) |
| @ES M6 | long | 1 | Jun 2, 2026 | Jun 9, 2026 | ($16,146) |
| @ES M6 | long | 1 | May 29, 2026 | May 31, 2026 | $855 |
| @ES M6 | long | 1 | May 28, 2026 | May 28, 2026 | $1,217 |
| @ES M6 | long | 2 | May 28, 2026 | May 28, 2026 | $978 |
| @ES M6 | long | 2 | May 27, 2026 | May 27, 2026 | $1,240 |
| @ES M6 | long | 2 | May 26, 2026 | May 27, 2026 | $2,397 |
| @ES M6 | long | 2 | May 21, 2026 | May 24, 2026 | $3,465 |
| @ES M6 | long | 4 | May 21, 2026 | May 21, 2026 | $2,143 |
| @ES M6 | long | 3 | May 20, 2026 | May 21, 2026 | $2,214 |
| @NQ M6 | long | 1 | May 20, 2026 | May 20, 2026 | $1,568 |
| @ES M6 | long | 3 | May 19, 2026 | May 20, 2026 | $1,939 |
| @ES M6 | long | 1 | May 19, 2026 | May 19, 2026 | $1,355 |
| @ES M6 | long | 2 | May 19, 2026 | May 19, 2026 | $1,222 |
| @NQ M6 | long | 1 | May 19, 2026 | May 19, 2026 | $1,987 |
| @ES M6 | short | 1 | May 19, 2026 | May 19, 2026 | $505 |
| @NQ M6 | long | 1 | May 19, 2026 | May 19, 2026 | ($2,008) |
| @ES M6 | long | 1 | May 19, 2026 | May 19, 2026 | ($571) |
| @ES M6 | short | 1 | May 18, 2026 | May 18, 2026 | ($1,546) |
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.