Stealth Performance Report

Markets included

Out[9]:
Symbol Exchange Contracts
name
E-Mini Nasdaq 100 NQ GLOBEX 2
10 Year US T-Note ZN ECBOT 10
Japanese Yen 6J GLOBEX 6
British Pound 6B GLOBEX 8
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 10
Feeder Cattle GF GLOBEX 4
Lean Hogs HE GLOBEX 8
Copper HG NYMEX 2
Heating Oil HO NYMEX 2
Coffee KC NYBOT 4
Live Cattle LE GLOBEX 10
Platinum PL NYMEX 4
Sugar SB NYBOT 12
Silver SI NYMEX 2
Soybean Oil ZL ECBOT 8
Soybeans ZS 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$2,409,257
Average Yearly Profit in USD$127,979
Profit Factor 1.37
Total Commission in USD$110,620
Total Slippage in USD$88,682
Trade Stats
Total Number Of Trades 8462
Winning % 45.66
Largest Win Trade in USD$24,480
Largest Loss Trade in USD$-7,712
Average Trade in USD$285
Drawdown Stats
Max Drawdown in USD$-115,909
Max Drawdown Length 99 days
Max Drawdown Date25.06.2008
Longest Flat in Days 469 days
MAR Ratio 1.10



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$152,190
Average Yearly Profit in USD$8,084
Profit Factor 1.34
Total Commission in USD$9,360
Total Slippage in USD$4,675
Trade Stats
Total Number Of Trades 468
Winning % 45.73
Largest Win Trade in USD$23,168
Largest Loss Trade in USD$-5,882
Average Trade in USD$325
Drawdown Stats
Max Drawdown in USD$-35,355
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$47,775
Average Yearly Profit in USD$2,538
Profit Factor 1.13
Total Commission in USD$6,300
Total Slippage in USD$3,225
Trade Stats
Total Number Of Trades 420
Winning % 43.33
Largest Win Trade in USD$10,382
Largest Loss Trade in USD$-5,106
Average Trade in USD$114
Drawdown Stats
Max Drawdown in USD$-44,979
Max Drawdown Length 224 days
Max Drawdown Date19.01.2012
Longest Flat in Days 2437 days
MAR Ratio 0.06


Overview
Total Profit in USD$153,225
Average Yearly Profit in USD$8,139
Profit Factor 1.34
Total Commission in USD$11,900
Total Slippage in USD$9,525
Trade Stats
Total Number Of Trades 476
Winning % 44.54
Largest Win Trade in USD$14,850
Largest Loss Trade in USD$-4,500
Average Trade in USD$322
Drawdown Stats
Max Drawdown in USD$-73,725
Max Drawdown Length 808 days
Max Drawdown Date27.10.2022
Longest Flat in Days 1660 days
MAR Ratio 0.11


Overview
Total Profit in USD$54,380
Average Yearly Profit in USD$2,889
Profit Factor 1.22
Total Commission in USD$1,950
Total Slippage in USD$1,570
Trade Stats
Total Number Of Trades 390
Winning % 42.56
Largest Win Trade in USD$10,350
Largest Loss Trade in USD$-4,050
Average Trade in USD$139
Drawdown Stats
Max Drawdown in USD$-49,380
Max Drawdown Length 2582 days
Max Drawdown Date14.06.2023
Longest Flat in Days 2682 days
MAR Ratio 0.06


Overview
Total Profit in USD$77,865
Average Yearly Profit in USD$4,136
Profit Factor 1.39
Total Commission in USD$1,810
Total Slippage in USD$1,415
Trade Stats
Total Number Of Trades 362
Winning % 50.28
Largest Win Trade in USD$10,760
Largest Loss Trade in USD$-3,300
Average Trade in USD$215
Drawdown Stats
Max Drawdown in USD$-20,075
Max Drawdown Length 2107 days
Max Drawdown Date17.09.2020
Longest Flat in Days 2311 days
MAR Ratio 0.21


Overview
Total Profit in USD$42,750
Average Yearly Profit in USD$2,271
Profit Factor 1.16
Total Commission in USD$4,000
Total Slippage in USD$4,000
Trade Stats
Total Number Of Trades 400
Winning % 44.00
Largest Win Trade in USD$8,178
Largest Loss Trade in USD$-3,348
Average Trade in USD$107
Drawdown Stats
Max Drawdown in USD$-58,830
Max Drawdown Length 1974 days
Max Drawdown Date06.01.2023
Longest Flat in Days 2255 days
MAR Ratio 0.04


Overview
Total Profit in USD$176,040
Average Yearly Profit in USD$9,351
Profit Factor 1.51
Total Commission in USD$9,080
Total Slippage in USD$7,200
Trade Stats
Total Number Of Trades 454
Winning % 45.37
Largest Win Trade in USD$24,480
Largest Loss Trade in USD$-5,240
Average Trade in USD$388
Drawdown Stats
Max Drawdown in USD$-38,260
Max Drawdown Length 819 days
Max Drawdown Date24.05.2007
Longest Flat in Days 1986 days
MAR Ratio 0.24


Overview
Total Profit in USD$59,548
Average Yearly Profit in USD$3,163
Profit Factor 1.19
Total Commission in USD$2,740
Total Slippage in USD$2,738
Trade Stats
Total Number Of Trades 548
Winning % 44.71
Largest Win Trade in USD$9,539
Largest Loss Trade in USD$-3,136
Average Trade in USD$109
Drawdown Stats
Max Drawdown in USD$-26,739
Max Drawdown Length 600 days
Max Drawdown Date05.10.2009
Longest Flat in Days 1674 days
MAR Ratio 0.12


Overview
Total Profit in USD$84,363
Average Yearly Profit in USD$4,481
Profit Factor 1.24
Total Commission in USD$2,100
Total Slippage in USD$716
Trade Stats
Total Number Of Trades 420
Winning % 42.62
Largest Win Trade in USD$19,758
Largest Loss Trade in USD$-5,618
Average Trade in USD$201
Drawdown Stats
Max Drawdown in USD$-46,759
Max Drawdown Length 1905 days
Max Drawdown Date06.08.2021
Longest Flat in Days 2282 days
MAR Ratio 0.10


Overview
Total Profit in USD$255,618
Average Yearly Profit in USD$13,578
Profit Factor 1.67
Total Commission in USD$4,220
Total Slippage in USD$6,262
Trade Stats
Total Number Of Trades 422
Winning % 47.63
Largest Win Trade in USD$21,234
Largest Loss Trade in USD$-5,316
Average Trade in USD$606
Drawdown Stats
Max Drawdown in USD$-36,052
Max Drawdown Length 153 days
Max Drawdown Date11.10.2022
Longest Flat in Days 637 days
MAR Ratio 0.38


Overview
Total Profit in USD$92,075
Average Yearly Profit in USD$4,891
Profit Factor 1.22
Total Commission in USD$11,650
Total Slippage in USD$9,375
Trade Stats
Total Number Of Trades 466
Winning % 42.92
Largest Win Trade in USD$16,350
Largest Loss Trade in USD$-3,900
Average Trade in USD$198
Drawdown Stats
Max Drawdown in USD$-75,175
Max Drawdown Length 1475 days
Max Drawdown Date16.11.2021
Longest Flat in Days 2095 days
MAR Ratio 0.07


Overview
Total Profit in USD$76,100
Average Yearly Profit in USD$4,042
Profit Factor 1.28
Total Commission in USD$2,340
Total Slippage in USD$1,930
Trade Stats
Total Number Of Trades 468
Winning % 42.09
Largest Win Trade in USD$17,800
Largest Loss Trade in USD$-6,380
Average Trade in USD$163
Drawdown Stats
Max Drawdown in USD$-45,300
Max Drawdown Length 828 days
Max Drawdown Date23.11.2007
Longest Flat in Days 2749 days
MAR Ratio 0.09


Overview
Total Profit in USD$124,532
Average Yearly Profit in USD$6,615
Profit Factor 1.58
Total Commission in USD$2,240
Total Slippage in USD$888
Trade Stats
Total Number Of Trades 448
Winning % 49.11
Largest Win Trade in USD$18,128
Largest Loss Trade in USD$-7,712
Average Trade in USD$278
Drawdown Stats
Max Drawdown in USD$-40,570
Max Drawdown Length 294 days
Max Drawdown Date12.05.2023
Longest Flat in Days 1058 days
MAR Ratio 0.16


Overview
Total Profit in USD$124,270
Average Yearly Profit in USD$6,601
Profit Factor 1.41
Total Commission in USD$4,080
Total Slippage in USD$1,600
Trade Stats
Total Number Of Trades 408
Winning % 49.02
Largest Win Trade in USD$12,155
Largest Loss Trade in USD$-5,305
Average Trade in USD$305
Drawdown Stats
Max Drawdown in USD$-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$156,018
Average Yearly Profit in USD$8,288
Profit Factor 1.48
Total Commission in USD$2,150
Total Slippage in USD$722
Trade Stats
Total Number Of Trades 430
Winning % 46.51
Largest Win Trade in USD$13,311
Largest Loss Trade in USD$-6,492
Average Trade in USD$363
Drawdown Stats
Max Drawdown in USD$-26,455
Max Drawdown Length 402 days
Max Drawdown Date12.04.2012
Longest Flat in Days 1672 days
MAR Ratio 0.31


Overview
Total Profit in USD$275,873
Average Yearly Profit in USD$14,654
Profit Factor 1.94
Total Commission in USD$10,500
Total Slippage in USD$8,971
Trade Stats
Total Number Of Trades 350
Winning % 51.71
Largest Win Trade in USD$20,231
Largest Loss Trade in USD$-6,380
Average Trade in USD$788
Drawdown Stats
Max Drawdown in USD$-35,438
Max Drawdown Length 45 days
Max Drawdown Date27.11.2009
Longest Flat in Days 1209 days
MAR Ratio 0.41


Overview
Total Profit in USD$119,895
Average Yearly Profit in USD$6,369
Profit Factor 1.39
Total Commission in USD$1,980
Total Slippage in USD$3,925
Trade Stats
Total Number Of Trades 396
Winning % 45.20
Largest Win Trade in USD$14,908
Largest Loss Trade in USD$-5,542
Average Trade in USD$303
Drawdown Stats
Max Drawdown in USD$-32,820
Max Drawdown Length 507 days
Max Drawdown Date15.06.2023
Longest Flat in Days 1356 days
MAR Ratio 0.19


Overview
Total Profit in USD$140,352
Average Yearly Profit in USD$7,455
Profit Factor 1.63
Total Commission in USD$7,680
Total Slippage in USD$3,648
Trade Stats
Total Number Of Trades 384
Winning % 45.57
Largest Win Trade in USD$20,992
Largest Loss Trade in USD$-4,808
Average Trade in USD$366
Drawdown Stats
Max Drawdown in USD$-44,768
Max Drawdown Length 3077 days
Max Drawdown Date14.07.2020
Longest Flat in Days 3534 days
MAR Ratio 0.17


Overview
Total Profit in USD$92,866
Average Yearly Profit in USD$4,933
Profit Factor 1.32
Total Commission in USD$8,150
Total Slippage in USD$9,922
Trade Stats
Total Number Of Trades 326
Winning % 48.47
Largest Win Trade in USD$9,702
Largest Loss Trade in USD$-5,298
Average Trade in USD$285
Drawdown Stats
Max Drawdown in USD$-28,223
Max Drawdown Length 216 days
Max Drawdown Date09.03.2009
Longest Flat in Days 1121 days
MAR Ratio 0.17


Overview
Total Profit in USD$103,522
Average Yearly Profit in USD$5,499
Profit Factor 1.25
Total Commission in USD$6,390
Total Slippage in USD$6,375
Trade Stats
Total Number Of Trades 426
Winning % 44.84
Largest Win Trade in USD$16,279
Largest Loss Trade in USD$-7,609
Average Trade in USD$243
Drawdown Stats
Max Drawdown in USD$-46,380
Max Drawdown Length 164 days
Max Drawdown Date30.05.2008
Longest Flat in Days 1567 days
MAR Ratio 0.12