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Developer
TP Algos
Product
E-mini S&P future
System Type
Swing
Cost
USD 150 / monthly
Account:
Guest
Status:
Not Active See more
THE FOLLOWING IS HYPOTHETICAL MODEL ACCOUNT PERFORMANCE
Total P/L
since 01/02/2003
Tracked P/L
since 11/13/2014
Live P/L
since 04/29/2016
Worst
Drawdown
Suggested
Capital
Required
Capital
$147,257 (+8.69%) ($10,431) ($19,455) ($34,007) $100,000 $8,600
Analyzed Sessions 4311 Winning Sessions
53.3%
Worst Drawdown ($34,007) (03/08/2019)
Total P/L $147,257 Current Run-up since DD low $12,931 Current Drawdown ($21,076) (07/06/2016)
Annual ROI +8.69% Best Session $5,961 (12/26/2018) Worst Session ($3,103) (02/09/2018)
Profit Factor 1.30 Winning Session Average $546.66 Losing Session Average ($477.83)
Comm. per side $7.50 % Time with Open Position 54.0% Slippage per side -0.2051 ($10.25)
TM Rating TM Rating 1 1/3 Sharpe / Sortino Ratios 0.9158 / 1.5557 Sterling / MAR Ratios -0.1988 / 0.1614
Description pending
  Backtested  
  Tracked  
  Live Trading
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Total %
2019 ($5,122) ($599) $499 $3,052 ($1,618) ($2,306) $1,209 ($150) ($150) $8,184 $1,588 $41 $4,627 4.6%
2018 ($1,232) ($8,132) ($9,394) $100 ($1,403) ($1,455) $160 ($150) ($150) $4,629 $5,943 ($10,973) ($22,058) -22.1%
2017 $340 $95 ($1,353) $1,205 $1,060 ($863) ($1,985) $2,608 ($150) $140 $2,011 $348 $3,456 3.4%
2016 ($987) ($1,760) $3,394 $3,252 $1,148 ($154) ($2,123) $355 ($150) ($233) ($5,616) $1,220 ($1,653) -1.6%
2015 $1,753 $756 ($2,625) $993 $786 ($819) ($4,198) ($3,945) $4,303 $1,363 $4,028 $4,424 $6,817 6.8%
2014 $5 $1,074 $174 $3,392 ($2,272) $1,001 ($33) $272 ($341) $4,161 $1,312 ($2,513) $6,230 6.2%
2013 ($75) $1,175 $1,682 $3,526 ($118) $1,982 ($1,860) ($1,415) ($633) $2,002 ($130) $1,640 $7,777 7.8%
2012 ($2,339) $1,874 $1,815 $699 $2,153 $1,665 $2,150 ($150) ($1,152) ($311) $4,485 $232 $11,122 11.1%
2011 $690 $1,319 $1,701 $2,223 $1,932 $4,071 ($2,361) $276 $1,410 $1,067 $4,993 $2,557 $19,878 19.8%
2010 $980 $1,310 $1,364 $2,365 $5,640 ($3,108) ($2,850) $1,807 ($2,014) $2,164 $1,244 $2,458 $11,361 11.3%
2009 $5,225 $1,450 $5,563 $6,713 ($2,588) $550 $3,150 $2,213 ($438) ($4,213) ($163) $1,938 $19,400 19.4%
2008 ($3,813) $1,013 $1,113 $4,875 ($2,100) $3,900 $2,163 ($150) $3,675 $11,725 $8,463 $4,063 $34,925 34.9%
2007 $1,263 $1,188 ($388) $1,825 $838 $1,225 $1,013 $275 $188 $3,888 $9,813 ($188) $20,938 20.9%
2006 ($263) $1,163 $225 $2,288 $2,113 $3,813 ($1,675) ($150) ($150) $1,675 ($913) $38 $8,163 8.1%
2005 ($2,413) $1,013 - ($75) ($1,050) ($400) $1,500 ($88) ($150) $450 ($513) ($500) ($2,225) -2.2%
2004 ($325) $50 $325 ($2,550) $1,938 $1,950 ($775) $113 ($363) $163 $925 $3,025 $4,475 4.5%
2003 ($775) $2,075 $3,088 $5,075 $900 $25 ($150) $1,350 ($150) $163 $1,863 $563 $14,025 14.0%
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