This is the performance for the YM 1 min for February. These returns are after commissions of $4.75/ per contract per round turn and slippage of $12.50 per contract per round turn:
Equity High: $21,740.00
Equity Low: $17,468.00
Net Profit: $1,740.00
Final Equity: $21,740.00
Return on Starting Equity: 8.700%
Number of Trades: 80
Percent Profitable: 45.00%
Max Contracts: 3
Largest Win: $1,448.25
Ave Win: $278.25
Max Consec Wins: 4
Largest Loss: ($486.75)
Ave Loss: ($188.11)
Max Consec Losses: 7
Win – Loss Ratio: 1.479
Ave Trade: $21.75
Ave Trade (%): 0.120%
Max Drawdown: $2,570.25
Max Drawdown (%): 12.83%
Profit Factor: 1.210
Return – Drawdown Ratio: 0.678
Sharpe Ratio: 100.0
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Starting Equity: $20,000.00
Equity High: $97,857.25
Equity Low: $14,636.50
Net Profit: $77,857.25
Final Equity: $97,857.25
Return on Starting Equity: 389.3%
Number of Trades: 3,169
Percent Profitable: 41.05%
Max Contracts: 3
Largest Win: $8,303.25
Ave Win: $372.79
Max Consec Wins: 7
Largest Loss: ($576.75)
Ave Loss: ($217.96)
Max Consec Losses: 16
Win – Loss Ratio: 1.710
Ave Trade: $24.57
Ave Trade (%): 0.0579%
Max Drawdown: $9,821.25
Max Drawdown (%): 30.32%
Profit Factor: 1.191
Return – Drawdown Ratio: 12.84
Sharpe Ratio: 0.396
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This is the performance of the YM 3 min after commissions and slippage for February:
Starting Equity: $20,000.00
Equity High: $24,728.75
Equity Low: $19,404.50
Net Profit: $4,728.75
Final Equity: $24,728.75
Return on Starting Equity: 23.64%
Number of Trades: 35
Percent Profitable: 48.57%
Max Contracts: 3
Largest Win: $1,448.25
Ave Win: $545.60
Max Consec Wins: 4
Largest Loss: ($501.75)
Ave Loss: ($252.58)
Max Consec Losses: 5
Win – Loss Ratio: 2.160
Ave Trade: $135.11
Ave Trade (%): 0.638%
Max Drawdown: $1,232.25
Max Drawdown (%): 5.046%
Profit Factor: 2.040
Return – Drawdown Ratio: 4.686
Sharpe Ratio: 100.0
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This is the performance of the YM 3 min since inception (7/24/08) after commission and slippage:
Starting Equity: $20,000.00
Equity High: $104,311.75
Equity Low: $20,000.00
Net Profit: $84,311.75
Final Equity: $104,311.75
Return on Starting Equity: 421.6%
Number of Trades: 1,287
Percent Profitable: 42.66%
Max Contracts: 3
Largest Win: $6,668.25
Ave Win: $566.62
Max Consec Wins: 8
Largest Loss: ($591.75)
Ave Loss: ($307.26)
Max Consec Losses: 10
Win – Loss Ratio: 1.844
Ave Trade: $65.51
Ave Trade (%): 0.136%
Max Drawdown: $7,813.50
Max Drawdown (%): 15.07%
Profit Factor: 1.372
Return – Drawdown Ratio: 27.97
Sharpe Ratio: 0.564
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U.S. Government Required Disclaimer – Stocks, forex, futures, and options trading is not appropriate for everyone. There is a substantial risk of loss associated with trading these markets. Losses can and will occur. No system or methodology has ever been developed that can guarantee profits or ensure freedom from losses. No representation or implication is being made that using the Scalper’s Gold system or the information herein will generate profits or ensure freedom from losses.
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED 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 PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.
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