2008 December Gold Futures Trading Results

Timing is the key to Profits

Now it is possible to time your investments
with profitable accuracy for more than a 60% annual return!*

   

 

The statistics

The statistics on this page are the results obtained by using real time data and are for trading one 2008 December contract.

The results for trading one August Gold futures contract were similar, but not as impressive. We only showed a 1043.02% annual return.

These are statistics using a backtest and not our actual trading results since we traded several different contracts and we traded more than one contract at a time. As of end of June, 2008, we have a profit of over $40000 this year starting with a $10000 account.*

 

Statistics

 

 

All trades

Long trades

Short trades

Initial capital

10000.00

10000.00

10000.00

Ending capital

31614.40

21402.40

20212.00

Net Profit

21614.40

11402.40

10212.00

Net Profit %

216.14 %

114.02 %

102.12 %

Exposure %

1.51 %

1.09 %

0.42 %

Net Risk Adjusted Return %

14308.44 %

10496.93 %

24065.39 %

Annual Return %

1259.19 %

461.29 %

392.99 %

Risk Adjusted Return %

83356.56 %

42465.61 %

92611.96 %

All trades

22

12 (54.55 %)

10 (45.45 %)

 Avg. Profit/Loss

982.47

950.20

1021.20

 Avg. Profit/Loss %

982.47 %

950.20 %

1021.20 %

 Avg. Bars Held

9.23

8.92

9.60

Winners

13 (59.09 %)

7 (31.82 %)

6 (27.27 %)

 Total Profit

28427.60

14846.40

13581.20

 Avg. Profit

2186.74

2120.91

2263.53

 Avg. Profit %

2186.74 %

2120.91 %

2263.53 %

 Avg. Bars Held

12.00

12.86

11.00

 Max. Consecutive

6

3

3

 Largest win

8455.20

3355.20

8455.20

 # bars in largest win

11

9

11

Losers

9 (40.91 %)

5 (22.73 %)

4 (18.18 %)

 Total Loss

-6813.20

-3444.00

-3369.20

 Avg. Loss

-757.02

-688.80

-842.30

 Avg. Loss %

-757.02 %

-688.80 %

-842.30 %

 Avg. Bars Held

5.22

3.40

7.50

 Max. Consecutive

2

1

1

 Largest loss

-1424.80

-1364.80

-1424.80

 # bars in largest loss

5

6

5

Max. trade drawdown

-3050.00

-2760.00

-3050.00

Max. trade % drawdown

-92.58 %

-92.58 %

-74.40 %

Max. system drawdown

-3894.40

-3124.80

-4814.40

Max. system % drawdown

-22.73 %

-22.29 %

-25.09 %

Recovery Factor

5.55

3.65

2.12

CAR/MaxDD

55.41

20.70

15.66

RAR/MaxDD

3667.84

1905.53

3691.16

Profit Factor

4.17

4.31

4.03

Payoff Ratio

2.89

3.08

2.69

Standard Error

2263.06

1280.10

2067.97

Risk-Reward Ratio

21.95

21.77

10.55

Ulcer Index

6.41

6.48

8.81

Ulcer Performance Index

195.54

70.40

44.01

Sharpe Ratio of trades

4.01

5.47

3.38

K-Ratio

0.1585

0.1572

0.0762

*Disclaimer:
This publication is designed to provide general information in regard to the subject matter covered. It is sold with the understanding that the author is not engaged in rendering professional services. If professional advice or service is required, the services of a competent professional person should be sought. The past results are no guarantee of future results and all investment have a degree of risk. This is a description of a method of investing. It is not a suggestion to invest using this method or any other method. If you plan to invest, you should seek professional advice and understand the risk.