End Of Day Backtest 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

on this page are the results of a backtest using gold prices from 9/1/2005 until 12/7/2007. These results are for using EOD data and trading after the close of the NY market. The results are for trading one contract at a time. Since 1/1/2008, we have been trading using real time data and we have shown an annual profit of over 500% starting with $10000 capital.

For the statistics of our current trading using a December Gold future, click here.

 

Statistics

 

 

All trades

Long trades

Short trades

Initial capital

10000.00

10000.00

10000.00

Ending capital

31880.00

34720.00

7160.00

Net Profit

21880.00

24720.00

-2840.00

Net Profit %

218.80 %

247.20 %

-28.40 %

Exposure %

1.36 %

-0.09 %

1.44 %

Net Risk Adjusted Return %

16118.03 %

-288445.77 %

-1967.87 %

Annual Return %

63.10 %

69.09 %

-13.15 %

Risk Adjusted Return %

4648.67 %

-80612.33 %

-911.06 %

All trades

115

58 (50.43 %)

57 (49.57 %)

 Avg. Profit/Loss

190.26

426.21

-49.82

 Avg. Profit/Loss %

190.26 %

426.21 %

-49.82 %

 Avg. Bars Held

5.94

6.79

5.07

Winners

54 (46.96 %)

34 (29.57 %)

20 (17.39 %)

 Total Profit

74060.00

40590.00

33470.00

 Avg. Profit

1371.48

1193.82

1673.50

 Avg. Profit %

1371.48 %

1193.82 %

1673.50 %

 Avg. Bars Held

7.69

7.32

8.30

 Max. Consecutive

5

4

3

 Largest win

5770.00

4920.00

5770.00

 # bars in largest win

12

16

12

Losers

61 (53.04 %)

24 (20.87 %)

37 (32.17 %)

 Total Loss

-52180.00

-15870.00

-36310.00

 Avg. Loss

-855.41

-661.25

-981.35

 Avg. Loss %

-855.41 %

-661.25 %

-981.35 %

 Avg. Bars Held

4.39

6.04

3.32

 Max. Consecutive

7

5

6

 Largest loss

-2160.00

-1600.00

-2160.00

 # bars in largest loss

2

2

2

Max. trade drawdown

-9400.00

-9400.00

-2300.00

Max. trade % drawdown

-100.00 %

-100.00 %

-91.67 %

Max. system drawdown

-11060.00

-10370.00

-12030.00

Max. system % drawdown

-43.00 %

-37.48 %

-86.58 %

Recovery Factor

1.98

2.38

-0.24

CAR/MaxDD

1.47

1.84

-0.15

RAR/MaxDD

108.10

-2150.96

-10.52

Profit Factor

1.42

2.56

0.92

Payoff Ratio

1.60

1.81

1.71

Standard Error

3222.45

2820.37

2223.70

Risk-Reward Ratio

2.49

2.92

-0.09

Ulcer Index

13.30

8.99

31.33

Ulcer Performance Index

4.34

7.09

-0.59

Sharpe Ratio of trades

0.92

2.12

-0.22

K-Ratio

0.0699

0.0819

-0.0026