Now it is possible to time your investments with profitable accuracy. |
The 5-30 Investing Program
The 5-30 Investing Program is a program with a goal of making about 5 trades a month with at least a 30% annual profit.
The profit will vary and depends on how fast and how accurately you make the trades.
You are the
visitor since January 1, 2006.
Backtest Results
|
The statistics on this page are the results of a backtest using gold prices from 9/1/2005 until 12/7/2007.
We only held one contract at a time. Since 1/1/2008, we have been trading and have shown an annual profit of over 300%
starting with $10000 capital. Since we would never needed the entire $10000, we felt we had an adequate margin of safety. |
| Home | Results | A sample email | Join Now |
|
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 |
| 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. |