Real Time 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 10/20/2010 until 11/24/2010. 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 200% starting with $10000 capital. However, the gold futures market has changed and it now requires more capital to trade so we now start with $20000 per contract.
 
Please note that this trading partnership is a high risk investment program and that the system had almost a $4000 system drawdown.
 
To see more results of past programs which were similar, but not as profitable, click here.

 

Statistics
Statistics

 

 

All trades

Long trades

Short trades

Initial capital

20000.00

20000.00

20000.00

Ending capital

28742.40

25873.60

22868.80

Net Profit

8742.40

5873.60

2868.80

Net Profit %

43.71 %

29.37 %

14.34 %

Exposure %

1.24 %

0.60 %

0.64 %

Net Risk Adjusted Return %

3521.66 %

4915.20 %

2228.23 %

Annual Return %

4289.62 %

1366.20 %

304.65 %

Risk Adjusted Return %

345594.09 %

228655.83 %

47325.55 %

All trades

237

118 (49.79 %)

119 (50.21 %)

 Avg. Profit/Loss

36.89

49.78

24.11

 Avg. Profit/Loss %

36.89 %

49.78 %

24.11 %

 Avg. Bars Held

10.55

10.61

10.50

Winners

111 (46.84 %)

62 (26.16 %)

49 (20.68 %)

 Total Profit

42637.20

19622.40

23014.80

 Avg. Profit

384.12

316.49

469.69

 Avg. Profit %

384.12 %

316.49 %

469.69 %

 Avg. Bars Held

13.06

12.45

13.84

 Max. Consecutive

6

5

4

 Largest win

2075.20

1555.20

2075.20

 # bars in largest win

10

20

10

Losers

126 (53.16 %)

56 (23.63 %)

70 (29.54 %)

 Total Loss

-33894.80

-13748.80

-20146.00

 Avg. Loss

-269.01

-245.51

-287.80

 Avg. Loss %

-269.01 %

-245.51 %

-287.80 %

 Avg. Bars Held

8.34

8.57

8.16

 Max. Consecutive

8

5

5

 Largest loss

-1234.80

-1164.80

-1234.80

 # bars in largest loss

5

28

5

Max. trade drawdown

-1980.00

-1980.00

-1410.00

Max. trade % drawdown

-97.75 %

-97.75 %

-96.15 %

Max. system drawdown

-3913.60

-3945.20

-5054.00

Max. system % drawdown

-14.63 %

-15.00 %

-21.86 %

Recovery Factor

2.23

1.49

0.57

CAR/MaxDD

293.30

91.11

13.94

RAR/MaxDD

23629.96

15248.05

2165.29

Profit Factor

1.26

1.43

1.14

Payoff Ratio

1.43

1.29

1.63

Standard Error

954.89

1100.46

1213.12

Risk-Reward Ratio

88.31

58.48

16.46

Ulcer Index

4.85

5.55

8.41

Ulcer Performance Index

883.94

245.02

35.60

Sharpe Ratio of trades

3.77

5.77

2.23

K-Ratio

0.0506

0.0335

0.0094

*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.