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

 

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