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Not Favorite Intr Elite 10' MR 2.0

Developer
TradingMotion
Product
Mini-Russell CME future
System Type
Intraday
Cost
Free (up to 3 units)
Account:
Guest
Status:
Not Active See more
THE FOLLOWING IS HYPOTHETICAL MODEL ACCOUNT PERFORMANCE
Total P/L
since 01/03/2002
Tracked P/L
since 11/28/2010
Live P/L
since 11/30/2010
Worst
Drawdown
Suggested
Capital
Required
Capital
$2,451 (+0.47%) ($7,456) ($1,888) ($11,269) $30,000 $900
Analyzed Sessions 4494 Winning Sessions
42.1%
Worst Drawdown ($11,269) (04/09/2019)
Total P/L $2,451 Current Run-up since DD low $460 Current Drawdown ($10,809) (07/26/2016)
Annual ROI +0.47% Best Session $410 (07/10/2012) Worst Session ($468) (05/06/2011)
Profit Factor 1.02 Winning Session Average $234.02 Losing Session Average ($167.27)
Comm. per side $7.50 % Time with Open Position 11.7% Slippage per side -0.0793 ($3.97)
TM Rating TM Rating 0 0/3 Sharpe / Sortino Ratios 0.0065 / 0.0115 Sterling / MAR Ratios -0.4734 / 0.0119
The Elite is a system based on the use of support and resistance levels, but incorporating the most efficient filters to discard those entries where the chances of success are not high enough. The amount of tools that it includes, enables very different operation depending on the parameters used in each version. The Elite system has been developed by Angel Izquierdo
  Backtested  
  Tracked  
  Live Trading
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Total %
2019 ($1,066) $348 ($1,098) ($620) - - - - - - - - ($2,437) -8.1%
2018 ($251) $71 ($288) $154 ($142) ($496) ($283) ($709) ($1,678) $249 ($1,599) ($1,197) ($6,166) -20.5%
2017 ($670) $14 $111 $308 ($1,114) $170 $263 $490 ($129) ($437) $106 ($677) ($1,563) -5.2%
2016 ($160) ($405) $1,090 $104 $661 ($49) ($78) ($1,007) $246 $172 $250 $218 $1,041 3.5%
2015 $1,125 ($590) $869 $336 $188 ($393) ($453) $130 $465 $255 ($546) $423 $1,809 6.0%
2014 ($321) ($180) $70 $431 $158 $85 ($443) $478 $455 $241 ($423) ($575) ($23) -0.1%
2013 ($313) ($180) $279 $445 $572 $881 ($449) ($595) ($311) $493 $260 ($552) $529 1.8%
2012 $163 ($260) $683 $158 ($1,690) ($223) $138 $167 $74 ($89) $434 ($680) ($1,125) -3.8%
2011 $40 $56 ($597) $446 $263 $56 $17 $438 ($5) ($306) ($178) $281 $511 1.7%
2010 ($490) $245 ($130) $1,250 $55 ($241) $104 ($8) $604 ($142) $545 $154 $1,946 6.5%
2009 $62 $318 $685 $130 $45 $137 ($632) ($153) $170 $268 $295 ($305) $1,019 3.4%
2008 ($765) $281 $615 $72 $82 $91 ($290) ($411) ($81) $841 $838 ($79) $1,194 4.0%
2007 ($305) $490 $130 ($400) $245 $380 ($400) ($460) ($810) $580 $2,040 $215 $1,705 5.7%
2006 $510 $130 ($270) ($105) $140 $315 ($405) $410 $530 $305 $315 ($690) $1,185 3.9%
2005 ($120) ($50) ($295) $785 ($805) ($205) $585 ($115) $800 ($455) ($80) $60 $105 0.4%
2004 ($20) $265 ($140) $880 ($265) $130 ($5) ($265) $345 $1,325 ($35) $165 $2,380 7.9%
2003 $220 ($95) $90 ($45) - $190 ($140) $210 ($445) $95 $70 ($30) $120 0.4%
2002 $200 ($190) ($80) ($10) ($305) $155 $10 $645 ($130) $315 ($205) ($185) $220 0.7%
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