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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
($1,869) (-0.19%) ($11,775) ($2,553) ($17,913) $45,000 $1,700
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Analyzed Sessions 5796 Winning Sessions
40.5%
 Worst Drawdown ($17,913) (12/14/2022)
Total P/L ($1,869) Current Run-up since DD low $2,785 Current Drawdown ($15,128) (07/26/2016)
Annual ROI -0.19% Best Session $499 (08/26/2022) Worst Session ($621) (05/03/2022)
Profit Factor 0.99 Winning Session Average $256.96 Losing Session Average ($176.88)
Comm. per side $7.50 % Time with Open Position 10.0% Slippage per side -0.0965 ($4.82)
TM Rating TM Rating 0 0/3 Sharpe / Sortino Ratios -0.1513 / -0.2644 Sterling / MAR Ratios -0.1953 / -0.0047
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 %
2024 ($663) ($309) ($874) $55 - - - - - - - - ($1,791) -4.0%
2023 $823 ($340) $2,001 $234 ($521) $931 ($305) $653 $417 ($40) ($77) $208 $3,983 8.8%
2022 $236 ($761) ($602) ($332) ($911) $678 ($531) $382 $22 $190 ($1,319) $527 ($2,421) -5.4%
2021 ($1,860) $616 $67 ($1,495) ($408) ($1,169) ($851) ($190) $189 ($1,481) ($117) $395 ($6,304) -14.0%
2020 ($240) $6 ($161) ($380) ($1,149) ($224) $1,375 ($153) $488 ($590) ($192) $1,342 $123 0.3%
2019 ($1,066) $348 ($1,098) $185 $201 ($1,072) $1,173 $1,386 $775 ($583) ($405) ($190) ($345) -0.8%
2018 ($251) $71 ($288) $154 ($142) ($496) ($283) ($709) ($1,678) $249 ($1,599) ($1,197) ($6,166) -13.7%
2017 ($670) $14 $111 $308 ($1,114) $170 $263 $490 ($129) ($437) $106 ($677) ($1,563) -3.5%
2016 ($160) ($405) $1,090 $104 $661 ($49) ($78) ($1,007) $246 $172 $250 $218 $1,041 2.3%
2015 $1,125 ($590) $869 $336 $188 ($393) ($453) $130 $465 $255 ($546) $423 $1,809 4.0%
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 1.2%
2012 $163 ($260) $683 $158 ($1,690) ($223) $138 $167 $74 ($89) $434 ($680) ($1,125) -2.5%
2011 $40 $56 ($597) $446 $263 $56 $17 $438 ($5) ($306) ($178) $281 $511 1.1%
2010 ($490) $245 ($130) $1,250 $55 ($241) $104 ($8) $604 ($142) $545 $154 $1,946 4.3%
2009 $62 $318 $685 $130 $45 $137 ($632) ($153) $170 $268 $295 ($305) $1,019 2.2%
2008 ($765) $281 $615 $72 $82 $91 ($290) ($411) ($81) $841 $838 ($79) $1,194 2.6%
2007 ($305) $490 $130 ($400) $245 $380 ($400) ($460) ($810) $580 $2,040 $215 $1,705 3.8%
2006 $510 $130 ($270) ($105) $140 $315 ($405) $410 $530 $305 $315 ($690) $1,185 2.6%
2005 ($120) ($50) ($295) $785 ($805) ($205) $585 ($115) $800 ($455) ($80) $60 $105 0.3%
2004 ($20) $265 ($140) $880 ($265) $130 ($5) ($265) $345 $1,325 ($35) $165 $2,380 5.3%
2003 $220 ($95) $90 ($45) - $190 ($140) $210 ($445) $95 $70 ($30) $120 0.3%
2002 $200 ($190) ($80) ($10) ($305) $155 $10 $645 ($130) $315 ($205) ($185) $220 0.5%
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