Historical return on investment (ROI), based on (hypothetical) results.
Historical hypothetical return on investment (ROI) per month, based on hypothetical results.
Historical return on investment (ROI), based on (hypothetical) results.
Historical hypothetical results (PL) per year, based on hypothetical results.
Realized PL per day
Realized PL per trade
Hypothetical return on investment per month. Result as percentage of the initial capital, based on hypothetical results.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROI-Yr | CumROI | ROI/Yr | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 4.1% | -1.8% | -3.7% | -1.4% | -1.4% | -1.4% | |||||||||
2020 | -2.2% | -20.6% | 0.0% | -6.9% | 0.0% | -5.5% | 0.0% | 0.0% | -2.6% | -2.6% | 5.6% | 0.3% | -34.6% | -36.0% | -29.4% |
2021 | 1.3% | 1.4% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 2.6% | -33.4% | -15.6% |
Hypothetical results on monthly basis, based on hypothetical results.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | PL-Yr | CumPL | PL/Yr | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 828 | -365 | -742 | -279 | -279 | -279 | |||||||||
2020 | -449 | -4,124 | 0 | -1,387 | 0 | -1,102 | 0 | 0 | -513 | -521 | 1,119 | 53 | -6,923 | -7,203 | -5,881 |
2021 | 250 | 279 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 530 | -6,673 | -3,118 |
Hypothetical results (PL) and hypothetical return on investment (ROI) per year. Hypothetical cumulative results (Cum PL) and hypothetical cumulative return on investment (Cum ROI).
Year | PL | ROI | Cum PL | Cum ROI | ROI/Yr |
---|---|---|---|---|---|
2019 | -279 | -1.4% | -279 | -1.4% | -1.4% |
2020 | -6,923 | -34.6% | -7,203 | -36.0% | -29.4% |
2021 | 530 | 2.6% | -6,673 | -33.4% | -15.6% |
Het nieuwe systeem ES 2.0 gaat long op bodems in een opgaande trend en short op toppen in een neergaande trend. ES 2.0 maakt gebruik van de mogelijkheid om naast de E-mini ook met Micro futures te gaan handelen. Dit betekent concreet dat er in dit nieuwe systeem nu drie verschillende aantallen micro/mini futures verhandeld gaan worden. 2- of 5 micro futures óf 1 E-mini future.
ES 2.0 is het beste van het oude Exclusive Signals 1.0 geïntegreerd met een nieuwe strategie met daaraan gekoppeld een strakke stoploss en verschillende positie groottes.
Dit is veruit het beste systeem wat ik ooit gebouwd heb.
-33.4% (-15.6% per year) | |
-6,673 | |
3,808 | |
-10,481 | |
13,327 | |
20,000 | |
- | |
% | - |
- | |
- |
22 | |
12 (55%) | |
10 (45%) | |
1,132 | |
-4,518 | |
-303 | |
317 | |
-1,048 | |
781 (100%) | |
781 | |
12-Oct-19 | |
01-Dec-21 |
Currency
Trading frequency
Performance
perPeriod | ROI (%) |
---|---|
Avg/year | -15.6% |
24M | -35.7% |
12M | +2.9% |
3M | |
YTD | +2.6% |
Since Start | -33.4% |
Vanaf mijn eerste 'contact' met de beurs heeft Technische Analyse de basis van mijn beslissingen gevormd. In de jaren dat het Algoritme Trading opkwam ben ik mijn eigen systemen gaan schrijven en testen.