Here are the drawdowns risking 1% per trade. [img]
Here's the equity curve risking 1% per trade. [img]
Here's the summary risking 1% per trade. Remember, the previous analysis was based on 1 contract per trade. [img]
Drawdowns [img]
Equity curve [img]
Consecutive wins and losses. [img]
Other stats like sharpe ratio, etc. [img]
Here are the annual results. [img]
Here's the summary. [img]
This a long only strategy. The results below are from 1/1/98 to date. No money management has been applied yet. The numbers assume 1 contract...
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