Backtested combined equity curve of Cable Glider (British Pound futures) and Euro Ranger (Euro FX futures) from October 2005 to August 2008. The figures include commission and estimated slippage. Results are based on trading one contract per trade.
|
Cable Glider |
Euro Ranger |
Combined |
|
|
Average Gain per week |
$192 |
$259 |
$451 |
|
Maximum Drawdown |
($3,911) |
($3,808) |
($3,587) |
|
Standard Error |
$50 |
$55 |
$73 |
|
Median |
$107 |
$214 |
$384 |
|
Mode |
$0 |
$0 |
$0 |
|
Standard Deviation |
$619 |
$675 |
$896 |
|
Coefficient of Variation |
3.23 |
2.61 |
1.99 |
|
Kurtosis |
1.57 |
1.65 |
0.91 |
|
Skewness |
0.56 |
0.28 |
-0.02 |
|
Worst Week |
($1,567) |
($1,761) |
($2,679) |
|
Best Week |
$2,201 |
$2,401 |
$2,833 |
|
Number of weeks |
151 |
151 |
151 |
|
positive weeks |
85 |
99 |
104 |
|
negative weeks |
46 |
35 |
40 |
|
breakeven weeks |
20 |
17 |
6 |
|
% Negative weeks |
30% |
23% |
27% |
|
Total Net Profit |
$28,948 |
$39,124 |
$68,072 |
|
Correlation |
(0.04) |
