Comparison of eASCTrend 6.0 with Top 10 Trading Systems in Futures Truth (8/2000-8/2001)
System |
Rank |
What to Trade |
12 Mos Net P/L |
Max DD |
Total Trades |
Win Rate % |
Avg. Win |
Avg. Loss ( - ) |
Max. Cons. Loss |
Min. Req’d (MCR, $) |
% Chng. on MCR |
Combined % Chng.on MCR |
eASCTrend 6.0 |
SP Swing Trade |
180241 |
29175 |
227 |
43 |
5038 |
2358 |
8 |
75000 |
240.3% |
390.5% |
|
ND Swing Trade |
499606 |
41004 |
219 |
50 |
9290 |
4732 |
8 |
120000 |
416.3% |
|||
SP Day Trade |
106164 |
38733 |
378 |
48 |
2693 |
1926 |
8 |
37500 |
283.1% |
|||
ND Day Trade |
356320 |
51050 |
505 |
58 |
3968 |
3757 |
5 |
60000 |
593.4% |
|||
System 1 |
1 |
Euro$ |
6475 |
0 |
5 |
100 |
1295 |
0 |
0 |
2025 |
319.8% |
319.8% |
System 2 |
2 |
ND Day Trade |
155610 |
28956 |
270 |
46 |
4686 |
2910 |
7 |
60000 |
259.4% |
259.4% |
System 3 |
3 |
SF |
11763 |
725 |
8 |
75 |
2094 |
401 |
1 |
5064 |
232.3% |
232.3% |
System 4 |
4 |
JY |
10950 |
3925 |
11 |
73 |
2339 |
2582 |
1 |
8700 |
125.9% |
178.1% |
Euro C |
16475 |
5813 |
12 |
50 |
4019 |
1273 |
2 |
6600 |
249.6% |
|||
SF |
8850 |
2338 |
13 |
62 |
1727 |
990 |
3 |
5064 |
174.8% |
|||
System 5 |
5 |
SP Day Trade |
65250 |
8375 |
49 |
67 |
3321 |
2763 |
2 |
37500 |
174.0% |
174.0% |
System 6 |
6 |
SF |
8763 |
3125 |
18 |
61 |
1394 |
934 |
2 |
5064 |
173.0% |
173.0% |
System 7 |
7 |
$ Index |
9880 |
6660 |
12 |
67 |
2388 |
2311 |
2 |
6000 |
164.7% |
164.7% |
System 8 |
8 |
SP Day Trade |
56650 |
24600 |
252 |
35 |
2537 |
1015 |
11 |
37500 |
151.1% |
151.1% |
System 9 |
9 |
Euro C |
14450 |
4725 |
9 |
44 |
5806 |
1749 |
2 |
6600 |
218.9% |
141.3% |
JY |
7175 |
5250 |
14 |
57 |
2074 |
1566 |
3 |
8700 |
82.5% |
|||
System 10 |
10 |
Euro C |
14163 |
3500 |
9 |
44 |
4866 |
1055 |
2 |
6600 |
214.6% |
139.1% |
JY |
7288 |
5075 |
9 |
56 |
3395 |
2428 |
2 |
8700 |
83.8% |
|||
SF |
13363 |
75 |
8 |
88 |
1920 |
77 |
1 |
5064 |
263.9% |
|||
$ Index |
10730 |
1650 |
10 |
60 |
2372 |
876 |
1 |
6000 |
178.8% |
|||
BP |
-2100 |
3125 |
11 |
55 |
759 |
1329 |
2 |
4860 |
-43.2% |