Summary Statistics for Profitable Trading Strategies

See profit charts by clicking any Instrument below.

Instrument % Profit Trades Draw Down Profit Factor % Wins Sharpe Ratio MFE MAEsort descending Hours Per Trade Close Inception Date
LH 1 3 0 99.00 100 1.00 0.0053 0.0007 1.5 134.32 08/02/2016
ROK 1 3 0 99.00 100 1.00 0.0054 0.0013 2.3 141.96 08/02/2016
ZION 4 8 0 99.00 100 2.05 0.0058 0.0018 11.0 43.86 08/02/2016
AVY 2 4 0 99.00 100 1.00 0.0051 0.0027 4.3 72.15 08/02/2016
C 1 3 0 99.00 100 1.00 0.0053 0.0027 4.0 59.64 08/02/2016
RF 7 16 -1 11.92 94 1.75 0.0058 0.0027 18.5 14.68 08/02/2016
EXC 6 13 0 99.00 100 4.52 0.0057 0.0032 15.8 35.45 08/02/2016
PKI 2 5 0 99.00 100 1.00 0.0056 0.0037 8.3 53.91 08/02/2016
RHT 2 5 0 99.00 100 1.00 0.0062 0.0040 10.3 73.36 08/02/2016
PENN 7 15 -1 8.21 93 2.84 0.0069 0.0041 23.7 13.35 08/02/2016
CY 6 14 -1 6.48 86 3.71 0.0064 0.0043 20.3 11.61 08/02/2016
JNS 5 15 -1 4.91 73 1.38 0.0058 0.0046 23.3 13.25 08/02/2016
CTL 5 12 -1 3.31 83 0.48 0.0068 0.0052 24.2 25.27 08/02/2016
DISCA 4 17 -1 2.94 76 1.06 0.0055 0.0057 45.0 27.41 08/02/2016
CROX 9 10 -0 18.70 90 1.55 0.0108 0.0059 19.5 7.06 08/02/2016
IDTI 4 20 -6 1.59 90 0.57 0.0078 0.0060 23.3 25.16 08/02/2016
CAR 11 14 -1 16.74 93 1.73 0.0095 0.0062 17.3 36.49 08/02/2016
KBH 5 12 -1 4.49 92 1.85 0.0064 0.0063 14.3 16.25 08/02/2016
INFY 1 3 0 99.00 100 1.00 0.0054 0.0077 9.8 14.49 08/02/2016
PDCE 5 17 -4 1.74 88 0.37 0.0078 0.0077 21.3 73.45 08/02/2016
ODP 6 11 -0 9.55 82 1.73 0.0083 0.0084 18.5 4.63 08/02/2016
MPEL 6 16 -3 2.22 75 0.70 0.0087 0.0093 31.8 17.28 08/02/2016
CSU 6 18 -3 2.40 83 0.75 0.0071 0.0097 30.5 17.07 08/02/2016
HZNP 11 17 -3 3.03 82 1.86 0.0114 0.0104 38.3 17.42 08/02/2016
GEO 5 15 -2 2.12 67 0.60 0.0091 0.0105 47.5 38.89 08/02/2016
SALE 5 13 -4 1.88 77 0.54 0.0097 0.0105 30.7 9.05 08/02/2016
OIS 4 17 -5 1.75 82 0.41 0.0077 0.0108 33.5 38.80 08/02/2016
COG 5 22 -4 1.67 77 0.50 0.0074 0.0118 42.0 21.91 08/02/2016
APA 4 19 -2 1.93 63 0.87 0.0064 0.0123 57.5 62.77 08/02/2016
CF 5 22 -7 1.52 82 0.39 0.0088 0.0123 38.8 33.98 08/02/2016
AKS 5 14 -6 1.70 79 1.01 0.0121 0.0146 19.0 9.71 08/02/2016
X 7 25 -8 1.41 84 0.38 0.0115 0.0173 48.5 32.69 08/02/2016
CYH 4 14 -9 1.44 71 0.21 0.0144 0.0279 40.7 6.94 08/02/2016
LABD 16 20 -8 1.82 75 1.55 0.0232 0.0281 48.5 13.85 08/02/2016