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 |
MAE |
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 |
| SALE | 5 | 13 | -4 | 1.88 | 77 | 0.54 | 0.0097 | 0.0105 | 30.7 | 9.05 | 08/02/2016 |
| GEO | 5 | 15 | -2 | 2.12 | 67 | 0.60 | 0.0091 | 0.0105 | 47.5 | 38.89 | 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 |