![]() ![]() The commission, slippage, fees, and monthly system costs are subtracted from the net profit/loss prior to calculating the percentage return. ![]() The percentage returns reflect inclusion of commissions, fees, slippage, and the cost of the system. The hypothetical model account begins with the Sugested Capital listed, and is reset to that amount each month. The model account rises or falls by the single contract profit and loss achieved by the system in whichever data set is available. The results are hypothetical in that they represent returns in a model account. We use Live results to calculate monthly returns for any month in which clients were trading for the entire month, Tracked fills for those months in which there are no client fills for the entire month, and computer generated fills for those months occurring before we loaded the system onto our trade servers. Live performance is calculated by running the trading system on live tick data for actual clients and tracking the actual buy and sell prices those clients trading the system receive in their account. ![]() Tracked performance is calculated by running the trading system forwards on data each and every day, and logging the trades as they happen in real time day after day. Live.īacktested performance is calculated by running a trading system backwards in time, and seeing what trades would have been done in the past when applied to backadjusted data. The statistics on this page are calculated via the combination of three hypothetical data sets:ġ. ![]()
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