ROBOTEST

short description

How to buy one using

Performance Summary: All Trades

Total Net Profit

$1,1425

Open position P/L

$0,0675

Gross Profit

$1,9009

Gross Loss

($0,7584)

Total # of trades

83

Percent profitable

56,63%

Number winning trades

47

Number losing trades

36

Largest winning trade

$0,2711

Largest losing trade

($0,1489)

Average winning trade

$0,0404

Average losing trade

($0,0211)

Ratio avg win/avg loss

1,9198

Avg trade (win & loss)

$0,0138

Max consec. Winners

5

Max consec. losers

6

Avg # bars in winners

42

Avg # bars in losers

22

Max intraday drawdown

($0,2772)

Profit Factor

2,5065

Max # contracts held

1

Account size required

$0,2772

Return on account

412,16%

Performance Summary: Long Trades

Total Net Profit

$0,5178

Open position P/L

$0,0000

Gross Profit

$0,8074

Gross Loss

($0,2896)

Total # of trades

42

Percent profitable

64,29%

Number winning trades

27

Number losing trades

15

Largest winning trade

$0,1117

Largest losing trade

($0,0406)

Average winning trade

$0,0299

Average losing trade

($0,0193)

Ratio avg win/avg loss

1,5489

Avg trade (win & loss)

$0,0123

Max consec. Winners

5

Max consec. losers

3

Avg # bars in winners

44

Avg # bars in losers

13

Max intraday drawdown

($0,1208)

Profit Factor

2,7880

Max # contracts held

1

Account size required

$0,1208

Return on account

428,64%

Performance Summary: Short Trades

Total Net Profit

$0,6247

Open position P/L

$0,0675

Gross Profit

$1,0935

Gross Loss

($0,4688)

Total # of trades

41

Percent profitable

48,78%

Number winning trades

20

Number losing trades

21

Largest winning trade

$0,2711

Largest losing trade

($0,1489)

Average winning trade

$0,0547

Average losing trade

($0,0223)

Ratio avg win/avg loss

2,4492

Avg trade (win & loss)

$0,0152

Max consec. Winners

6

Max consec. losers

5

Avg # bars in winners

40

Avg # bars in losers

29

Max intraday drawdown

($0,2377)

Profit Factor

2,3326

Max # contracts held

1

Account size required

$0,2377

Return on account

262,81%

Trade # Type

Date

Time

Price

Volume
Profit

% Profit
Cum Profit

Run-up
Drawdown

Entry Eff.
Exit Eff.

Total
Efficiency

1

22.06.2007

00:00

1,3389

1

1,28%

,0460

94,07%

----

Buy

24.08.2007

00:00

1,3561

$0,0172

$0,0172

(,0029)

41,10%

35,17%

2

24.08.2007

00:00

1,3561

1

(2,28%)

,0012

3,19%

----

Sell

14.09.2007

00:00

1,3870

($0,0309)

($0,0137)

(,0364)

14,63%

(82,18%)

3

14.09.2007

00:00

1,3870

1

3,24%

,0473

91,67%

----

Buy

26.10.2007

00:00

1,4320

$0,0450

$0,0313

(,0043)

95,54%

87,21%

4

26.10.2007

00:00

1,4320

1

(10,40%)

,0012

0,75%

-----

Sell

28.03.2008

00:00

1,5809

($0,1489)

($0,1176)

(,1581)

5,78%

(93,47%)

5

28.03.2008

00:00

1,5809

1

(2,11%)

,0207

35,26%

----

Buy

02.05.2008

00:00

1,5476

($0,0333)

($0,1509)

(,0380)

8,01%

(56,73%)

6

02.05.2008

00:00

1,5476

1

(1,63%)

,0192

36,43%

----

Sell

23.05.2008

00:00

1,5728

($0,0252)

($0,1761)

(,0335)

15,75%

(47,82%)

7

23.05.2008

00:00

1,5728

1

(1,36%)

,0088

26,43%

----

Buy

30.05.2008

00:00

1,5514

($0,0214)

($0,1975)

(,0245)

9,31%

(64,26%)

8

30.05.2008

00:00

1,5514

1

(1,58%)

,0212

39,33%

---

Sell

27.06.2008

00:00

1,5759

($0,0245)

($0,2220)

(,0327)

15,21%

(45,45%)

9

27.06.2008

00:00

1,5759

1

(1,13%)

,0277

53,68%

----

Buy

01.08.2008

00:00

1,5581

($0,0178)

($0,2398)

(,0239)

11,82%

(34,50%)

10

01.08.2008

00:00

1,5581

1

17,40%

,3252

98,58%

---

Sell

31.10.2008

00:00

1,2870

$0,2711

$0,0313

(,0047)

83,60%

82,18%

Trade #

Date

Time

Type

Cnts

Price

Signal
Name

Entry P/L

Cumulative

1

22.06.2007

----

Buy

1

1,3389

Buy-1

--

--

---

24.08.2007

---

LExit

1

1,3561

Sell-1

,0172

,0172

2

24.08.2007

---

Sell

1

1,3561

Sell-1

---

---

---

14.09.2007

---

SExit

1

1,3870

Buy-1

(,0309)

(,0137)

3

14.09.2007

---

Buy

1

1,3870

Buy-1

---

---

---

26.10.2007

---

LExit

1

1,4320

Sell-1

,0450

,0313

4

26.10.2007

---

Sell

1

1,4320

Sell-1

---

---

---

28.03.2008

---

SExit

1

1,5809

Buy-1

(,1489)

(,1176)

5

28.03.2008

---

Buy

1

1,5809

Buy-1

---

---

---

02.05.2008

---

LExit

1

1,5476

Sell-1

(,0333)

(,1509)

6

02.05.2008

---

Sell

1

1,5476

Sell-1

---

---

---

23.05.2008

----

SExit

1

1,5728

Buy-1

(,0252)

(,1761)

7

23.05.2008

----

Buy

1

1,5728

Buy-1

---

---

---

30.05.2008

---

LExit

1

1,5514

Sell-1

(,0214)

(,1975)

8

30.05.2008

---

Sell

1

1,5514

Sell-1

---

---

---

27.06.2008

---

SExit

1

1,5759

Buy-1

(,0245)

(,2220)

9

27.06.2008

---

Buy

1

1,5759

Buy-1

---

---

---

01.08.2008

---

LExit

1

1,5581

Sell-1

(,0178)

(,2398)

10

01.08.2008

---

Sell

1

1,5581

Sell-1

---

---

---

31.10.2008

---

SExit

1

1,2870

Buy-1

,2711

,0313

Strategy Analysis

Net Profit

$1,1425

Open Position

$0,0673

Gross Profit

$1,9009

Interest Earned

$32 328,7671

Gross Loss

($0,7584)

Commission Paid

$0,0000

Percent profitable

56,63%

Profit factor

2,51

Ratio avg. win/avg. loss

1,92

Adjusted profit factor

1,84

Annual Rate of Return

0,00%

Sharpe Ratio

-373,02

Return on Initial Capital

0,00%

Return Retracement Ratio

1,47

Return on Max. Drawdown

391,40%

K-Ratio

4,06

Buy/Hold return

-13,01%

RINA Index

60,86

Cumulative return

85,33%

Percent in the market

63,04%

Adjusted Net Profit

$0,7388

Select Net Profit

$0,7904

Adjusted Gross Profit

$1,6236

Select Gross Profit

$1,3999

Adjusted Gross Loss

($0,8848)

Select Gross Loss

($0,6095)

Total Trade Analysis

Number of total trades

83

Average trade

$0,0138

Avg. trade ± 1 STDEV

$0,07/($0,0399)

1 Std. Deviation (STDEV)

$0,0537

Coefficient of variation

388,94%

Run-up

Maximum Run-up

$0,3252

Max. Run-up Date

29.10.2008

Average Run-up

$0,0448

Avg. trade ± 1 STDEV

$0,1010/$0,0000

1 Std. Deviation (STDEV)

$0,0562

Coefficient of variation

125,48%

Drawdown

Maximum Drawdown

($0,1581)

Max. Drawdown Date

18.03.2008

Average Drawdown

($0,0206)

Avg. trade ± 1 STDEV

$0,0000/($0,0419)

1 Std. Deviation (STDEV)

$0,0213

Coefficient of variation

103,56%

Reward/ Risk Ratios

Net Prft/ Largest Loss

7,67

Net Prft/ Max Drawdown

7,23

Adj Net Prft/ Largest Loss

4,96

Adj Net Prft/Max Drawdown

4,67

Outlier Trades

Total Trades

Profit/Loss

Positive outliers

2

$0,5010

Negative outliers

1

($0,1489)

Total outliers

3

$0,3521

Efficiency Analysis

Total Efficiency

Average Total Efficiency

4,86%

Avg. trade ± 1 STDEV

56,98%/-47,26%

1 Std. Deviation (STDEV)

52,12%

Coefficient of variation

1072,32%

Entry Efficiency

Average Entry Efficiency

58,19%

Avg. trade ± 1 STDEV

89,33%/27,05%

1 Std. Deviation (STDEV)

31,14%

Coefficient of variation

53,52%

Exit Efficiency

Average Exit Efficiency

46,67%

Avg. trade ± 1 STDEV

76,05%/17,29%

1 Std. Deviation (STDEV)

29,38%

Coefficient of variation

62,96%

Open Position Analysis

Open Position

Average Trade

Percent of Average

Unrealized Profit/Loss

$0,0673

$0,0138

387,68%

Time in trade (Days)

98,00

47,31

207,13%

Annual Trading Summary

Annual Analysis (Mark-To-Market):

Period

Net Profit

% Gain

Profit Factor

# Trades

% Profitable

YTD

$0,0859

0,00%

14,02

3

66,67%

12 month

$0,1418

0,00%

3,38

17

76,47%

17

$0,1066

0,00%

3,94

8

62,50%

16

$0,1066

0,00%

6,89

8

62,50%

15

$0,1867

0,00%

3,98

11

72,73%

Annual Rolling Period Analysis (Mark-To-Market):

Period

Net Profit

% Gain

Profit Factor

# Trades

% Profitable

18

$0,0859

0,00%

14,02

3

66,67%

17-18

$0,1925

0,00%

5,49

11

63,64%

16-18

$0,2991

0,00%

5,90

19

63,16%

15-18

$0,4858

0,00%

4,93

30

66,67%

14-18

$0,6213

0,00%

4,17

42

66,67%

Monthly Trading Summary

Monthly Average Analysis (Mark-To-Market):

Period

Net Profit

% Gain

Profit Factor

# Trades

% Profitable

January

$0,0132

0,00%

1,87

1,73

47,37%

February

($0,0042)

(0,00%)

0,70

1,09

50,00%

March

($0,0008)

(0,00%)

0,97

2,00

54,55%

April

$0,0138

0,00%

3,17

1,64

77,78%

May

$0,0057

0,00%

1,26

2,00

40,91%

June

($0,0049)

(0,00%)

0,60

1,33

50,00%

July

$0,0135

0,00%

2,79

1,27

50,00%

August

$0,0110

0,00%

2,21

1,64

55,56%

September

$0,0219

0,00%

2,88

1,82

65,00%

October

$0,0169

0,00%

2,27

1,91

61,90%

November

$0,0058

0,00%

1,35

1,73

42,11%

December

$0,0188

0,00%

3,06

1,36

60,00%

Monthly Period Analysis (Mark-To-Market):

Period

Net Profit

% Gain

Profit Factor

# Trades

% Profitable

6.18

$0,0019

0,00%

N/A

1

100,00%

5.18

$0,0463

0,00%

N/A

1

100,00%

4.18

$0,0189

0,00%

N/A

1

100,00%

3.18

$0,0089

0,00%

N/A

2

100,00%

2.18

($0,0170)

(0,00%)

0,00

1

0,00%

Monthly Rolling Period Analysis (Mark-To-Market):

Period

Net Profit

% Gain

Profit Factor

# Trades

% Profitable

6.18

$0,0019

0,00%

N/A

1

100,00%

5.18-6.18

$0,0482

0,00%

N/A

2

100,00%

4.18-6.18

$0,0671

0,00%

N/A

3

100,00%

3.18-6.18

$0,0760

0,00%

N/A

5

100,00%

2.18-6.18

$0,0590

0,00%

4,47

6

83,33%

Weekly Trading Summary

Weekly Analysis (Mark-To-Market):

Period

Net Profit

% Gain

Profit Factor

# Trades

% Profitable

25.06.2018

$0,0009

0,00%

N/A

1

100,00%

18.06.2018

($0,0051)

(0,00%)

0,00

1

0,00%

11.06.2018

$0,0162

0,00%

N/A

1

100,00%

04.06.2018

($0,0110)

(0,00%)

0,00

1

0,00%

28.05.2018

($0,0009)

(0,00%)

0,00

1

0,00%

Weekly Rolling Period Analysis (Mark-To-Market):

Period

Net Profit

% Gain

Profit Factor

# Trades

% Profitable

25.06.2018

$0,0009

0,00%

N/A

1

100,00%

18.06.2018-30.06.2018

($0,0042)

(0,00%)

0,18

2

50,00%

11.06.2018-30.06.2018

$0,0120

0,00%

3,35

3

66,67%

04.06.2018-30.06.2018

$0,0010

0,00%

1,06

4

50,00%

28.05.2018-30.06.2018

$0,0001

0,00%

1,01

5

40,00%

Daily Trading Summary

Daily Analysis (Mark-To-Market):

Period

Net Profit

% Gain

Profit Factor

# Trades

% Profitable

6.28

($0,0002)

(0,00%)

N/A

0

N/A

6.27

$0,0056

0,00%

N/A

0

N/A

6.26

($0,0045)

(0,00%)

N/A

0

N/A

6.23

($0,0050)

(0,00%)

N/A

0

N/A

6.22

($0,0034)

(0,00%)

N/A

0

N/A

Daily Rolling Period Analysis (Mark-To-Market):

Period

Net Profit

% Gain

Profit Factor

# Trades

% Profitable

6.28

($0,0002)

(0,00%)

0,00

0

N/A

6.27-6.28

$0,0054

0,00%

28,00

0

N/A

6.26-6.28

$0,0009

0,00%

1,19

0

N/A

6.23-6.28

($0,0041)

(0,00%)

0,58

0

N/A

6.22-6.28

($0,0075)

(0,00%)

0,43

0

N/A

Winning Trade Analysis

Number of winning trades

47

Avg. winning trade

$0,0404

Avg. win ± 1 STDEV

$0,0953/($0,0145)

1 Std. Deviation (STDEV)

$0,0549

Coefficient of variation

135,73%

Largest profit

$0,2711

Largest consec. profit

$0,3704

% of Net Profit

23,73%

% of Net Profit

32,42%

Consecutive Winning Series Data

Consec. Winners

# of Series

Average Gain/Series

Average Loss Next Trade

1

12

$0,0270

($0,0278)

2

3

$0,0542

($0,0208)

3

5

$0,1912

($0,0166)

4

2

$0,1362

($0,0103)

5

1

$0,1855

($0,0171)

Losing Trade Analysis

Number of losing trades

36

Avg. losing trade

($0,0211)

Avg. loss ± 1 STDEV

$0,0031/($0,0452)

1 Std. Deviation (STDEV)

$0,0242

Coefficient of variation

114,78%

Largest loss

($0,1489)

Largest consec. loss

($0,2711)

% of Net Profit

13,03%

% of Net Profit

23,73%

Consecutive Losing Series Data

Consec. Losers

# of Series

Average Loss/Series

Average Gain Next Trade

1

15

($0,0171)

$0,0407

2

3

($0,0320)

$0,0499

3

3

($0,0449)

$0,0142

4

0

$0,0000

$0,0000

5

0

$0,0000

$0,0000

6

1

($0,2711)

$0,2711

Time Analysis (Days)

Trading period

Years

11,02

Months

132,26

Weeks

573,14

Days

4 023,00

Time in the market

4 025

Percent in the market

63,04%

Longest flat period

0,00

Avg. time in trades

47,31

Avg. time between trades

0,00

Avg. time in winning trades

59,43

Avg. time between winning trades

24,17

Avg. time in losing trades

31,50

Avg. time between losing trades

75,20

Equity Curve Analysis

Avg. time between peaks (days)

250,07

Maximum Equity Run-up (daily)

$1,47

######

0,00%

Maximum Equity Drawdown (daily)

($0,29)

######

0,00%

Average Monthly Return

Standard Deviation of Monthly Returns

How to buy one using