Back Testing Results Since 2006

Not every year is exceptional

Sudden sell-off's cause profits to be less than average.

The algorithms could not avoid the shocks during the global financial crisis of 2007/2008.

Periods of low volatility also reduce profits.

2006200720082009201020112012201320142015201620172018201920202021202220232024
KPIs
Average profit +20.3%
Average loss -11.1%
Hit rates 53.5% - 73.3% (Avg. 57.5%)
Profitable trades 9 Days on average
Loss trades 5 Days on average

Risk Reward Details

2 Highest and 2 lowest years were excluded
After : 1 Month 1 Quarter 1 Semester 1 Year
Profit chance 67.1% 80.8% 89.3% 97.8%
Average profit 8.0% 21.0% 60.1% 118.0%
Median profit 4.7% 16.7% 41.0% 90.0%
Loss chance 32.9% 19.2% 10.7% 2.2%
Average loss -5.9% -6.9% -10.9% -10.9%
Median loss -4.3% -6.0% -10.8% -9.5%
Max. loss -24.5% -26.4% -29.1% -18.6%
Transaction cost are not included
Recent results