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SYSTEMS STATISTICS

Statistics

 

 

IBEX

8.3IX

8.3miniIX

4.5MIX

4.5miniMIX

Max DrawDown

-20,432

-23.698

-14,485

-13,046

System Earnings

147,410

53,544

115,769

63,914

nº Days DrawDown

371

727

796

237

nº Bars DrawDown

259

497

561

169

nº Bars Analyzed

5,036

2,220

4,383

2,274

Earnings on Short positions

70.505

32.483

--

--

nº Short Operations

41

22

--

--

% Success on Short positions

41,46%

36,36%

--

--

Earnings on Long positions

83.161

30.349

--

--

nº Long Operations

41

19

--

--

% Success on Long positions

51,22%

42,11%

--

--

% Total Success

46,91%

40,00%

--

--

Worst Lossing Streak

5

5

--

--

Worst Serial Lossings

-11.559

-11.881

--

--

Best Winning Streak

6

5

--

--

Best Serial Winnings

65.261

57.710

--

--

 

Using differents systems and differents markets, we can lower the DrawDown, not only in money, but in time as well. It is important to reduce the time of DrawDown because we could be tempted to discard a winner system because its long time in DrawDown.

So, we can see in miniIBEX, how the DrawDown is being reduced by combining it with a system wich operates in EUR/USD. DrawDown is reduced by a 45%, time of DrawDown a 67%, and total earnings are increased by 20%.

Having a lower DrawDown, means that we need a smaller initial capital account. It is said to be recommendable to have an initial account of at least, double of Maximum System DrawDown. Therefore, in case MDD happens again, we can deal with it and have the funds enough to keep operating the system.

Alongside with time, DrawDown tends to increase. The reason in simple: the more time we are exposed, the more the chances to have a bigger DrawDown.
DrawDown tend to rise if we use a Money Management strategy that make us risk more capital with time (the more capital we have, the more risk we asume buying or selling a higher number of contract, therefore the DrawDown will be higher)

DrawDown will be higher, the higher is the underlying (IBEX in this case). This is because if IBEX reaches, for example, 25.000 points, a 10% movement against us would mean a movement of 2.500 points, and if we are fully invested (8 minis), that would carry out a loss of:
8 minis*2.500 points = 20.000 EUR

 

 


Dislcaimer

The information on this web does neither pretend to give any kind of buying or selling stock and/or derivatives recommendation, nor any kind of operative. The outcomes of its application are entirely responsibility of the persons who apply them, rejecting www.gaptick.com and his administrator any kind of possible responsibility because of them.
The outcomes here shown are based on past data, and past data does not indicate future outcomes.
Past rentabilities does not assure futures rentabilities.
This web only pretends to inform about the outcomes of the automatic syistems operated, and of its operations
.

   
   
   
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