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Aug 13 (edited) • ✔️Updates
Concierge Portfolio B (10 Year Backtest)
Disclaimer: Historical back tests are not indicative of future returns (nor drawdowns)
- Net Profit: $2.34M
- Gross Profit: $4.73M
- Gross Loss: $-2.39M
- Profit Factor: 1.984
- Average Win: $3.43K
- Average Loss: $-2.00K
- Average Trade: $909.20
- Win Rate: 54%
- Expected Value: $909.20
- Largest Single Trade DD: $-20.75K
- Portfolio Max DD: $52.76K
- Max Account Size: $163.53K
Notes:
- These are the tradelists pulled directly from Tradestation10
- This is the python code I used to analyze portfolios of tradelists from Tradestation 10.
- Backtests include fees $3 per trade in commission, and 2 ticks of slippage per trade
- Max Account Size here is based on the max margin + maxDD at the end of each trading day calculated across the last 10 years. In reality account size will vary depending on personal risk appetite. If all 16 algos entered in a position, the total margin requirement would be ~$250k (rare). If all 16 algos hit a peak to valley max drawdown AND all entered in a position, the total margin requirement would be ~$550k (extremely unlikely).
P.S. I'm not taking on any new clients at the moment. This is just to give existing clients transparency.
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Concierge Portfolio B (10 Year Backtest)
skool.com/futures
A simple path to 6 figures/yr in passive income with automated futures trading. Try 45+ algos risk free for 30 days—guaranteed.
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