Swordfish Trading Systems
Synergy Solanum Trading System - Results January to December 2015

The 2015 performance tests include some minor changes to the Amibroker AFL:

  • Margin is increased to R 30,000.00 per ALSI contract
    or R 3,000.00 per ALMI Contract.

  • Trade commissions are upped to R 15.00 per contract per trade
    or R 30.00 per round trip.

The original AFL, available here, has been updated with the changes.

Solanum total profit for 2015 (last trade closed 2016/01/04) is R 102,980.00, excluding slippages and possible additional losses or gains at the contract roll overs.
The maximum system drawdown for 2015 was R 52,520.00.
Note that this the large drawdown may have ruined smaller accounts. The recommended minimum equity has therefore been increased to R 100,000.00.
All trades are shown in the month in which the trade was entered.

Profit and Loss for 2015

Trade List

Profit
R 102,980.00

Drawdown
R 52,520.00

Trades
278

Win %
36.69%

Synergy Solanum 2015 Trades.xlsx Synergy Solanum 2015 Trades.xlsx
Size : 38.875 Kb
Type : xlsx

Portfolio Equity

ALSI Trading System Portfolio Equity

Underwater Equity

ALSI Trading System Underwater Equity

Profit Distribution

ALSI Trading System Profit Distribution

Statistics

ALSI Trading Statistics