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.
