---
title: "QMSwingLC"
description: "QMSwingLC is a Swing Pattern system for trading Live Cattle futures, which trades on daily bars, makes long and short trades, and has a monetary stop loss."
url: https://www.quantifiedmodels.com/algorithmic-trading-products/algorithmic-trading-strategies/swing-strategies/qmswinglc/
date: 2022-10-06
modified: 2023-01-02
author: "Quantified Models"
image: https://www.quantifiedmodels.com/wp-content/uploads/2022/10/QM_producto-swing_QMSWINGLC.jpg
type: page
lang: en
---

# QMSwingLC

[Quantified Models](https://www.quantifiedmodels.com) |

# QMSwingLC

Swing Pattern System to operate the future of Live Cattle, which operates in daily bars, which makes long and short operations, and has a monetary stop loss, as well as a profit target.

It has an out-of-sample period since March 2017.

[![Sistema Swing QMSwingLC - Quantified Models](https://www.quantifiedmodels.com/wp-content/uploads/2022/07/quantified-models-sistema-intradia-QMSwingLC.png)](https://www.quantifiedmodels.com/wp-content/uploads/2022/07/quantified-models-sistema-intradia-QMSwingLC.png)

Operations chart

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#### Swing system

Operates the future of Live Cattle

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#### Operable symbol

LC

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#### Timeframe

Daily bars

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#### Out-of-sample period

Since March 2017

![Swing - LIVE CATTLE - QMSWINGLC](https://www.quantifiedmodels.com/wp-content/uploads/2022/10/QM_producto-swing_QMSWINGLC.jpg)

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#### Price

**699 €**

[View in the shop](https://www.quantifiedmodels.com/online-shop/qmswinglc/)

[Add to the order](https://www.quantifiedmodels.com/carrito/?add-to-cart=259824)

### Backtest Metrics

## Performance Summary

In this report you can find the backtest metrics of this swing trading strategy: **QMSwingLC**

 

| | | | | | | |
| --- | --- | --- | --- | --- | --- | --- |
| **Total Net Profit:** | | **$89,875.00** | | **Max Drawdown:** | | **($7,970.00)** |
| **Gross Profit:** | | **$185,010.00** | | As % of Initial Equity: | | 25.00% |
| **Gross Loss:** | | **($95,135.00)** | | As % of Total Equity: | | 6.55% |
| Profit Factor: | | 1.945 | | Max Drawdown Date: | | 9/7/2021 |
| Pessimistic RR: | | 1.617 | | **Max Intraday Drawdown:** | | **($9,385.00)** |
| Open Position P/L | | $0.00 | | As % of Initial Equity: | | 29.44% |
| Total Trades: | | 241 | | As % of Total Equity: | | 7.71% |
| Winning Trades: | | 148 | | Max Intraday Drawdown Date: | | 10/1/2021 |
| Losing Trades: | | 93 | | Longest Drawdown: | | 694 days |
| Even Trades: | | 0 | | Recovery Factor: | | 11.28 |
| % Profitable: | | 61.41% | | NP/MaxDD | | 11.28 |
| | | | | NP/Intraday MaxDD | | 9.58 |
| | | | | | | |
| | | | | **Max Runup:** | | **$95,920.00** |
| **Avg. Trade Net Profit:** | | **$372.93** | | As % of Initial Equity: | | 300.88% |
| **Avg. Winning Trade:** | | **$1,250.07** | | As % of Total Equity: | | 78.78% |
| **Avg. Losing Trade:** | | **($1,022.96)** | | Max Runup Date: | | 4/28/2020 |
| Ratio Ave Win:Ave Loss: | | 1.222 | | Longest Runup: | | 4393 days |
| | | | | | | |
| **Largest Win:** | | **$5,075.00, 2.74%** | | Initial Capital: | | $31,880.00 |
| **Largest Loss:** | | **($1,725.00), -1.81%** | | Margin Requirements: | | $1,600.00 |
| Max Cons. Winners: | | 10 | | Return on Initial Capital: | | 281.92% |
| Max Cons. Losers: | | 4 | | Annual Rate of Return: | | 23.04% |
| | | | | **Avg. Monthly Return:** | | **$611.98, 1.92%** |
| Trading Period: | | 4467 | | Std. Deviation of Monthly Return: | | $1,866.81 |
| | | 1/8/2010 – 4/1/2022 | | % Profitable Months: | | 59.12% |
| Total Trading Days: | | 241 | | | | |
| Longest Flat Period: | | 77 days | | Sharpe Ratio: | | 0.037 |
| Max Futures Contracts: | | 1.0 | | Sortino Ratio: | | 0.045 |
| Max Forex Contracts: | | 0 | | Sterling Ratio: | | 0.007 |
| Max Shares: | | 0 | | MAR Ratio: | | 0.867 |
| Total Systems: | | 1 | | Efficiency Factor: | | 0.486 |
| | | | | Total Commission: | | $1,205.00 |
| | | | | Total Slippage: | | $4,820.00 |
| |
| |

 

## Periodic Returns – Annual

In this table you can see the annual results that this swing trading strategy has been achieving: **QMSwingLC**

 

|   Period |   Net Profit |   Return on IE |   Return on TE |   # Trades |   Profit Factor |   % Profitable |
| --- | --- | --- | --- | --- | --- | --- |
| **  2022** | **   $1,995.00** | **   6.26%** | **   6.01%** | **   5** | **   160.67** | **   80.00%** |
| **  2021** | **   ($7,814.50)** | **   (24.51%)** | **   (19.04%)** | **   19** | **   0.76** | **   52.63%** |
| **  2020** | **   ($8,965.00)** | **   (28.12%)** | **   (17.93%)** | **   24** | **   1.48** | **   54.17%** |
| **  2019** | **   $34.50** | **   0.11%** | **   0.07%** | **   18** | **   1.34** | **   50.00%** |
| **  2018** | **   ($2,820.50)** | **   (8.85%)** | **   (5.34%)** | **   19** | **   2.02** | **   52.63%** |
| **  2017** | **   $1,123.00** | **   3.52%** | **   2.17%** | **   26** | **   1.93** | **   53.85%** |
|   2016 |    $5,297.50 |    16.62% |    11.43% |    15 |    4.12 |    66.67% |
|   2015 |    $2,519.50 |    7.90% |    5.75% |    17 |    2.19 |    58.82% |
|   2014 |    $8,748.00 |    27.44% |    24.92% |    23 |    2.47 |    73.91% |
|   2013 |    $1,455.00 |    4.56% |    4.32% |    20 |    2.20 |    65.00% |
|   2012 |    $200.00 |    0.63% |    0.60% |    21 |    1.53 |    71.43% |
|   2011 |    $5,917.00 |    18.56% |    21.50% |    20 |    4.53 |    80.00% |
|   2010 |    ($4,354.50) |    (13.66%) |    (13.66%) |    23 |    1.28 |    56.52% |

 

## Capital Curve – Daily Equity

In this chart you can see the profit curve of this swing trading strategy: **QMSwingLC**

![Curva de capital - Sistema Swing QMSwingLC](https://www.quantifiedmodels.com/wp-content/uploads/2022/07/quantified-models-sistema-swing-curva-capital-QMSwingLC.png)

## Drawdown Curve

In this chart you can see the drawdown of this swing trading strategy expressed in dollars: **QMSwingLC**

![Curva de Drawdown - Sistema Swing QMSwingLC](https://www.quantifiedmodels.com/wp-content/uploads/2022/07/quantified-models-sistema-swing-curva-drawdown-QMSwingLC.png)

### Other related products

![Swing - DAX - QMSWINGDAX](https://www.quantifiedmodels.com/wp-content/uploads/2022/10/QM_producto-swing_QMSWINGDAX.jpg)

#### QMSwingDAX

Night Swing system to operate the DAX, which enters at the end of the day’s session, and leaves the following day.

![Swing - NASDAQ - QMSWING4NQ](https://www.quantifiedmodels.com/wp-content/uploads/2022/10/QM_producto-swing_QMSWING4NQ.jpg)

#### QMSwing4NQ

Swing system to trade the future of the Nasdaq, with out-of-sample results from July 8, 2021. This system has been built by our Genetic Builder, converting the QMSwing4ES system to QMSing4NQ.

![Swing - COCOA - QMSWINGCC](https://www.quantifiedmodels.com/wp-content/uploads/2022/10/QM_producto-swing_QMSWINGCC.jpg)

#### QMSwingCC

Swing system to operate the future of Cocoa, which operates in daily bars, which makes long and short operations, and has a monetary stop loss.

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Hypothetical performance results have many inherent limitations, some of which are described below.

No representation is being made that any account will or may make profits or losses similar to those shown. In fact, there are often large differences between hypothetical performance results and the actual results subsequently achieved by any particular trading strategy.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, counterfactual trading does not involve financial risk, and no counterfactual trading record can fully explain the impact of financial risk on actual trading.

For example, the ability to withstand losses or stick to a particular trading strategy despite trading losses are important points that can also adversely affect actual trading results. There are numerous other factors related to the markets in general or the implementation of any specific trading strategy that cannot be fully considered in the preparation of hypothetical performance results and all of which may adversely affect actual trading results.