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.
Operations chart
Swing system
Operates the future of Live Cattle
Operable symbol
LC
Timeframe
Daily bars
Out-of-sample period
Since March 2017
Price
699 €
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
Drawdown Curve
In this chart you can see the drawdown of this swing trading strategy expressed in dollars: QMSwingLC
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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.