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GooTrader

Created by:
UserRemoved336
UserRemoved336
Started:   05/2013
Stocks
Last trade:   904 days ago

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Free AutoTrade
9.7%
Annual Return (Compounded)
94.4%
Max Drawdown
54
Num Trades
64.8%
Win Trades
3.1 : 1
Profit Factor
10.8%
Win Months
Hypothetical Monthly Returns (includes system fee and Typical Broker commissions and fees)
 JanFebMarAprMayJunJulAugSepOctNovDecYTD
2013                            +4.7%(4.6%)+10.6%(8.6%)+20.0%(56.8%)(64.1%)(44.7%)(89.9%)
2014  -    -  (2.7%)  -  (17.5%)  -  +1523.6%  -    -    -    -    -  +1203.0%
2015  -    -    -    -    -    -    -    -    -    -    -    -  0.0
2016  -    -    -    -    -                                            0.0

Model Account Details

Advanced users may want to use this information to adjust their AutoTrade scaling, or merely to understand the magnitudes of the nearby chart.

Long
Short
Win
Loss

Trading Record

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Opened Date/TimeSymbolDescriptionSideQtyAvg PriceClosed Date/TimeAvg PriceDrawdownP/L
9/27/13 11:44 NEWL NEWLEAD HOLDINGS LONG 0 0.00 12/6 10:35 0.00 164.61%
Trade id #83200438
Max drawdown($16,763)
Time10/16/13 15:25
Quant open2,514
Worst price0.08
Drawdown as % of equity-164.61%
($3)
Includes Typical Commission and AutoTrade Fees trade costs of $3.00
9/26/13 15:51 FU FAB UNIVERSAL SHORT 1,850 8.90 9/26 15:59 8.68 0.46%
Trade id #83186584
Max drawdown($73)
Time9/26/13 15:53
Quant open-1,850
Worst price8.94
Drawdown as % of equity-0.46%
$370
Includes Typical Commission and AutoTrade Fees trade costs of $37.00
9/26/13 15:45 FU FAB UNIVERSAL LONG 1,841 9.12 9/26 15:48 9.00 1.98%
Trade id #83186460
Max drawdown($312)
Time9/26/13 15:48
Quant open1,841
Worst price8.95
Drawdown as % of equity-1.98%
($258)
Includes Typical Commission and AutoTrade Fees trade costs of $36.82
9/26/13 14:51 FU FAB UNIVERSAL SHORT 1,560 9.90 9/26 15:19 9.50 1.28%
Trade id #83185564
Max drawdown($202)
Time9/26/13 15:03
Quant open-1,560
Worst price10.03
Drawdown as % of equity-1.28%
$593
Includes Typical Commission and AutoTrade Fees trade costs of $31.20
9/26/13 13:46 FU FAB UNIVERSAL SHORT 2,147 10.85 9/26 14:06 10.65 3.66%
Trade id #83184415
Max drawdown($579)
Time9/26/13 13:56
Quant open-2,147
Worst price11.12
Drawdown as % of equity-3.66%
$391
Includes Typical Commission and AutoTrade Fees trade costs of $42.94
9/26/13 12:04 FU FAB UNIVERSAL SHORT 1,300 11.05 9/26 13:40 10.71 3.99%
Trade id #83182959
Max drawdown($560)
Time9/26/13 12:28
Quant open-1,300
Worst price11.48
Drawdown as % of equity-3.99%
$415
Includes Typical Commission and AutoTrade Fees trade costs of $26.00
9/25/13 12:42 LLEN L&L ENERGY LONG 10,500 1.29 9/26 9:30 1.40 1.45%
Trade id #83146520
Max drawdown($210)
Time9/25/13 12:45
Quant open10,500
Worst price1.27
Drawdown as % of equity-1.45%
$945
Includes Typical Commission and AutoTrade Fees trade costs of $210.00
9/24/13 10:56 CY CYPRESS SEMICONDUCTOR CP LONG 1,540 9.98 9/25 12:31 9.20 8.4%
Trade id #83108408
Max drawdown($1,216)
Time9/25/13 12:31
Quant open1,540
Worst price9.19
Drawdown as % of equity-8.40%
($1,232)
Includes Typical Commission and AutoTrade Fees trade costs of $30.80
9/23/13 13:57 TWGP TOWER GROUP LONG 1,850 8.63 9/24 10:35 8.57 1.45%
Trade id #83092161
Max drawdown($222)
Time9/24/13 10:33
Quant open1,850
Worst price8.51
Drawdown as % of equity-1.45%
($148)
Includes Typical Commission and AutoTrade Fees trade costs of $37.00
9/23/13 12:33 TWGP TOWER GROUP LONG 1,800 8.42 9/23 13:22 8.56 n/a $216
Includes Typical Commission and AutoTrade Fees trade costs of $36.00
9/23/13 11:56 P PANDORA MEDIA LONG 622 24.10 9/23 12:31 24.31 1.27%
Trade id #83089901
Max drawdown($186)
Time9/23/13 12:16
Quant open622
Worst price23.80
Drawdown as % of equity-1.27%
$119
Includes Typical Commission and AutoTrade Fees trade costs of $12.44
9/23/13 11:06 TWGP TOWER GROUP LONG 1,764 8.41 9/23 11:18 8.55 0.36%
Trade id #83088825
Max drawdown($52)
Time9/23/13 11:11
Quant open1,764
Worst price8.38
Drawdown as % of equity-0.36%
$212
Includes Typical Commission and AutoTrade Fees trade costs of $35.28
9/23/13 10:23 TWGP TOWER GROUP LONG 1,666 8.40 9/23 10:49 8.50 0.51%
Trade id #83087587
Max drawdown($74)
Time9/23/13 10:31
Quant open1,666
Worst price8.36
Drawdown as % of equity-0.51%
$134
Includes Typical Commission and AutoTrade Fees trade costs of $33.32
9/23/13 10:17 P PANDORA MEDIA LONG 562 24.90 9/23 10:18 24.88 0.08%
Trade id #83087330
Max drawdown($11)
Time9/23/13 10:18
Quant open0
Worst price24.88
Drawdown as % of equity-0.08%
($22)
Includes Typical Commission and AutoTrade Fees trade costs of $11.24
8/13/13 15:32 CPST CAPSTONE TURBINE CORP LONG 2,000 1.17 9/19 12:53 1.18 1.87%
Trade id #82506546
Max drawdown($200)
Time9/4/13 13:55
Quant open2,000
Worst price1.07
Drawdown as % of equity-1.87%
($20)
Includes Typical Commission and AutoTrade Fees trade costs of $40.00
9/19/13 9:34 BPZ BPZ RESOURCES INC LONG 5,693 2.10 9/19 11:10 2.16 2%
Trade id #83044793
Max drawdown($285)
Time9/19/13 9:36
Quant open4,761
Worst price2.04
Drawdown as % of equity-2.00%
$256
Includes Typical Commission and AutoTrade Fees trade costs of $113.86
9/18/13 9:44 DECN DECISION DIAGNOSTICS LONG 19,558 0.58 9/18 10:50 0.61 11.29%
Trade id #83023913
Max drawdown($1,545)
Time9/18/13 10:11
Quant open19,558
Worst price0.50
Drawdown as % of equity-11.29%
$196
Includes Typical Commission and AutoTrade Fees trade costs of $391.16
9/17/13 10:33 NBY NOVABAY PHARMACEUTICALS LONG 252 39.50 9/17 14:57 40.50 1.83%
Trade id #83008451
Max drawdown($233)
Time9/17/13 14:15
Quant open6,300
Worst price1.54
Drawdown as % of equity-1.83%
$248
Includes Typical Commission and AutoTrade Fees trade costs of $5.04
9/17/13 14:04 GNVC GENVEC LONG 11,217 0.94 9/17 14:04 0.98 n/a $281
Includes Typical Commission and AutoTrade Fees trade costs of $224.34
9/17/13 9:58 GORO GOLD RESOURCE LONG 1,557 6.39 9/17 10:08 6.50 0%
Trade id #83007612
Max drawdown$0
Time9/17/13 10:00
Quant open1,557
Worst price6.39
Drawdown as % of equity0.00%
$140
Includes Typical Commission and AutoTrade Fees trade costs of $31.14
8/13/13 15:35 STP SUNTECH POWER HOLDINGS LONG 5,500 1.15 9/13 15:54 1.31 13.8%
Trade id #82506629
Max drawdown($1,490)
Time9/3/13 9:44
Quant open5,500
Worst price0.88
Drawdown as % of equity-13.80%
$785
Includes Typical Commission and AutoTrade Fees trade costs of $110.00
8/14/13 15:31 PPHM PEREGRINE PHARMACEUTICLS LONG 2,000 1.42 9/9 11:30 1.51 1.76%
Trade id #82530171
Max drawdown($200)
Time8/20/13 9:55
Quant open2,000
Worst price1.32
Drawdown as % of equity-1.76%
$140
Includes Typical Commission and AutoTrade Fees trade costs of $40.00
7/17/13 9:50 ASTI ASCENT SOLAR TECH INC LONG 89 11.30 8/13 15:07 7.70 3.23%
Trade id #82036074
Max drawdown($362)
Time8/9/13 9:31
Quant open885
Worst price0.72
Drawdown as % of equity-3.23%
($322)
Includes Typical Commission and AutoTrade Fees trade costs of $2.00
6/10/13 9:30 MTSN MATTSON TECHNOLOGY INC LONG 455 2.36 8/13 15:05 2.27 1.14%
Trade id #81388922
Max drawdown($131)
Time7/29/13 11:22
Quant open455
Worst price2.07
Drawdown as % of equity-1.14%
($50)
Includes Typical Commission and AutoTrade Fees trade costs of $9.10
6/4/13 9:30 OMX OFFICEMAX INCORPORATED LONG 100 13.08 8/13 15:05 11.44 1.98%
Trade id #81276336
Max drawdown($228)
Time7/30/13 9:38
Quant open100
Worst price10.80
Drawdown as % of equity-1.98%
($166)
Includes Typical Commission and AutoTrade Fees trade costs of $2.00
5/28/13 14:28 ZAZA ZAZA ENERGY CORP LONG 78 14.20 8/13 15:05 10.90 2.22%
Trade id #81135089
Max drawdown($256)
Time8/13/13 15:05
Quant open0
Worst price1.09
Drawdown as % of equity-2.22%
($259)
Includes Typical Commission and AutoTrade Fees trade costs of $2.00
7/17/13 11:55 ENPH ENPHASE ENERGY LONG 250 7.23 8/13 15:05 6.46 2.71%
Trade id #82039936
Max drawdown($307)
Time8/7/13 9:31
Quant open125
Worst price5.50
Drawdown as % of equity-2.71%
($198)
Includes Typical Commission and AutoTrade Fees trade costs of $5.00
6/14/13 9:56 PPHM PEREGRINE PHARMACEUTICLS LONG 9,645 1.41 8/13 10:39 1.52 5.85%
Trade id #81499156
Max drawdown($634)
Time6/27/13 9:36
Quant open1,760
Worst price1.11
Drawdown as % of equity-5.85%
$855
Includes Typical Commission and AutoTrade Fees trade costs of $192.90
8/12/13 9:38 MOBI SKY-MOBI ADR LONG 250 3.63 8/12 9:44 3.88 n/a $58
Includes Typical Commission and AutoTrade Fees trade costs of $5.00
5/28/13 13:49 CECO CAREER EDUCATION CORP LONG 883 3.00 7/8 10:08 3.27 3.92%
Trade id #81134131
Max drawdown($396)
Time6/25/13 9:39
Quant open883
Worst price2.55
Drawdown as % of equity-3.92%
$222
Includes Typical Commission and AutoTrade Fees trade costs of $17.66

Statistics

  • Strategy began
    5/23/2013
  • Starting Unit Size
    $10,000
  • Strategy Age (days)
    1098.11
  • Age
    37 months ago
  • What it trades
    Stocks
  • # Trades
    54
  • # Profitable
    35
  • % Profitable
    64.80%
  • Avg trade duration
    12.0 days
  • Max peak-to-valley drawdown
    94.37%
  • drawdown period
    Sept 26, 2013 - May 15, 2014
  • Annual Return (Compounded)
    9.7%
  • Avg win
    $289.34
  • Avg loss
    $173.95
  • Ratios
  • W:L ratio
    3.11:1
  • Sharpe Ratio
    0.308
  • Sortino Ratio
    1.002
  • Calmar Ratio
    0.631
  • Return Statistics
  • Ann Return (w trading costs)
    9.7%
  • Ann Return (Compnd, No Fees)
    19.1%
  • Risk of Ruin (Monte-Carlo)
  • Chance of 10% account loss
    100.00%
  • Chance of 20% account loss
    100.00%
  • Chance of 30% account loss
    100.00%
  • Chance of 40% account loss
    100.00%
  • Chance of 50% account loss
    100.00%
  • Popularity
  • Popularity (Today)
    0
  • Popularity (Last 6 weeks)
    0
  • Trades-Own-System Certification
  • Trades Own System?
    0
  • TOS percent
    n/a
  • Subscription Price
  • Billing Period (days)
    30
  • Trial Days
    7
  • Win / Loss
  • Avg Loss
    $174
  • Avg Win
    $289
  • # Winners
    35
  • # Losers
    19
  • % Winners
    64.8%
  • Frequency
  • Avg Position Time (mins)
    17258.10
  • Avg Position Time (hrs)
    287.63
  • Avg Trade Length
    12.0 days
  • Last Trade Ago
    901
  • Analysis based on MONTHLY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.66263
  • SD
    2.43632
  • Sharpe ratio (Glass type estimate)
    0.68244
  • Sharpe ratio (Hedges UMVUE)
    0.64764
  • df
    15.00000
  • t
    0.78801
  • p
    0.37392
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.04315
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.38597
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.06549
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.36076
  • Statistics related to Sortino ratio
  • Sortino ratio
    3.26758
  • Upside Potential Ratio
    4.37914
  • Upside part of mean
    2.22822
  • Downside part of mean
    -0.56559
  • Upside SD
    2.35290
  • Downside SD
    0.50883
  • N nonnegative terms
    4.00000
  • N negative terms
    12.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    16.00000
  • Mean of predictor
    0.15122
  • Mean of criterion
    1.66263
  • SD of predictor
    0.11773
  • SD of criterion
    2.43632
  • Covariance
    -0.03101
  • r
    -0.10811
  • b (slope, estimate of beta)
    -2.23711
  • a (intercept, estimate of alpha)
    2.00093
  • Mean Square Error
    6.28530
  • DF error
    14.00000
  • t(b)
    -0.40688
  • p(b)
    0.55405
  • t(a)
    0.86064
  • p(a)
    0.38792
  • Lowerbound of 95% confidence interval for beta
    -14.02970
  • Upperbound of 95% confidence interval for beta
    9.55544
  • Lowerbound of 95% confidence interval for alpha
    -2.98554
  • Upperbound of 95% confidence interval for alpha
    6.98739
  • Treynor index (mean / b)
    -0.74320
  • Jensen alpha (a)
    2.00093
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.38665
  • SD
    1.40598
  • Sharpe ratio (Glass type estimate)
    0.27500
  • Sharpe ratio (Hedges UMVUE)
    0.26098
  • df
    15.00000
  • t
    0.31755
  • p
    0.44804
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.42967
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.97068
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.43896
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.96093
  • Statistics related to Sortino ratio
  • Sortino ratio
    0.51886
  • Upside Potential Ratio
    1.56529
  • Upside part of mean
    1.16645
  • Downside part of mean
    -0.77980
  • Upside SD
    1.14472
  • Downside SD
    0.74520
  • N nonnegative terms
    4.00000
  • N negative terms
    12.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    16.00000
  • Mean of predictor
    0.14393
  • Mean of criterion
    0.38665
  • SD of predictor
    0.11470
  • SD of criterion
    1.40598
  • Covariance
    -0.03256
  • r
    -0.20189
  • b (slope, estimate of beta)
    -2.47469
  • a (intercept, estimate of alpha)
    0.74284
  • Mean Square Error
    2.03166
  • DF error
    14.00000
  • t(b)
    -0.77129
  • p(b)
    0.60095
  • t(a)
    0.56363
  • p(a)
    0.42552
  • Lowerbound of 95% confidence interval for beta
    -9.35623
  • Upperbound of 95% confidence interval for beta
    4.40685
  • Lowerbound of 95% confidence interval for alpha
    -2.08389
  • Upperbound of 95% confidence interval for alpha
    3.56957
  • Treynor index (mean / b)
    -0.15624
  • Jensen alpha (a)
    0.74284
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.47026
  • Expected Shortfall on VaR
    0.54814
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.13744
  • Expected Shortfall on VaR
    0.29370
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    16.00000
  • Minimum
    0.42817
  • Quartile 1
    0.99456
  • Median
    1.00000
  • Quartile 3
    1.00280
  • Maximum
    3.71150
  • Mean of quarter 1
    0.81530
  • Mean of quarter 2
    0.99866
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.74357
  • Inter Quartile Range
    0.00824
  • Number outliers low
    3.00000
  • Percentage of outliers low
    0.18750
  • Mean of outliers low
    0.75562
  • Number of outliers high
    3.00000
  • Percentage of outliers high
    0.18750
  • Mean of outliers high
    1.98769
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    -0.32564
  • VaR(95%) (moments method)
    0.03136
  • Expected Shortfall (moments method)
    0.04310
  • Extreme Value Index (regression method)
    1.42443
  • VaR(95%) (regression method)
    0.36335
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    2.00000
  • Minimum
    0.00537
  • Quartile 1
    0.16427
  • Median
    0.32318
  • Quartile 3
    0.48208
  • Maximum
    0.64099
  • Mean of quarter 1
    0.00537
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.64099
  • Inter Quartile Range
    0.31781
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.52268
  • Compounded annual return (geometric extrapolation)
    0.48677
  • Calmar ratio (compounded annual return / max draw down)
    0.75940
  • Compounded annual return / average of 25% largest draw downs
    0.75940
  • Compounded annual return / Expected Shortfall lognormal
    0.88802
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, full history
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    1.48435
  • SD
    2.34728
  • Sharpe ratio (Glass type estimate)
    0.63237
  • Sharpe ratio (Hedges UMVUE)
    0.63137
  • df
    476.00000
  • t
    0.74465
  • p
    0.22843
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.03286
  • Upperbound of 95% confidence interval for Sharpe Ratio
    2.29699
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.03355
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    2.29629
  • Statistics related to Sortino ratio
  • Sortino ratio
    4.31365
  • Upside Potential Ratio
    8.89044
  • Upside part of mean
    3.05925
  • Downside part of mean
    -1.57490
  • Upside SD
    2.32082
  • Downside SD
    0.34410
  • N nonnegative terms
    66.00000
  • N negative terms
    411.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    477.00000
  • Mean of predictor
    0.16458
  • Mean of criterion
    1.48435
  • SD of predictor
    0.18811
  • SD of criterion
    2.34728
  • Covariance
    -0.00540
  • r
    -0.01223
  • b (slope, estimate of beta)
    -0.15258
  • a (intercept, estimate of alpha)
    1.50946
  • Mean Square Error
    5.52051
  • DF error
    475.00000
  • t(b)
    -0.26651
  • p(b)
    0.60502
  • t(a)
    0.75566
  • p(a)
    0.22511
  • Lowerbound of 95% confidence interval for beta
    -1.27754
  • Upperbound of 95% confidence interval for beta
    0.97238
  • Lowerbound of 95% confidence interval for alpha
    -2.41563
  • Upperbound of 95% confidence interval for alpha
    5.43455
  • Treynor index (mean / b)
    -9.72845
  • Jensen alpha (a)
    1.50946
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    0.37141
  • SD
    1.20539
  • Sharpe ratio (Glass type estimate)
    0.30812
  • Sharpe ratio (Hedges UMVUE)
    0.30764
  • df
    476.00000
  • t
    0.36283
  • p
    0.35845
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    -1.35658
  • Upperbound of 95% confidence interval for Sharpe Ratio
    1.97253
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -1.35691
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    1.97219
  • Statistics related to Sortino ratio
  • Sortino ratio
    1.00162
  • Upside Potential Ratio
    5.42493
  • Upside part of mean
    2.01161
  • Downside part of mean
    -1.64020
  • Upside SD
    1.14578
  • Downside SD
    0.37081
  • N nonnegative terms
    66.00000
  • N negative terms
    411.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    477.00000
  • Mean of predictor
    0.14686
  • Mean of criterion
    0.37141
  • SD of predictor
    0.18836
  • SD of criterion
    1.20539
  • Covariance
    -0.00342
  • r
    -0.01507
  • b (slope, estimate of beta)
    -0.09641
  • a (intercept, estimate of alpha)
    0.38557
  • Mean Square Error
    1.45568
  • DF error
    475.00000
  • t(b)
    -0.32837
  • p(b)
    0.62861
  • t(a)
    0.37598
  • p(a)
    0.35355
  • Lowerbound of 95% confidence interval for beta
    -0.67329
  • Upperbound of 95% confidence interval for beta
    0.48048
  • Lowerbound of 95% confidence interval for alpha
    -1.62952
  • Upperbound of 95% confidence interval for alpha
    2.40065
  • Treynor index (mean / b)
    -3.85259
  • Jensen alpha (a)
    0.38557
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.10041
  • Expected Shortfall on VaR
    0.12426
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.01452
  • Expected Shortfall on VaR
    0.03185
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    477.00000
  • Minimum
    0.76292
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    3.71216
  • Mean of quarter 1
    0.98190
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.03566
  • Inter Quartile Range
    0.00000
  • Number outliers low
    85.00000
  • Percentage of outliers low
    0.17820
  • Mean of outliers low
    0.97445
  • Number of outliers high
    66.00000
  • Percentage of outliers high
    0.13836
  • Mean of outliers high
    1.06430
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.38749
  • VaR(95%) (moments method)
    0.00356
  • Expected Shortfall (moments method)
    0.00852
  • Extreme Value Index (regression method)
    0.47375
  • VaR(95%) (regression method)
    0.01598
  • Expected Shortfall (regression method)
    0.04746
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    10.00000
  • Minimum
    0.00062
  • Quartile 1
    0.01051
  • Median
    0.02492
  • Quartile 3
    0.08236
  • Maximum
    0.73607
  • Mean of quarter 1
    0.00511
  • Mean of quarter 2
    0.02065
  • Mean of quarter 3
    0.03786
  • Mean of quarter 4
    0.31561
  • Inter Quartile Range
    0.07185
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    1.00000
  • Percentage of outliers high
    0.10000
  • Mean of outliers high
    0.73607
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.86845
  • VaR(95%) (moments method)
    0.38109
  • Expected Shortfall (moments method)
    3.09322
  • Extreme Value Index (regression method)
    3.70718
  • VaR(95%) (regression method)
    1.62201
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.50259
  • Compounded annual return (geometric extrapolation)
    0.46427
  • Calmar ratio (compounded annual return / max draw down)
    0.63074
  • Compounded annual return / average of 25% largest draw downs
    1.47106
  • Compounded annual return / Expected Shortfall lognormal
    3.73626
  • 0.00000
  • 0.00000
  • Analysis based on DAILY values, last 6 months only
  • RATIO STATISTICS
  • Ratio statistics of excess return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.00995
  • SD
    0.00000
  • Sharpe ratio (Glass type estimate)
    0.00000
  • Sharpe ratio (Hedges UMVUE)
    0.00000
  • df
    0.00000
  • t
    0.00000
  • p
    0.00000
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    0.00000
  • Statistics related to Sortino ratio
  • Sortino ratio
    -18.54720
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.00000
  • Downside part of mean
    -0.00995
  • Upside SD
    0.00000
  • Downside SD
    0.00054
  • N nonnegative terms
    0.00000
  • N negative terms
    172.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    172.00000
  • Mean of predictor
    0.00198
  • Mean of criterion
    -0.00995
  • SD of predictor
    0.24677
  • SD of criterion
    0.00000
  • Covariance
    0.00000
  • r
    0.00000
  • b (slope, estimate of beta)
    0.00000
  • a (intercept, estimate of alpha)
    0.00000
  • Mean Square Error
    0.00000
  • DF error
    0.00000
  • t(b)
    0.00000
  • p(b)
    0.00000
  • t(a)
    0.00000
  • p(a)
    0.00000
  • Lowerbound of 95% confidence interval for beta
    0.00000
  • Upperbound of 95% confidence interval for beta
    0.00000
  • Lowerbound of 95% confidence interval for alpha
    0.00000
  • Upperbound of 95% confidence interval for alpha
    0.00000
  • Treynor index (mean / b)
    0.00000
  • Jensen alpha (a)
    0.00000
  • Ratio statistics of excess log return rates
  • Statistics related to Sharpe ratio
  • Mean
    -0.00995
  • SD
    0.00000
  • Sharpe ratio (Glass type estimate)
    -31576300000000000.00000
  • Sharpe ratio (Hedges UMVUE)
    -31437600000000000.00000
  • df
    171.00000
  • t
    -22327800000000000.00000
  • p
    1.00000
  • Lowerbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Upperbound of 95% confidence interval for Sharpe Ratio
    0.00000
  • Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -34769500000000000.00000
  • Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation
    -28105800000000000.00000
  • Statistics related to Sortino ratio
  • Sortino ratio
    -18.54720
  • Upside Potential Ratio
    0.00000
  • Upside part of mean
    0.00000
  • Downside part of mean
    -0.00995
  • Upside SD
    0.00000
  • Downside SD
    0.00054
  • N nonnegative terms
    0.00000
  • N negative terms
    172.00000
  • Statistics related to linear regression on benchmark
  • N of observations
    172.00000
  • Mean of predictor
    -0.02838
  • Mean of criterion
    -0.00995
  • SD of predictor
    0.24736
  • SD of criterion
    0.00000
  • Covariance
    -0.00000
  • r
    -0.00000
  • b (slope, estimate of beta)
    -0.00000
  • a (intercept, estimate of alpha)
    -0.00995
  • Mean Square Error
    0.00000
  • DF error
    170.00000
  • t(b)
    -0.00000
  • p(b)
    0.50000
  • t(a)
    -22262000000000000.00000
  • p(a)
    1.00000
  • Lowerbound of 95% confidence interval for beta
    -0.00000
  • Upperbound of 95% confidence interval for beta
    0.00000
  • Lowerbound of 95% confidence interval for alpha
    -0.00995
  • Upperbound of 95% confidence interval for alpha
    -0.00995
  • Treynor index (mean / b)
    341021000000000010293600881475584.00000
  • Jensen alpha (a)
    -0.00995
  • Risk estimates for a one-period unit investment (parametric)
  • assuming log normal returns and losses (using central moments from Sharpe statistics)
  • VaR(95%)
    0.00003
  • Expected Shortfall on VaR
    0.00003
  • assuming Pareto losses only (using partial moments from Sortino statistics)
  • VaR(95%)
    0.00000
  • Expected Shortfall on VaR
    0.00000
  • ORDER STATISTICS
  • Quartiles of return rates
  • Number of observations
    172.00000
  • Minimum
    1.00000
  • Quartile 1
    1.00000
  • Median
    1.00000
  • Quartile 3
    1.00000
  • Maximum
    1.00000
  • Mean of quarter 1
    1.00000
  • Mean of quarter 2
    1.00000
  • Mean of quarter 3
    1.00000
  • Mean of quarter 4
    1.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates for a one-period unit investment (based on Ex
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • DRAW DOWN STATISTICS
  • Quartiles of draw downs
  • Number of observations
    0.00000
  • Minimum
    0.00000
  • Quartile 1
    0.00000
  • Median
    0.00000
  • Quartile 3
    0.00000
  • Maximum
    0.00000
  • Mean of quarter 1
    0.00000
  • Mean of quarter 2
    0.00000
  • Mean of quarter 3
    0.00000
  • Mean of quarter 4
    0.00000
  • Inter Quartile Range
    0.00000
  • Number outliers low
    0.00000
  • Percentage of outliers low
    0.00000
  • Mean of outliers low
    0.00000
  • Number of outliers high
    0.00000
  • Percentage of outliers high
    0.00000
  • Mean of outliers high
    0.00000
  • Risk estimates based on draw downs (based on Extreme Value T
  • Extreme Value Index (moments method)
    0.00000
  • VaR(95%) (moments method)
    0.00000
  • Expected Shortfall (moments method)
    0.00000
  • Extreme Value Index (regression method)
    0.00000
  • VaR(95%) (regression method)
    0.00000
  • Expected Shortfall (regression method)
    0.00000
  • COMBINED STATISTICS
  • Annualized return (arithmetic extrapolation)
    0.00000
  • Compounded annual return (geometric extrapolation)
    0.00000
  • Calmar ratio (compounded annual return / max draw down)
    0.00000
  • Compounded annual return / average of 25% largest draw downs
    0.00000
  • Compounded annual return / Expected Shortfall lognormal
    0.00000

Strategy Description

Gambling is a fundamental brick in the foundation of economic and investment thinking 13€Š moreover, if one expects to beat the markets, risk is a necessary component to success. GooTrader is an unorthodox, proprietary, swing duration (1-4 days), trading system that is structured around hype and bad news. The system is designed to accommodate temporary LONG and SHORT positions into oversold and overbought companies amongst the array of four exchanges. As investors, we tend to think of 1Crisk 1D in predominantly negative terms, as something to be avoided or a threat that we hope won't materialize. In reality, risk is inseparable from performance, and rather than being desirable or undesirable, is simply necessary. GooTrader is simple to follow, safe (low peak-to-valley drawdown), and effective. Its signals are generated by mathematical derivations and relations of price and volume. Some elements look at various correlations between different markets before opening a trade, employing a top-down approach that begins with broad-based macro analysis. Various sentiment indicators such as volatility, hype elasticity and AX movement on Level 2 quotes also used to forecast price movements and density of prices.

Statistics

Strategy began
2013-05-23
Minimum Capital Required
$10,000
# Trades
54
# Profitable
35
% Profitable
64.8%
Net Dividends
Correlation S&P500
-0.020
Sharpe Ratio
0.308

Latest

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About the results you see on this Web site

Past results are not necessarily indicative of future results.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program, which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Material assumptions and methods used when calculating results

The following are material assumptions used when calculating any hypothetical monthly results that appear on our web site.

  • Profits are reinvested. We assume profits (when there are profits) are reinvested in the trading strategy.
  • Starting investment size. For any trading strategy on our site, hypothetical results are based on the assumption that you invested the starting amount shown on the strategy's performance chart. In some cases, nominal dollar amounts on the equity chart have been re-scaled downward to make current go-forward trading sizes more manageable. In these cases, it may not have been possible to trade the strategy historically at the equity levels shown on the chart, and a higher minimum capital was required in the past.
  • All fees are included. When calculating cumulative returns, we try to estimate and include all the fees a typical trader incurs when AutoTrading using AutoTrade technology. This includes the subscription cost of the strategy, plus any per-trade AutoTrade fees, plus estimated broker commissions if any.
  • "Max Drawdown" Calculation Method. We calculate the Max Drawdown statistic as follows. Our computer software looks at the equity chart of the system in question and finds the largest percentage amount that the equity chart ever declines from a local "peak" to a subsequent point in time (thus this is formally called "Maximum Peak to Valley Drawdown.") While this is useful information when evaluating trading systems, you should keep in mind that past performance does not guarantee future results. Therefore, future drawdowns may be larger than the historical maximum drawdowns you see here.

Trading is risky

There is a substantial risk of loss in futures and forex trading. Online trading of stocks and options is extremely risky. Assume you will lose money. Don't trade with money you cannot afford to lose.

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