SYSTEM:
SYSTEM PERFORMANCE PROFIT AND LOSS GRAPH
Annual
Monthly
MULTISYSTEMS
SYMBOLS
SP500 E mini
Crude Oil
Euro
Gold
NASDAQ index
Japanese Yen
DOW index
Natural Gas
Australian Dollar
Soybeans
British Pound
Corn
Heating Oil
Gasoline
Swiss Franc
Wheat
Soy meal
Nikkei index
Platinum
Capital:
100000
Risk:
0.075
Dates
Start:
End:
Costs
slippage
Long+Short
Short Only
Long Only
DATA
SETTINGS
FILTERS
RUN BACKTEST
SYSTEM PERFORMANCE METRICS
P+L
#tds
max dd
gain/pain
#cts
max prof
prof factor
ave win
short prof
%win
ave loss
long prof
ave td
win/loss
SYSTEM
ANNUAL
PERFORMANCE METRICS
Ave
an
rtn
Max
an
rtn
Min
an
rtn
Ave
an
DD
Max
an
DD
Min
an
DD
Ave
an
prof
Max
an
prof
Min
an
prof
Year
Starting $
Ending $
Profit
Max Equity
Min Equity
Max DD %
Annual %
SETTINGS
slippage # ticks:
outlier filter (x * # ticks)
capital range
risk range
DATA
SAVE .CSV
SECONDARY PROCESSING FILTERS
DOW and TOD filters
Monday
Tuesday
Wednesday
Thursday
Friday
Sunday
MOY filter
January
February
March
April
May
June
July
August
September
October
November
December
Select a Multisystem from the right, then choose your settings, then click "Run Backtest"