Reverse Motion LLC has in a Microsoft Excel file every trade the system made for the E-Mini S&P 500 Futures contract since March 8, 2001 to present. When you purchase this historical file you will be able to view and track the entire system results on a contract by contract basis. Some key metrics include:
Net Return
Annual Rate of Return
Profit Factor
Total Number of Trades
Average Net Profit per Trade
Largest Winning Trade
Largest Losing Trade
Return on Initial Capital
Maximum Drawdown
Maximum Equity Peak
Attached is a sample report for the ESU05 contract. Please click below to view the file.
When you purchase the historical data file you will receive the system file from March 8, 2001 up to the trading day prior to purchase date. The file will be sent in an email attachment directly to your email address within 72 hours, allowing for the most recent data to be uploaded to the file. The data can be purchased by going to our Order Page on the website.
Figures are based on a starting account balance of $0 that began on March 8, 2001. Calculations are made using 1-minute bar data for the E-Mini Standard and Poor’s 500 Futures contract near month delivery. Past performance is not indicative of future trading results.