NORTH – Long Only
Direction: Long Only
Leverage Used: 2:1
Max Drawdown: -1.25%
Starting Capital: $10,000
Ending Capital: $12,034
Net Profit (Month January): $2,034
Net Profit % (Month January): 20.34%
Net Profit (Since Inception): $2,034
Net Profit % (Since Inception): 20.34%
Excellent start of the year! System finished the month with a double digit profits, with a very small drawdown of -1.25%. Based on backtesting results we’ve done, average monthly profit is from 5% to 8%, so this result is very unusuall and we have to be very cautios next few months as results tend to reverse to their average values.
At the end of a January, system made 20.34% before commissions and made a compounded profits of 20.34% since January 2011. Drawdown in January was -1.25%, and that is also maximum historical drawdown. Largest daily loss was -1.25% and largest daily gain was 3.19%.
At the end of January 2011 this system made $2,034 and finished a month with a balance of $12,034.
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