You can also browse other Free Futures Spread Trading Strategies, we publish a free trading strategy each month.
This futures spread combines several conditions to create good trading opportunity.
| Years# | Win% | Win# | Loss# | APW% | Days# | APPD | PF | SL | RRR | ProfitØ | DDØ | WinØ | LossØ | BestØ | WorstØ | Total Profit | Profit | Loss | SL ProfitØ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 100% | 5 | 0 | 60% | 40 | 9.87 | 9999 | 285.60 | 3.39 | 394.80 | -288.12 | 394.80 | 0.00 | 532.56 | -157.08 | 1974.00 | 1974.00 | 0.00 | 285.60 |
| 10 | 100% | 10 | 0 | 70% | 40 | 11.73 | 9999 | 285.60 | 5.66 | 469.14 | -388.92 | 469.14 | 0.00 | 661.08 | -116.76 | 4691.40 | 4691.40 | 0.00 | 285.60 |
| 15 | 93% | 14 | 1 | 60% | 40 | 11.18 | 40.92 | 285.60 | 6.41 | 447.16 | -374.08 | 491.10 | -168.00 | 660.52 | -103.04 | 6707.40 | 6875.40 | -168.00 | 285.60 |
| 20 | 85% | 17 | 3 | 70% | 40 | 9.85 | 18.06 | 285.60 | 5.97 | 394.17 | -328.86 | 490.91 | -154.00 | 586.74 | -98.28 | 7883.40 | 8345.40 | -462.00 | 285.60 |
| 30 | 80% | 24 | 6 | 57% | 40 | 7.71 | 13.37 | 285.60 | 4.29 | 308.28 | -325.92 | 434.61 | -106.80 | 502.18 | -117.04 | 9248.40 | 9996.00 | -747.60 | 285.60 |
| 36 | 78% | 28 | 8 | 67% | 40 | 6.60 | 8.52 | 285.60 | 3.87 | 264.02 | -353.85 | 398.84 | -140.47 | 485.45 | -125.53 | 9504.60 | 10768.80 | -1264.20 | 285.60 |
| Year | Enter date | Enter price | Exit date | Exit price | Points | Profit | Days# | Best Date | Best | Worst Date | Worst | Drawdown |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | 2014-07-24 | -0.0057 | 2014-08-29 | -0.0003 | 0.0054 | 226.80 | 37 | 2014-08-29 | 226.80 | 2014-08-18 | -130.20 | -205.80 |
| 2013 | 2013-07-24 | 0.0104 | 2013-08-30 | 0.0219 | 0.0115 | 483.00 | 38 | 2013-08-29 | 747.60 | 2013-08-07 | -285.60 | -474.60 |
| 2012 | 2012-07-24 | 0.0024 | 2012-08-31 | 0.0214 | 0.0190 | 798.00 | 39 | 2012-08-31 | 798.00 | 2012-07-31 | -168.00 | -298.20 |
| 2011 | 2011-07-25 | -0.0152 | 2011-09-01 | -0.0050 | 0.0102 | 428.40 | 39 | 2011-08-26 | 646.80 | 2011-07-27 | -151.20 | -243.60 |
| 2010 | 2010-07-26 | -0.0451 | 2010-09-01 | -0.0442 | 0.0009 | 37.80 | 38 | 2010-08-26 | 243.60 | 2010-07-28 | -50.40 | -218.40 |
| 2009 | 2009-07-24 | -0.0583 | 2009-09-01 | -0.0581 | 0.0002 | 8.40 | 40 | 2009-08-24 | 483.00 | 2009-07-29 | -130.20 | -474.60 |
| 2008 | 2008-07-24 | -0.0490 | 2008-08-29 | -0.0445 | 0.0045 | 189.00 | 37 | 2008-08-27 | 399.00 | 2008-08-12 | -189.00 | -336.00 |
| 2007 | 2007-07-24 | -0.0190 | 2007-08-31 | 0.0020 | 0.0210 | 882.00 | 39 | 2007-08-31 | 882.00 | 2007-08-06 | -21.00 | -567.00 |
| 2006 | 2006-07-24 | -0.0600 | 2006-09-01 | -0.0590 | 0.0010 | 42.00 | 40 | 2006-08-22 | 588.00 | 2006-07-25 | -21.00 | -546.00 |
| 2005 | 2005-07-25 | -0.0310 | 2005-09-01 | 0.0070 | 0.0380 | 1596.00 | 39 | 2005-09-01 | 1596.00 | 2005-08-26 | -21.00 | -525.00 |
| 2004 | 2004-07-26 | 0.0075 | 2004-09-01 | 0.0035 | -0.0040 | -168.00 | 38 | 2004-08-05 | 252.00 | 2004-08-31 | -315.00 | -567.00 |
| 2003 | 2003-07-24 | 0.0035 | 2003-08-29 | 0.0065 | 0.0030 | 126.00 | 37 | 2003-08-07 | 462.00 | - | 0.00 | -420.00 |
| 2002 | 2002-07-24 | -0.0025 | 2002-08-30 | 0.0055 | 0.0080 | 336.00 | 38 | 2002-08-22 | 420.00 | 2002-08-05 | -63.00 | -147.00 |
| 2001 | 2001-07-24 | 0.0000 | 2001-08-31 | 0.0070 | 0.0070 | 294.00 | 39 | 2001-08-29 | 336.00 | - | 0.00 | -189.00 |
| 2000 | 2000-07-24 | 0.0105 | 2000-09-01 | 0.0445 | 0.0340 | 1428.00 | 40 | 2000-08-28 | 1827.00 | - | 0.00 | -399.00 |
| 1999 | 1999-07-26 | -0.0015 | 1999-09-01 | 0.0080 | 0.0095 | 399.00 | 38 | 1999-08-23 | 483.00 | 1999-07-27 | -21.00 | -210.00 |
| 1998 | 1998-07-24 | -0.0195 | 1998-09-01 | -0.0225 | -0.0030 | -126.00 | 40 | - | 0.00 | 1998-08-28 | -189.00 | -189.00 |
| 1997 | 1997-07-24 | -0.0060 | 1997-08-29 | -0.0100 | -0.0040 | -168.00 | 37 | 1997-08-04 | 273.00 | 1997-08-26 | -168.00 | -441.00 |
| 1996 | 1996-07-24 | 0.0090 | 1996-08-30 | 0.0250 | 0.0160 | 672.00 | 38 | 1996-08-30 | 672.00 | 1996-07-26 | -42.00 | -105.00 |
| 1995 | 1995-07-24 | -0.0040 | 1995-09-01 | 0.0055 | 0.0095 | 399.00 | 40 | 1995-09-01 | 399.00 | - | 0.00 | -21.00 |
| 1994 | 1994-07-25 | -0.0070 | 1994-09-01 | -0.0090 | -0.0020 | -84.00 | 39 | 1994-08-01 | 189.00 | 1994-08-22 | -168.00 | -357.00 |
| 1993 | 1993-07-26 | -0.0100 | 1993-09-01 | -0.0078 | 0.0022 | 92.40 | 38 | 1993-08-30 | 189.00 | 1993-08-09 | -189.00 | -252.00 |
| 1992 | 1992-07-24 | 0.0105 | 1992-09-01 | 0.0075 | -0.0030 | -126.00 | 40 | - | 0.00 | 1992-08-11 | -399.00 | -399.00 |
| 1991 | 1991-07-24 | 0.0118 | 1991-08-30 | 0.0162 | 0.0044 | 184.80 | 38 | 1991-08-20 | 289.80 | 1991-08-14 | -67.20 | -231.00 |
| 1990 | 1990-07-24 | 0.0064 | 1990-08-31 | 0.0265 | 0.0201 | 844.20 | 39 | 1990-08-24 | 1780.80 | 1990-07-31 | -130.20 | -936.60 |
| 1989 | 1989-07-24 | 0.0084 | 1989-09-01 | 0.0126 | 0.0042 | 176.40 | 40 | 1989-08-31 | 197.40 | 1989-08-08 | -226.80 | -231.00 |
| 1988 | 1988-07-25 | 0.0027 | 1988-09-01 | 0.0009 | -0.0018 | -75.60 | 39 | 1988-08-01 | 21.00 | 1988-08-30 | -197.40 | -218.40 |
| 1987 | 1987-07-24 | -0.0105 | 1987-09-01 | -0.0105 | 0.0000 | 0.00 | 40 | 1987-08-06 | 105.00 | 1987-08-25 | -92.40 | -197.40 |
| 1986 | 1986-07-24 | -0.0072 | 1986-08-29 | -0.0040 | 0.0032 | 134.40 | 37 | 1986-08-15 | 331.80 | 1986-07-25 | -75.60 | -197.40 |
| 1985 | 1985-07-24 | 0.0008 | 1985-08-30 | 0.0060 | 0.0052 | 218.40 | 38 | 1985-08-02 | 226.80 | - | 0.00 | -180.60 |
| 1984 | 1984-07-24 | -0.0036 | 1984-08-31 | -0.0023 | 0.0013 | 54.60 | 39 | 1984-08-07 | 625.80 | 1984-07-27 | -67.20 | -571.20 |
| 1983 | 1983-07-25 | 0.0043 | 1983-09-01 | 0.0113 | 0.0070 | 294.00 | 39 | 1983-08-26 | 315.00 | 1983-08-22 | -130.20 | -306.60 |
| 1982 | 1982-07-26 | -0.0126 | 1982-09-01 | -0.0042 | 0.0084 | 352.80 | 38 | 1982-08-24 | 634.20 | 1982-07-27 | -4.20 | -512.40 |
| 1981 | 1981-07-24 | -0.0305 | 1981-09-01 | -0.0288 | 0.0017 | 71.40 | 40 | 1981-09-01 | 71.40 | 1981-08-17 | -130.20 | -130.20 |
| 1980 | 1980-07-24 | -0.0275 | 1980-08-29 | -0.0295 | -0.0020 | -84.00 | 37 | 1980-08-04 | 441.00 | 1980-08-21 | -243.60 | -684.60 |
| 1979 | 1979-07-24 | -0.0097 | 1979-08-31 | -0.0200 | -0.0103 | -432.60 | 39 | 1979-08-08 | 323.40 | 1979-08-23 | -432.60 | -756.00 |
The information presented in this site is for general information purposes only. Although every effort attempt has been made to assure accuracy, we assume no responsibility for errors or omissions. Everything is provided for illustrative purposes only and should not be construed as investment advice or strategy. This site disclaims any responsibility for losses incurred for market positions taken by visitors or registered users, or for any misunderstanding on the part of any users of this website. This site shall not be liable for any indirect incidental, special or consequential damages, and in no event will this site be held liable for any of the products or services offered through this website.
The risk of loss in trading commodities can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. The high degree of leverage that is often obtainable in commodity trading can work against you as well for you. The use of leverage can lead to large losses as well as gains. Past results are not indicative of future results. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight.
© 2013, SeasonAlgo.com
