You can also browse other Free Futures Spread Trading Strategies, we publish a free trading strategy each month.
This spread combines several conditions to create good trading opportunity.
Please note that this is intercommodity spread where you must expect higher volatility
| 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% | 129 | 93.38 | 9999 | 4233.60 | 8.95 | 12046.44 | -4310.88 | 12046.44 | 0.00 | 13531.56 | -1511.16 | 60232.20 | 60232.20 | 0.00 | 1155.00 |
| 10 | 90% | 9 | 1 | 50% | 129 | 49.13 | 5.43 | 4233.60 | 2.43 | 6337.80 | -6681.78 | 8632.40 | -14313.60 | 9214.38 | -3796.80 | 63378.00 | 77691.60 | -14313.60 | 1155.00 |
| 15 | 93% | 14 | 1 | 40% | 129 | 39.97 | 6.40 | 4233.60 | 2.52 | 5156.76 | -5103.84 | 6547.50 | -14313.60 | 7322.28 | -2902.48 | 77351.40 | 91665.00 | -14313.60 | 1155.00 |
| 20 | 85% | 17 | 3 | 50% | 129 | 31.25 | 5.90 | 4233.60 | 2.48 | 4031.16 | -4182.15 | 5709.53 | -5479.60 | 5872.23 | -2364.81 | 80623.20 | 97062.00 | -16438.80 | 1155.00 |
| 28 | 75% | 21 | 7 | 50% | 129 | 23.34 | 5.48 | 4233.60 | 2.31 | 3010.95 | -3632.70 | 4910.20 | -2686.80 | 4687.05 | -2031.60 | 84306.60 | 103114.20 | -18807.60 | 1848.00 |
| Year | Enter date | Enter price | Exit date | Exit price | Points | Profit | Days# | Best Date | Best | Worst Date | Worst | Drawdown |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | 2012-11-19 | -0.1590 | 2013-03-26 | 0.2212 | 0.3802 | 15968.40 | 128 | 2013-03-26 | 15968.40 | 2012-11-23 | -537.60 | -2209.20 |
| 2012 | 2011-11-18 | -0.3307 | 2012-03-26 | 0.1699 | 0.5006 | 21025.20 | 130 | 2012-03-26 | 21025.20 | - | 0.00 | -3334.80 |
| 2011 | 2010-11-18 | -0.0463 | 2011-03-25 | -0.0053 | 0.0410 | 1722.00 | 128 | 2011-01-07 | 3019.80 | 2011-03-15 | -4233.60 | -7253.40 |
| 2010 | 2009-11-18 | 0.0783 | 2010-03-26 | 0.1388 | 0.0605 | 2541.00 | 129 | 2010-03-08 | 4368.00 | 2009-12-29 | -1629.60 | -2570.40 |
| 2009 | 2008-11-18 | -0.3861 | 2009-03-26 | 0.0657 | 0.4518 | 18975.60 | 129 | 2009-03-04 | 23276.40 | 2008-11-20 | -1155.00 | -6186.60 |
| 2008 | 2007-11-19 | 0.0319 | 2008-03-26 | -0.3089 | -0.3408 | -14313.60 | 129 | 2007-12-28 | 945.00 | 2008-03-17 | -24032.40 | -24977.40 |
| 2007 | 2006-11-20 | 0.0418 | 2007-03-26 | 0.2391 | 0.1973 | 8286.60 | 127 | 2007-03-26 | 8286.60 | 2006-12-06 | -751.80 | -3700.20 |
| 2006 | 2005-11-18 | -0.0554 | 2006-03-24 | 0.0226 | 0.0780 | 3276.00 | 127 | 2006-01-13 | 7950.60 | 2006-02-27 | -1848.00 | -9798.60 |
| 2005 | 2004-11-18 | 0.0531 | 2005-03-24 | 0.0765 | 0.0234 | 982.80 | 127 | 2005-02-14 | 2389.80 | 2005-03-01 | -3141.60 | -5531.40 |
| 2004 | 2003-11-18 | 0.1155 | 2004-03-26 | 0.2325 | 0.1170 | 4914.00 | 130 | 2004-03-26 | 4914.00 | 2003-12-18 | -638.40 | -1255.80 |
| 2003 | 2002-11-18 | 0.0960 | 2003-03-26 | 0.1599 | 0.0639 | 2683.80 | 129 | 2003-03-26 | 2683.80 | 2003-02-26 | -3687.60 | -4515.00 |
| 2002 | 2001-11-19 | 0.0728 | 2002-03-26 | 0.1510 | 0.0782 | 3284.40 | 128 | 2002-03-19 | 4162.20 | - | 0.00 | -877.80 |
| 2001 | 2000-11-20 | 0.0429 | 2001-03-26 | 0.1630 | 0.1201 | 5044.20 | 127 | 2001-03-19 | 5670.00 | 2000-12-08 | -684.60 | -1281.00 |
| 2000 | 1999-11-18 | 0.0766 | 2000-03-24 | 0.1291 | 0.0525 | 2205.00 | 128 | 2000-03-10 | 4393.20 | 2000-01-20 | -831.60 | -2188.20 |
| 1999 | 1998-11-18 | 0.0672 | 1999-03-26 | 0.0852 | 0.0180 | 756.00 | 129 | 1999-02-02 | 781.20 | 1999-01-11 | -365.40 | -877.80 |
| 1998 | 1997-11-18 | 0.0603 | 1998-03-26 | 0.0908 | 0.0305 | 1281.00 | 129 | 1998-03-23 | 1369.20 | 1997-11-20 | -37.80 | -890.40 |
| 1997 | 1996-11-18 | 0.0326 | 1997-03-26 | 0.0888 | 0.0562 | 2360.40 | 129 | 1997-03-07 | 3418.80 | 1996-11-21 | -260.40 | -1058.40 |
| 1996 | 1995-11-20 | 0.0511 | 1996-03-26 | 0.0084 | -0.0427 | -1793.40 | 128 | 1996-03-14 | 655.20 | 1996-03-20 | -1923.60 | -2578.80 |
| 1995 | 1994-11-18 | 0.0701 | 1995-03-24 | 0.1119 | 0.0418 | 1755.60 | 127 | 1995-03-24 | 1755.60 | 1994-12-16 | -831.60 | -1495.20 |
| 1994 | 1993-11-18 | 0.0157 | 1994-03-25 | 0.0078 | -0.0079 | -331.80 | 128 | 1994-03-16 | 411.60 | 1994-02-02 | -705.60 | -1062.60 |
| 1993 | 1992-11-18 | 0.0452 | 1993-03-26 | 0.0235 | -0.0217 | -911.40 | 129 | 1993-01-15 | 462.00 | 1993-03-23 | -1898.40 | -2360.40 |
| 1992 | 1991-11-18 | 0.0618 | 1992-03-26 | 0.0726 | 0.0108 | 453.60 | 130 | 1992-03-02 | 1491.00 | 1992-03-20 | -126.00 | -1617.00 |
| 1991 | 1990-11-19 | 0.0543 | 1991-03-26 | 0.1081 | 0.0538 | 2259.60 | 128 | 1991-03-11 | 3061.80 | 1991-02-11 | -1507.80 | -1919.40 |
| 1990 | 1989-11-20 | 0.0377 | 1990-03-26 | 0.0909 | 0.0532 | 2234.40 | 127 | 1990-02-05 | 3280.20 | 1989-12-11 | -504.00 | -2356.20 |
| 1989 | 1988-11-18 | 0.0401 | 1989-03-23 | 0.0388 | -0.0013 | -54.60 | 126 | 1989-01-24 | 1247.40 | 1989-01-09 | -1398.60 | -1974.00 |
| 1988 | 1987-11-18 | 0.0095 | 1988-03-25 | 0.0071 | -0.0024 | -100.80 | 129 | 1988-02-17 | 785.40 | 1988-01-07 | -516.60 | -1108.80 |
| 1987 | 1986-11-18 | 0.0228 | 1987-03-26 | 0.0491 | 0.0263 | 1104.60 | 129 | 1987-03-02 | 1108.80 | 1987-01-14 | -365.40 | -1108.80 |
| 1986 | 1985-11-18 | -0.0203 | 1986-03-26 | -0.0513 | -0.0310 | -1302.00 | 129 | 1986-01-23 | 2356.20 | 1986-03-19 | -3271.80 | -5628.00 |
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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.
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