Checkmate was first released in Jan 2001.

Testing Details

Testing Dates: 01/01/2001 thru 12/31/04

Data Used:
CSI Back Adjusted Contracts (day only when possible)

Position Sizing:
Single Contracts with risk filter

Slippage and Commissions:
$75

20 Market Portfolio:
Corn, Rough Rice, Kansas City Wheat, Live Cattle, Cotton, Sugar, Lumber, Coffee, Palladium, London Aluminum, London Copper, Crude Oil, Natural Gas, the Dollar Index, Japanese Yen, Swiss Franc, T-Notes, Swiss Govt. Bond, Euro-Bund, and the Nikkei.

Performance Since Release Date
Checkmate Equity Curve 20 Market Portfolio (single contracts)

Net Win Loss $63,552
Max Drawdown $7,883 on 020220
Percent Wins 36.6%
Trades, Trades Rejected 153  
Largest Winning Trade $6,988
Largest Losing Trade $1,744
Average Winning Trade $2,472
Average Losing Trade $772
Avg $Win to Avg $Loss 3.20
Longest Drawdown 0.56 years 010330 to 011019
Total Slpg + Commssn $11,475
Max Items Held 11 020625
Start Date, End Date 010112 041231





 
Strategic Trading Systems, Inc.
3602 Golfview Dr.
Hampden, PA 17050
dean@traderstech.net
For immediate response call: 717-732-1319
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