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

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