Welcome to IK-Futures.tripod.com, our e-mini S&P IGALUKU Trading System.
The IGALUKU is designed for
the e-mini S&P 500 . It triggers trading signals on an intraday chart basis.
The IGALUKU strategy is a medium term position trading system that uses a
lot of mathematical algorithms based on our trading knowledge and experience.
The System provides traders with entry and exit points for e-mini S&P 500.
Trading positions can be held for as long as 4-5 days or as short as a few
hours.
The system was developed based on 3 years data from the beginning of 1999 to the end of 2001 , and was tested on the next year.
To see the equity curve at the testing period click here. To see the equity curve at the developing period click here.
Here you can see the System's equity curve combining the developing period from the end of 1999 to end of 2001 with the equity of the testing period - 2002. (1 Lot, points only test, commissions 0.3 points per round trade) :
System Report (Points Only Test) - IGALUKU
Results :
Total net profit 3185.0886
Buy/Hold profit -575.9000 Days in test 1082
Total closed trades 502 Commissions paid 150.7500
Avg profit per trade 6.3471 Avg Win/Avg Loss ratio 2.22
Total long trades 207 Total short trades 295
Winning long trades 126 Winning short trades 176
Total winning trades 302 Total losing trades 200
Amount of winning trades 4537.1685 Amount of losing trades -1350.9301
Average win 15.0237 Average loss -6.7547
Largest win 54.9502 Largest loss -28.0000
Average length of win 92.52 Average length of loss 45.20
Longest winning trade 352 Longest losing trade 316
Most consecutive wins 10 Most consecutive losses 4
Total bars out 29275 Average length out 87.65
Longest out period 1450
System close drawdown 0.0000 Profit/Loss index 70.22
System open drawdown -14.5000 Reward/Risk index 99.55
Max open trade drawdown -25.7500 Buy/Hold index 652.86
