ATS-3200: System Statistics. 1983 - 2018
Best year $46,500 - 1986
Worst year $1,093 loss - 2007
Largest trade $23,703 profit. Dec 2008
Smallest trade $9,000 loss. Oct 2014
Average profits per year $14,544
Average profits per trade $2,857
Average profitable trade $5,191
Average losing trade $2,823
Longest trade 36 weeks.
Shortest trade 2 weeks.
Biggest drawdown $10.811. 2017
Total no. of trades 182
No. of losing trades 53
No of trades stopped 51 with a profit
No of trades stopped 1 with a loss
Ttrades with zero drawdown91

Results are hypothetical.
When you read the reports, consider the following:
  1. The ATS-3200 trades the 30 year T-Bond(ZB) contract.
  2. The daily volume is huge. Slippage is not an issue.
  3. Commissions are very low. I pay $1.80 per side.
  4. The average profits per trade are $2,857.
  5. The system only trades 4 to 5 a year.
The performance you see in the results
is the peformance you can expect in real time.

Please read the following CFTC risk warning.

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 frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance trading results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Past performance results is no guarantee of future profits.

Read the full Disclosure