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Fully Automated Algorithmic Trading System Stats
Backtesting, Realtime Sim Stats trade reports & Live trading Stats
01 Acct Summary-Trades »
02 Acct/System Rank Summary »
03 Algo Trading Stats- All Tests »
04 Systems Top 10 Winning Instruments »
05 Instrument Rank Summary »
06 Instrument Rank/Systems »
07 Instruments Top 10 Winning Systems »
08 Algo Trading Stats- Charts
03 Algo Trading Stats- All Tests
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vmi452524.262212
vmi452524.SimAlgoSignalTraderCryptos
vmi452524.SimAlgoSignalTraderDSFG
vmi452524.SimAlgoSignalTraderDSFG-Gap
vmi452524.SimAlgoSignalTraderEnergy
vmi452524.SimAlgoSignalTraderWSFG
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System_Rank
Instrument_Rank
Test_Rank
Rank_Score
Account
Live
Strategy
Active
Instrument_Name
$Initial
Entry_Date_First
Entry_Time_First
Exit_Date_Last
Exit_Time_Last
Report_Days
Trade_Count
Gross_Win_Cash
Gross_Loss_Cash
Perf_Cash
NAV$
NAV%
Gross_Win_Ticks
Gross_Loss_Ticks
Perf_Ticks
Profit_Factor
Profit_Factor_Ticks
Profit_Factor2
MDD%
MDD$
PMD
Wins
Win_%
Losers
Loss_%
Rwd_AVG
Risk_AVG
Risk_Rwd_AVG
Trade_Cash_USD_Avg
Profit_Cash_Avg_Per_Lot
Profit_Ticks_Avg_Per_Lot
Expectancy
Win_Days
Lose_Days
Win_Lose_Days_Ratio
Win_Lose_Days_Factor
Trade_Qty_Executions
Trade_Win_Loss_Factor
Win_Tick_Sum_Ratio_%
Win_Tick_AVG_Ratio_%
Trade_Qty_Sum
Trade_Qty_AVG
Trade_Duration_Day_Avg
Trade_Duration_Hour_Avg
Trade_Duration_Min_Avg
Report_Weeks
Report_Months
Report_Years
Trades_Daily
Trades_Weekly
Trades_Monthly
Trades_Yearly
Trade_Cash_Daily
Trade_Cash_Weekly
Trade_Cash_Monthly
Trade_Cash_Yearly
Trade_Ticks_Daily
Trade_Ticks_Weekly
Trade_Ticks_Monthly
Trade_Ticks_Yearly
Profit_Ticks_Sum
Profit_Ticks_Min
Profit_Ticks_Avg
Profit_Ticks_Max
Currency
Tick_Value
Profit_Cash_Sum
Profit_Cash_Min
Profit_Cash_Avg
Profit_Cash_Max
Rate To Dollar
Gross_Win_USD
Gross_Loss_USD
Perf_USD
Profit_Cash_USD_Sum
Profit_Cash_USD_Min
Profit_Cash_USD_Avg
Profit_Cash_USD_Max
MFE_Avg
MAE_Avg
MFE_MAE_Ratio
Win_Ratio_%
Trade_Count_Wins
Profit_Ticks_Win_Avg
Profit_Cash_Win_Avg
Profit_Cash_Win_Avg_USD
Loss_Ratio_%
Trade_Count_Losers
Profit_Ticks_Loss_Avg
Profit_Cash_Loss_Avg
Profit_Cash_Loss_Avg_USD
Profit_Ticks_Win_Sum
Profit_Cash_Win_Sum
Profit_Cash_USD_Win_Sum
Profit_Ticks_Loss_Sum
Profit_Cash_Loss_Sum
Profit_Cash_USD_Loss_Sum
Rank_By_Ticks
Rank_By_Cash
Rank_By_Days_Profit_Factor
Rank_By_Trade_Count
Rank_By_Profit_Factor
Rank_By_Profit_Factor_Ticks
Rank_By_Profit_Factor2
Rank_By_Expectancy
Rank_By_PMD
Rank_By_Wins
Rank_By_Win_%
Rank_By_Risk_Rwd
Rank_By_Risk_AVG
Rank_By_Cash_Avg_Per_Lot
Rank_By_Ticks_Avg_Per_Lot
Rank_By_Win_Days
Rank_By_Win_Lose_Days_Ratio
Rank_By_Win_Lose_Days_Factor
Rank_By_MFE_MAE_Ratio
Rank_By_Trade_Win_Loss_Factor
Rank_By_Win_Tick_Sum_Ratio_%
Rank_By_Win_Tick_AVG_Ratio_%
Rank_By_Trades_Daily
Rank_By_Trade_Weekly
Rank_By_Trade_Monthly
Rank_By_Trade_Yearly
Rank_By_Trade_Cash_Daily
Rank_By_Trade_Cash_Weekly
Rank_By_Trade_Cash_Monthly
Rank_By_Trade_Cash_Yearly
Rank_By_Trade_Ticks_Daily
Rank_By_Trade_Ticks_Weekly
Rank_By_Trade_Ticks_Monthly
Rank_By_Trade_Ticks_Yearly
Rank_By_NAV%
Rank_By_NAV$
Rank_By_MDD%
Rank_By_MDD$
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May 2022
Sun
Mon
Tue
Wed
Thu
Fri
Sat
18
1
2
3
4
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Mar
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Jun
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3
2
1
581
vmi452524.SimAlgoSignalTraderDSFG-Gap
RB-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A
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5/17/2022
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vmi452524.SimAlgoSignalTraderDSFG-Gap
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10/6/2021
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5/20/2022
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UsDollar
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vmi452524.SimAlgoSignalTraderDSFG-Gap
FDXM-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A
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5/20/2022
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228
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vmi452524.SimAlgoSignalTraderDSFG-Gap
FDXS-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A
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10/4/2021
10/4/2021
5/20/2022
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vmi452524.SimAlgoSignalTraderDSFG-Gap
CL-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A
CL
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vmi452524.SimAlgoSignalTraderDSFG-Gap
NQ-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A
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10/6/2021
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5/20/2022
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226
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RB-vmi452524.SimAlgoSignalTraderEnergy.NA.Default247.Setting.001A
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9/8/2021
9/8/2021
5/12/2022
5/12/2022
246
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vmi452524.SimAlgoSignalTraderWSFG
CL-vmi452524.SimAlgoSignalTraderWSFG.NA.Default247.Setting.001A
CL
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7/13/2021
5/19/2022
5/19/2022
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vmi452524.SimAlgoSignalTraderDSFG-Gap
RTY-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A
RTY
1000000
10/6/2021
10/6/2021
5/20/2022
5/20/2022
226
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154.142307692308
667.95
8015.4
4964
-186
18.95
925
UsDollar
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24820
-930
94.73
4625
1
91410
-66590
24820
24820
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94.73
4625
142.95
78.38
1.82
57.25
150
121.88
609.4
609.4
42.75
112
-118.91
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18282
91410
91410
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20
20
62
48
12
12
12
10
10
39
26
15
36
13
14
39
42
42
11
25
12
15
47
47
46
45
20
20
20
20
18
18
18
18
21
18
37
40
3
5
21
1041
vmi452524.SimAlgoSignalTraderDSFG-Gap
M2K-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A
M2K
1000000
10/6/2021
10/6/2021
5/20/2022
5/20/2022
226
257
9462.5
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3061.5
1003061.5
100.31
18925
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6123
1.48
1.48
1.48
99.91
-934.5
3.28
149
57.98
108
42.02
63.51
-59.27
1.07
11.91
11.34
22.68
20.11
63
42
60
1.5
257
1.38
59.65
51.73
270
1
0
2
159
32
7
1
1.14
8.00192307692308
34.675
416.1
13.55
95.1105769230769
412.145833333333
4945.75
27.09
190.150961538462
823.9875
9887.85
6123
-240
23.82
1032
UsDollar
0.5
3061.5
-120
11.91
516
1
9462.5
-6401
3061.5
3061.5
-120
11.91
516
157.47
79.42
1.98
57.98
149
127.01
63.51
63.51
42.02
108
-118.54
-59.27
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18925
9462.5
9462.5
-12802
-6401
-6401
14
35
61
52
9
9
9
8
6
41
23
13
73
30
8
41
41
39
8
23
9
13
50
50
49
48
36
36
36
36
13
13
13
13
34
32
8
9
6
1
25
1163
vmi452524.SimAlgoSignalTraderWSFG
6A-vmi452524.SimAlgoSignalTraderWSFG.NA.Default247.Setting.001A
6A
1000000
8/8/2021
8/8/2021
5/20/2022
5/20/2022
285
179
55205
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16875
1016875
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11041
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3375
1.44
1.44
1.44
99.19
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2.06
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67.6
58
32.4
912.48
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0.69
188.55
66.18
13.24
14.27
83
35
70.34
2.37
179
2.09
59.02
40.84
255
1
1
30
1856
40
9
1
0.63
4.42211538461538
19.1625
229.95
59.21
415.608653846154
1800.97083333333
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11.84
83.1076923076923
360.133333333333
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3375
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UsDollar
10
16875
-1425
94.27
4060
1
110410
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33750
33750
-2850
188.55
8120
120.42
69.59
1.73
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121
91.25
456.24
912.48
32.4
58
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11041
55205
110410
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24
22
26
74
10
10
10
12
13
60
3
67
17
17
17
60
4
4
14
3
10
67
77
77
76
75
23
23
23
23
29
29
29
29
23
20
31
32
6
8
26
1171
vmi452524.SimAlgoSignalTraderWSFG
FGBL-vmi452524.SimAlgoSignalTraderWSFG.NA.Default247.Setting.001A
FGBL
1000000
9/29/2021
9/29/2021
5/19/2022
5/19/2022
232
151
72000.85
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28238.77
1028238.77
102.82
6443
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2540
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1.65
1.65
99.14
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3.25
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70.86
44
29.14
671.1
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0.67
185.31
149.41
13.44
18.8
80
31
72.07
2.58
151
2.43
62.28
40.44
189
1
1
28
1697
33
8
1
0.65
4.5625
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237.25
121.72
854.380769230769
3702.31666666667
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10.95
76.8605769230769
333.0625
3996.75
2540
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366
Euro
10
28238.77
-2885.83
187.01
4194.91
1.12
71808.15
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27981.44
27981.44
-2901.77
185.31
4090.05
90.09
46.93
1.92
70.86
107
60.21
672.91
671.1
29.14
44
-88.68
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6443
72000.85
71808.15
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31
18
55
78
6
6
6
9
7
73
2
70
23
9
16
73
2
2
9
2
6
69
75
75
74
73
17
17
17
17
32
32
32
32
20
17
33
36
6
8
35
1362
vmi452524.SimAlgoSignalTraderWSFG
M6A-vmi452524.SimAlgoSignalTraderWSFG.NA.Default247.Setting.001A
M6A
1000000
7/13/2021
7/13/2021
5/20/2022
5/20/2022
311
190
5746
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32.63
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39
69.05
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1
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374
UsDollar
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1560
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8.21
374
1
5746
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1560
1560
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374
59.72
37.34
1.6
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128
44.89
44.89
44.89
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5746
5746
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37
39
4
72
12
12
12
15
12
57
4
71
70
34
24
57
7
7
22
4
12
71
79
79
78
77
39
39
39
39
38
38
38
38
39
36
5
6
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