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Hawaii.ES
11/97 - 01/06
Strategy Details: (not compounded)
Initial Capital: $ 100.000, Risk per trade: 1.5%
· Trading Period: > 8 Years
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Number of Trades: 1061
·
Avg Win:Avg Loss 1.62
·
Max DD (peak to valley) < 12%
·
Percent Profitable: 46,47%
·
Commission $5, Slippage $13 / RT
Annual returns from $ 100.000: (Results not compounded)
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Period
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Net Profit
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% Gain
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Profit Factor
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# Trades
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% Profitable
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01.01.2005
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$21,003.00
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21.00%
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1.22
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138
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42.03%
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01.01.2004
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$24,488.50
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24,49%
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1.25
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136
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38.24%
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01.01.2003
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$8,317.50
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8,32%
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1.09
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126
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42.86%
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01.01.2002
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$64,067.00
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64,07%
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1.80
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126
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51.59%
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01.01.2001
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$21,528.50
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21,53%
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1.26
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129
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48.84%
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01.01.2000
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$37,346.50
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37,35%
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1.44
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141
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47.52%
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01.01.1999
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$46,376.00
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46,38%
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1.69
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117
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52.99%
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01.01.1998
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$47,997.50
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48.00%
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1.69
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116
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50.86%
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09.11.1997
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$7,243.00
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7.24%
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1.39
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31
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41.94%
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Hawaii.ES is an indicator based concept to day
trade the S&P
mini future. The
System uses
just a few parameters
and only three
indicators to
reach stable and
constant profits.
Trades are generated
during the day
session and closed
at end of day.
It is possible
that the trade
direction changes
several times
a day, but also there
can be some days
in a row without
a trade. The
strategy is able
to detect early
changes in trend, therefore
it will not jump
on the train when
the trend has
established. The
initial stop and
the position size
are based on current
volatility. The risk
per trade is
set to 1.5%. Trades can
be placed
full automatic.
It is necessary
to watch the regular
session to trade
Hawaii.ES.
Requirements:
Minimum capital:
$50.000
Modern PC with
stable internet
connection and
Windows operating
system
Tradestation8
+ Futures Brokerage
Account
TradeStation
customer trials:
In order to assist
with the demonstration
of TradeStation compatible products, TradeStation Technologies provides
30 day Trials
for just $25 of
TradeStation 8 to
our customers.
Past
trading performance
is not necessary
indicative of
future trading
performance. The
performance results
on this page are
hypothetical results.
For
information about
our strategies
please contact
TriangleTrading
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Neither
TradeStation Technologies nor any of its
affiliates has reviewed, certified, endorsed,
approved, disapproved or recommended, and
neither does or will review, certify, endorse,
approve, disapprove or recommend, any trading
software tool that is designed to be compatible
with the TradeStation Open Platform
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