ZoneTrader - Performance Statistics
Introduction
We currently use three parameter sets or models of the ZoneTrader. You can check out the performance statistics and equity curves below. All performance statistics include commission. Click on the equity curves to enlarge them. We take pride using some of the most sophisticated and accurate methodology in our backtesting. Don't hesitate to contact us with any additional questions!
Conservative Strategy
The strategies below have been designed to be relatively conservative model settings designed not to over trade, but to generate slow, steady income over time. They are intended for intra-day trading only, with no overnight positions. Please read our disclaimer as part of your review of these systems.
1 Minute Model
Market: S&P 500 E-Mini Futures (ES)
Contracts Traded: 2
Profit Factor: 1.54
Net Profit: $5,613
Max Drawdown: $735
Percent Winners: 41.8%
Average Win: $196
Average Loss: $92
2 Minute Model
Market: S&P 500 E-Mini Futures (ES)
Contracts Traded: 3
Profit Factor: 1.78
Net Profit: $5,387
Max Drawdown: $816
Percent Winners: 58.8%
Average Win: $127
Average Loss: $102
3 Minute Model
Market: S&P 500 E-Mini Futures (ES)
Contracts Traded: 3
Profit Factor: 2.64
Net Profit: $4,042
Max Drawdown: $778
Percent Winners: 65.5%
Average Win: $171
Average Loss: $123