Lucrum Forte E-mini Auto-Trader

Lucrum Forte E-mini Auto-Trader

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Lucrum Trading Systems Lucrum Forte Auto-Trader A fully automated, S&P 500 E-mini trading system that uses momentum, volatility and trading ranges to identify trades while staying extremely risk averse through any market condition. No optimization or human intervention needed. 0 stars, based on 0 reviews 0 5
$295.00

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Lucrum Forte Auto-Trader

0 Reviews
$295.00
Lucrum Forte Auto-Trader
Lucrum Forte Auto-Trader

Home / Shop

Lucrum Forte Auto-Trader

$295.00
Model Number: LTSForte
A fully automated, S&P 500 E-mini trading system that uses momentum, volatility and trading ranges to identify trades while staying extremely risk averse through any market condition. No optimization or human intervention needed.
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295.000
Categories: Automated Systems
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  • Description
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A fully automated, S&P 500 E-mini trading system that uses momentum, volatility and trading ranges to identify trades while staying extremely risk averse through any market condition. No optimization or human intervention needed.

Performance All Trades Long Trades Short Trades
Total Net Profit $43575.00 $22100.00 $21475.00
Gross Profit $116212.50 $51337.50 $64875.00
Gross Loss $-72637.50 $-29237.50 $-43400.00
       
Profit Factor 1.60 1.76 1.49
Cumulative Profit $43575.00 $22100.00 $21475.00
Max. Drawdown $-4937.50 $-4250.00 $-4937.50
Sharpe Ratio 0.40 0.27 0.24
       
Start Date 1/1/2007    
End Date 2/12/2015    
       
Total # of Trades 526 229 297
Percent Profitable 48.67% 53.71% 44.78%
# of Winning Trades 256 123 133
# of Losing Trades 270 106 164
       
Average Trade $82.84 $96.51 $72.31
Average Winning Trade $453.96 $417.38 $487.78
Average Losing Trade $-269.03 $-275.83 $-264.63
Ratio avg. Win / avg. Loss 1.69 1.51 1.84
       
Max. conseq. Winners 10 9 6
Max. conseq. Losers 8 6 8
Largest Winning Trade $3125.00 $2037.50 $3125.00
Largest Losing Trade $-1337.50 $-1337.50 $-1000.00
       
# of Trades per Day 0.18 0.08 0.10
Avg. Time in Market 402.0 min 439.1 min 373.4 min
Avg. Bars in Trade 7.0 7.6 6.5
Profit per Month $449.91 $228.65 $222.18
Max. Time to Recover 513.86 days 763.00 days 509.00 days
       
Average MAE $255.49 $255.40 $255.56
Average MFE $412.40 $399.18 $422.60
Average ETD $329.56 $302.67 $350.29

*Performance results are obtained through hypothetical backtesting taking simulated slippage and spread into effect. Due to the range of commission fees experienced, they are not factored in these results. If you wish to recieve a report with the commission rate of your broker, we will gladly supply one.

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