Lucrum Allegro Auto-Trader

Lucrum Allegro Auto-Trader

Lucrum Trading Systems Lucrum Allegro Auto-Trader A fully automated, S&P 500 E-mini trading system that uses momentum and highly defined trends for trading opportunities. A built in optimizer adjusts several parameters against the past sampled periods. 0 stars, based on 0 reviews 0 5
$295.00

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Lucrum Allegro Auto-Trader

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

Home / Shop

Lucrum Allegro Auto-Trader

$295.00
Model Number: LTSAllegro
A fully automated, S&P 500 E-mini trading system that uses momentum and highly defined trends for trading opportunities. A built in optimizer adjusts several parameters against the past sampled periods.
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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 and highly defined trends for trading opportunities. A built in optimizer adjusts several parameters against the past sampled periods.

Performance All Trades Long Trades Short Trades
Total Net Profit $55362.50 $37787.50 $17575.00
Gross Profit $128962.50 $98225.00 $30737.50
Gross Loss $-73600.00 $-60437.50 $-13162.50
       
Profit Factor 1.75 1.63 2.34
Cumulative Profit $55362.50 $37787.50 $17575.00
Max. Drawdown $-4675.00 $-4675.00 $-3287.50
Sharpe Ratio 0.40 0.40 0.15
       
Start Date 1/1/2007    
End Date 2/12/2015    
       
Total # of Trades 414 371 43
Percent Profitable 47.10% 44.74% 67.44%
# of Winning Trades 195 166 29
# of Losing Trades 219 205 14
       
Average Trade $133.73 $101.85 $408.72
Average Winning Trade $661.35 $591.72 $1059.91
Average Losing Trade $-336.07 $-294.82 $-940.18
Ratio avg. Win / avg. Loss 1.97 2.01 1.13
       
Max. conseq. Winners 7 7 6
Max. conseq. Losers 7 7 2
Largest Winning Trade $4075.00 $2987.50 $4075.00
Largest Losing Trade $-2462.50 $-762.50 $-2462.50
       
# of Trades per Day 0.16 0.14 0.03
Avg. Time in Market 1.42 days 1.03 days 4.74 days
Avg. Bars in Trade 24.0 17.5 79.6
Profit per Month $632.89 $431.98 $359.52
Max. Time to Recover 503.46 days 503.46 days 513.00 days
       
Average MAE $360.57 $264.69 $1187.79
Average MFE $574.25 $517.89 $1060.47
Average ETD $440.52 $416.04 $651.74

*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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