ABCDEFGHIJKLMNOPQRSTUVWXYZ
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Trading Days63.25
01/01/2024 - 03/22/2024
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NT8 Backtest Results For ATS Portfolio
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QStrategyInstrument/Chartother notes, parametersTradesPercent ProfitableNet ProfitGross ProfitGross Loss# trades per day**Profit / Day**Profit / Trade Profit FactorMax Drawdown $Min Starting Accout Value*ROEMAEMFEETDAvg Time in MarketLargest Losing TradeMAE/MFEETD/MFETotal
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2,58571.84%$1,081,501$1,690,395$608,89440.87$17,099$4182.78-226,395$282,994382.16%$588$1,192$581417$1,04149.31%48.72%98.03%
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Strategy 2v2 (aka Strategy 68)NQ; 54 minute500 tp / 200 sl, unlimited minimums, F, T, T, F, F, F; 1am to 11am, EST1070.00%$11,345$13,630$2,2850.16$179$1,1355.96-1,285$1,606706.30%$437$1,670$535250$1,00026.17%32.04%58.20%
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Strategy 2v2 (aka Strategy 68)NQ; 54 minute500 tp / 200 sl, unlimited minimums, T, T, T, F, F, F; 1am to 11am, EST1070.00%$11,345$13,630$2,2850.16$179$1,1355.96-1,285$1,606706.30%$438$1,670$535250$1,00026.23%32.04%58.26%
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Strategy 2v2 (aka Strategy 68)NQ; 50 minute500 tp / 200 sl, unlimited minimums, F, T, T, T, F, F; 1am to 11am, EST1163.00%$10,345$13,630$3,2850.17$164$9404.15-1,285$1,606644.05%$488$1,670$617232$1,00029.22%36.95%66.17%
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Strategy 2v2 (aka Strategy 68)NQ; 51 minute500 tp / 200 sl, unlimited minimums, T, T, T, T, F, F; 1am to 11am, EST1163.00%$10,345$13,630$3,2850.17$164$9404.15-1,285$1,606644.05%$488$1,558$617232$1,00031.32%39.60%70.92%
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Strategy 2v2 (aka Strategy 68)NQ; 44 minute500 tp / 200 sl, unlimited minimums, F, T, T, T, F, F; 1am to 11am, EST1258.00%$11,615$15,690$4,0750.19$184$9683.85-2,000$2,500464.60%$568$1,558$611281$1,00036.46%39.22%75.67%
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10Strategy 04NQ; 77 minute471764.71%$12,325$18,765$6,4400.27$195$7252.91-6,370$7,963154.79%$1,081$2,390$1,665632$1,95045.23%69.67%114.90%
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10Strategy 04NQ; 82 minute431764.71%$14,190$21,935$7,7450.27$224$8352.83-6,780$8,475167.43%$1,482$2,347$1,613627$1,74563.14%68.73%131.87%
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10Strategy 04NQ; 82 minute303860.53%$34,095$54,390$20,2950.60$539$8972.68-6,370$7,963428.19%$1,487$2,357$1,522623$1,74563.09%64.57%127.66%
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Strategy 04ES; 76 minute392665.00%$14,887$16,537$1,6500.41$235$57310.02-725$9061642.70%$505$1,203$631593$33741.98%52.45%94.43%
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Strategy 04ES; 72 minute491258.00%$6,888$7,725$8370.19$109$5749.23-837$1,046658.35%$387$1,302$728727$33729.72%55.91%85.64%
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Strategy 04ES; 76 minute462060.00%$11,038$12,400$1,3620.32$175$5529.10-1,362$1,703648.34%$443$1,214$662622$33736.49%54.53%91.02%
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Strategy 04SI; 81 minute50887.00%$8,050$8,175$1250.13$127$1,00665.40-125$1565152.00%$296$1,546$540438$12519.15%34.93%54.08%
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Strategy 04SI; 75 minute471291.00%$8,875$9,100$2250.19$140$74040.44-225$2813155.56%$375$1,231$491508$22530.46%39.89%70.35%
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Strategy 04SI; 75 minute461392.00%$9,050$9,275$2250.21$143$69641.22-225$2813217.78%$375$1,194$491500$22531.41%41.12%72.53%
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12Strategy 07BTC; 81 minutena2955.00%$65,475$79,250$13,7750.46$1,035$2,2585.75-2,825$3,5311854.16%$1,325$4,093$1,836438$2,57532.37%44.86%77.23%
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12Strategy 07MBT; 67 minutena4261.00%$1,731$2,201$4700.66$27$414.68-135$1691025.78%$33$82$41581$10340.24%50.00%90.24%
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12Strategy 15BTC; 82 minute49/996100.00%$28,824$28,825$10.09$456$4,80428,825.00-1$12305920.00%$1,062$4,354$1,843718$1,37524.39%42.33%66.72%
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12Strategy 15ES; 74 minute38/1002466.00%$17,138$18,750$1,6120.38$271$71411.63-575$7192384.42%$340$1,102$388322$42530.85%35.21%66.06%
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12Strategy 15NQ; 82 minute70/1001675.00%$25,730$28,055$2,3250.25$407$1,60812.07-1,625$2,0311266.71%$764$2,383$775443$1,62532.06%32.52%64.58%
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Strategy 32NQ; 79 minute32/42/436100.00%$15,749$15,750$10.09$249$2,62515,750.00-1$11259920.00%$907$3,580$955642$025.34%26.68%52.01%
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Strategy 32NQ; 38 minute83/55/446100.00%$5,814$5,815$10.09$92$9695,815.00-1$1465120.00%$918$1,875$905430$048.96%48.27%97.23%
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Strategy 32NQ; 72 minute9/54/441070.00%$20,040$21,940$1,9000.16$317$2,00411.55-975$1,2191644.31%$775$3,359$1,355456$97523.07%40.34%63.41%
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Strategy 32MNQ; 44 minute74/48/4785.00%$1,326$1,327$10.11$21$1891,327.00-1$1106080.00%$60$268$78433$022.39%29.10%51.49%
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Strategy 32MNQ; 54 minute8/74/721172.00%$2,083$2,239$1560.17$33$18914.35-97$1211717.94%$75$314$125510$9723.89%39.81%63.69%
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Strategy 32MNQ; 43 minute68/74/65988.00%$2,022$2,195$1730.14$32$22512.69-173$216935.03%$90$348$124528$17325.86%35.63%61.49%
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Strategy 32ES; 60 minute60/65/903100.00%$4,824$4,825$10.05$76$1,6084,825.00-1$1385920.00%$562$2,525$916580$022.26%36.28%58.53%
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Strategy 32ES; 74 minute74/70/55666.00%$6,187$6,812$6250.09$98$1,03110.90-412$5151201.36%$760$1,820$789726$41241.76%43.35%85.11%
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Strategy 32ES; 72 minute72/45/80666.00%$5,687$6,537$8500.09$90$9487.69-662$828687.25%$745$1,862$914708$66240.01%49.09%89.10%
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Strategy 32SI; 29 minute29/76/577100.00%$3,574$3,575$10.11$57$5113,575.00-1$1285920.00%$492$1,125$614573$043.73%54.58%98.31%
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Strategy 32SI; 71 minute4/80/121586.00%$11,000$12,350$1,3500.24$174$7339.15-700$8751257.14%$393$1,395$661469$70028.17%47.38%75.56%
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Strategy 32SI; 71 minute4/81/121580.00%$10,600$12,250$1,6500.24$168$7077.42-700$8751211.43%$421$1,393$686474$70030.22%49.25%79.47%
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Strategy 70 (AI 3)NQ; 47 minute1675.00%$22,215$29,985$7,7700.25$351$1,3883.86-5,495$6,869323.42%$1,995$2,694$1,3051,132$3,58574.05%48.44%122.49%
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Strategy 70 (AI 3)NQ; 61 minute1070.00%$14,375$20,530$6,1550.16$227$1,4383.34-5,470$6,838210.24%$1,800$2,710$1,273922$3,64066.42%46.97%113.39%
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Strategy 70 (AI 3)NQ; 64 minute1668.00%$17,400$25,330$7,9300.25$275$1,0883.19-5,435$6,794256.12%$1,984$2,403$1,3151,080$3,59582.56%54.72%137.29%
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Strategy 70 (AI 3)MNQ; 47 minute1580.00%$2,504$3,109$6050.24$40$1675.14-552$690362.90%$182$287$120982$35963.41%41.81%105.23%
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Strategy 70 (AI 3)MNQ; 64 minute1866.00%$2,225$3,149$9240.28$35$1243.41-545$681326.61%$193$268$1441,009$36072.01%53.73%125.75%
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Strategy 70 (AI 3)MNQ; 61 minute1275.00%$1,673$2,382$7090.19$26$1393.36-549$686243.79%$181$289$149917$36562.63%51.56%114.19%
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Strategy 70 (AI 6; AutoStrategy67)NQ; 1 minute250.00%$2,945$4,250$1,3050.03$47$1,4733.26-1,305$1,631180.54%$822$2,637$1,16517$1,30531.17%44.18%75.35%
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Strategy 70 (AI 6; AutoStrategy67)NQ; 2 minute450.00%$5,165$7,505$2,3400.06$82$1,2913.21-4,710$5,88887.73%$828$2,211$92041$1,53037.45%41.61%79.06%
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Strategy 70 (AI 6; AutoStrategy67)NQ; 3 minute450.00%$3,310$4,830$1,5200.06$52$8283.18-3,350$4,18879.04%$671$1,970$1,14251$1,20034.06%57.97%92.03%
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Strategy 70 (AI 6; AutoStrategy67)MNQ; 1 minute250.00%$294$423$1290.03$5$1473.28-129$161182.33%$81$263$11617$12930.80%44.11%74.90%
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Strategy 70 (AI 6; AutoStrategy67)MNQ; 2 minute450.00%$516$749$2330.06$8$1293.21-153$191269.80%$81$217$8841$15237.33%40.55%77.88%
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Strategy 70 (AI 6; AutoStrategy67)MNQ; 3 minute450.00%$328$479$1510.06$5$823.17-120$150218.67%$68$192$11051$12035.42%57.29%92.71%
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Strategy 71equities (quarterly contract expiration)MBT; 61 minuteunlim/unlim/0757.00%$113$168$550.11$2$163.05-36$45251.11%$80$83$67567$3696.39%80.72%177.11%
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Strategy 71equities (quarterly contract expiration)MES: 85 minuteunlim/unlim/0475.00%$162$195$330.06$3$415.91-33$41392.73%$90$79$39780$33113.92%49.37%163.29%
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Strategy 71equities (quarterly contract expiration)MNQ; 85 minuteunlim/unlim/0475.00%$395$411$160.06$6$9925.69-16$201975.00%$189$170$71780$16111.18%41.76%152.94%
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Strategy 71equities (quarterly contract expiration)QO; 69 minuteunlim/unlim/0580.00%$550$837$2870.08$9$1102.92-287$359153.31%$370$325$215648$287113.85%66.15%180.00%
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Strategy 71equities (quarterly contract expiration)RTY; 60 minuteunlim/unlim/0837.00%$750$4,390$3,6400.13$12$941.21-2,445$3,05624.54%$738$735$641652$1,745100.41%87.21%187.62%
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Strategy 71equities (quarterly contract expiration)SI; 69 minuteunlim/unlim/0650.00%$875$4,625$3,7500.09$14$1461.23-2,075$2,59433.73%$991$1,245$1,100701$1,67579.60%88.35%167.95%
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Strategy 71equities (quarterly contract expiration)ES; 85 minuteunlim/unlim/0450.00%$1,438$1,850$4120.06$23$3604.49-350$438328.69%$937$759$400758$325123.45%52.70%176.15%
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Strategy 71equities (quarterly contract expiration)NG; 82 minuteunlim/unlim/05100.00%$2,249$2,250$10.08$36$4502,250.00-1$1179920.00%$208$642$192535$032.40%29.91%62.31%
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Strategy 71equities (quarterly contract expiration)HG; 55 minuteunlim/unlim/0862.00%$2,975$3,912$9370.13$47$3724.18-575$719413.91%$290$668$296560$42543.41%44.31%87.72%
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Strategy 71equities (quarterly contract expiration)NQ; 85 minuteunlim/unlim/0475.00%$3,737$3,912$1750.06$59$93422.35-175$2191708.34%$1,901$1,702$723780$175111.69%42.48%154.17%
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Strategy 71metals (monthly contract expiration)HG; 63 minuteunlim/unlim/018100.00%$449$450$10.28$7$25450.00-1$135920.00%$46$25$017$0184.00%0.00%184.00%
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Strategy 71metals (monthly contract expiration)QI: 57 minuteunlim/unlim/01894.00%$592$593$10.28$9$33593.00-1$147360.00%$45$32$072$0140.63%0.00%140.63%
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Strategy 71metals (monthly contract expiration)SI; 71 minuteunlim/unlim/017100.00%$424$425$10.27$7$25425.00-1$133920.00%$44$25$016$483176.00%0.00%176.00%
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Strategy 71metals (monthly contract expiration)GC; 60 minuteunlim/unlim/020100.00%$509$510$10.32$8$25510.00-1$140720.00%$46$25$024$500184.00%0.00%184.00%
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Strategy 75 (AI 8; AutoStrategy76)NQ; 37 minute1764.00%$9,265$19,945$10,6800.27$146$5451.87-5,570$6,963133.07%$1,369$1,581$1,036494$2,77086.59%65.53%152.12%
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Strategy 75 (AI 8; AutoStrategy76)NQ; 68 minute2060.00%$11,555$25,050$13,4950.32$183$5781.86-2,765$3,456334.32%$1,256$1,770$1,193315$2,76570.96%67.40%138.36%
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Strategy 75 (AI 8; AutoStrategy76)NQ; 62 minute2161.00%$9,240$27,470$18,2300.33$146$4401.51-9,930$12,41374.44%$1,456$1,696$1,256382$2,77085.85%74.06%159.91%
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Strategy 75 (AI 8; AutoStrategy76)MNQ; 68 minute2060.00%$1,153$2,503$1,3500.32$18$581.85-276$345334.20%$125$177$119315-$27670.62%67.23%137.85%
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Strategy 75 (AI 8; AutoStrategy76)MNQ; 70 minute2161.00%$838$2,384$1,5460.33$13$401.54-656$820102.20%$144$162$123311-$27788.89%75.93%164.81%
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Strategy 75 (AI 8; AutoStrategy76)MNQ; 62 minute2161.00%$920$2,744$1,8240.33$15$441.50-992$1,24074.19%$149$169$125382-$27788.17%73.96%162.13%
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Strategy 75 (AI 10; AutoStrategy78)NQ; 87 minute3759.46%$31,695$60,010$28,3150.58$501$8572.12-5,650$7,063448.78%$1,629$2,629$1,772818$5,00061.96%67.40%129.36%
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Strategy 75 (AI 10; AutoStrategy78)NQ; 65 minute4355.00%$32,315$65,515$33,2000.68$511$7521.97-6,780$8,475381.30%$1,595$2,481$1,730750$4,71564.29%69.73%134.02%
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Strategy 75 (AI 10; AutoStrategy78)NQ; 57 minute4957.00%$26,065$57,260$31,1950.77$412$5321.84-9,760$12,200213.65%$1,456$2,170$1,638698$4,02067.10%75.48%142.58%
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Strategy 75 (AI 10; AutoStrategy78)MNQ; 8 minute6966.67%$3,549$6,288$2,7391.09$56$512.30-639$799444.32%$100$155$103203$33064.52%66.45%130.97%
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Strategy 75 (AI 10; AutoStrategy78)MNQ; 55 minute5455.56%$3,581$6,670$3,0890.85$57$662.16-597$746479.87%$146$229$163782$44463.76%71.18%134.93%
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Strategy 75 (AI 10; AutoStrategy78)MNQ; 65 minute4551.00%$3,584$6,897$3,3130.71$57$802.08-471$589608.75%$166$257$177797$47164.59%68.87%133.46%
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Strategy 75 (AI 11; AutoStrategy81)NQ; 34 minute3464.00%$32,465$47,950$15,4850.54$513$9553.10-4,260$5,325609.67%$1,132$2,352$1,397352$4,26048.13%59.40%107.53%
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Strategy 75 (AI 11; AutoStrategy81)NQ; 8 minute875.00%$3,200$5,090$1,8900.13$51$4002.69-975$1,219262.56%$582$1,200$80030$97548.50%66.67%115.17%
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Strategy 75 (AI 11; AutoStrategy81)NQ; 25 minute2552.00%$18,025$31,965$13,9400.40$285$7212.29-3,190$3,988452.04%$1,291$2,188$1,467306$2,28559.00%67.05%126.05%
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Strategy 75 (AI 11; AutoStrategy81)MNQ; 90 minute2259.00%$1,547$2,408$8610.35$24$702.80-197$246628.22%$127$226$155410$19756.19%68.58%124.78%
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Strategy 75 (AI 11; AutoStrategy81)MNQ; 46 minute4755.00%$4,113$7,217$3,1040.74$65$882.33-620$775530.71%$123$259$171429$41647.49%66.02%113.51%
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Strategy 75 (AI 11; AutoStrategy81)MNQ; 85 minute2766.00%$1,583$3,370$1,7870.43$25$591.89-720$900175.89%$120$215$157307$42355.81%73.02%128.84%
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Strategy 75 (AI 12; AutoStrategy83)NQ; 2 minute650.00%$3,035$3,855$8200.09$48$5064.70-480$600505.83%$1,085$1,539$1,03381$48070.50%67.12%137.62%
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Strategy 75 (AI 12; AutoStrategy83)NQ; 7 minute1560.00%$6,825$8,765$1,9400.24$108$4554.52-1,230$1,538443.90%$841$1,504$1,049175$1,17055.92%69.75%125.66%
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Strategy 75 (AI 12; AutoStrategy83)NQ; 5 minute1172.00%$7,470$10,025$2,5550.17$118$6793.92-915$1,144653.11%$927$1,644$965134$91556.39%58.70%115.09%
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Strategy 75 (AI 12; AutoStrategy83)MNQ; 2 minute650.00%$294$376$820.09$5$494.59-48$60490.00%$111$152$10376$4873.03%67.76%140.79%
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Strategy 75 (AI 12; AutoStrategy83)MNQ; 5 minute1172.00%$786$1,042$2560.17$12$714.07-13,510$16,8884.65%$94$163$92131$14057.67%56.44%114.11%
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Strategy 75 (AI 12; AutoStrategy83)MNQ; 87 minute1471.00%$1,536$2,107$5710.22$24$1103.69-15,525$19,4067.91%$143$256$146575$43155.86%57.03%112.89%
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Strategy 75 (AI 13; AutoStrategy88)NQ; 4 minute2100.00%$11,085$11,085$00.03$175$5,54399.00-1$1886800.00%$802$5,965$422954$013.45%7.07%20.52%
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Strategy 75 (AI 13; AutoStrategy88)NQ; 8 minute862.00%$9,820$18,300$8,4800.13$155$1,2282.16-4,485$5,606175.16%$2,471$3,315$2,088925$4,48574.54%62.99%137.53%
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Strategy 75 (AI 13; AutoStrategy88)NQ; 46 minute4660.00%$29,480$58,100$28,6200.73$466$6412.03-7,040$8,800335.00%$1,516$2,201$1,560382$6,01068.88%70.88%139.75%
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Strategy 75 (AI 13; AutoStrategy88)MNQ; 70 minute4957.00%$3,282$6,869$3,5870.77$52$671.91-711$889369.28%$156$234$167481$53566.67%71.37%138.03%
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Strategy 75 (AI 13; AutoStrategy88)MNQ; 15 minute4862.00%$2,734$5,855$3,1210.76$43$571.88-860$1,075254.33%$163$223$166406$57273.09%74.44%147.53%
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Strategy 75 (AI 13; AutoStrategy88)MNQ; 10 minute4858.00%$2,663$5,777$3,1140.76$42$551.86-686$858310.55%$169$222$166418$53276.13%74.77%150.90%
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Strategy 75 (AI 14; AutoStrategy90)NQ; 4 minute358.00%$13,155$13,155$00.05$208$4,38599.00-1$11052400.00%$881$4,840$455828$018.20%9.40%27.60%
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Strategy 75 (AI 14; AutoStrategy90)NQ; 11 minute3458.00%$29,795$48,950$19,1550.54$471$8762.56-4,730$5,913503.93%$1,677$2,213$1,337392$4,68075.78%60.42%136.20%
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Strategy 75 (AI 14; AutoStrategy90)NQ; 10 minute3565.00%$26,525$45,275$18,7500.55$419$7582.41-4,780$5,975443.93%$1,251$2,071$1,313327$4,72060.41%63.40%123.80%
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Strategy 75 (AI 14; AutoStrategy90)MNQ; 10 minute4864.00%$3,500$6,216$2,7160.76$55$732.29-670$838417.91%$147$236$162408$47262.29%68.64%130.93%
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Strategy 75 (AI 14; AutoStrategy90)MNQ; 60 minute4961.00%$3,694$7,257$3,5630.77$58$752.04-667$834443.06%$156$243$164535$46164.20%67.49%131.69%
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Strategy 75 (AI 14; AutoStrategy90)MNQ; 66 minute4858.00%$3,679$7,127$3,4480.76$58$772.07-646$808455.60%$149$240$163522$45362.08%67.92%130.00%
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Strategy 75 (AI 18; AutoStrategy97)NQ; 57 minute7058.00%$31,720$88,465$56,7451.11$502$4531.56-8,720$10,900291.01%$1,683$2,055$1,601813$6,18581.90%77.91%159.81%
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Strategy 75 (AI 18; AutoStrategy97)NQ; 51 minute6959.00%$30,255$87,210$56,9551.09$478$4381.53-8,950$11,188270.44%$1,701$2,076$1,637833$6,19581.94%78.85%160.79%