The following are the hypothetical trades generated by the system that were closed in the first quarter of 2017. The profit amount show already has $25 per contract round-trip subtracted to account for commissions.
Entry Date | Exit Date | Profit | Sym | Month | Size | Entry Price | Exit Price | Commission | Notes |
2017-02-03 | 2017-03-28 | $31,905.00 | GC | 2017J | 9 | 1217.8 | 1253.5 | $225.00 | Roll:2017J:2017M |
2017-02-22 | 2017-03-27 | -$43,470.00 | ZM | 2017K | 18 | 342.2 | 318.3 | $450.00 | SellMOO |
2017-03-21 | 2017-03-22 | -$4,655.00 | HE | 2017J | 19 | 68.775 | 68.225 | $475.00 | Roll:2017J:2017M |
2017-03-17 | 2017-03-21 | -$3,325.00 | HE | 2017M | 19 | 77.8 | 77.425 | $475.00 | Roll:2017M:2017J |
2017-01-19 | 2017-03-17 | $4,655.00 | HE | 2017J | 19 | 68.825 | 69.5 | $475.00 | Roll:2017J:2017M |
2016-12-13 | 2017-03-14 | $19,170.00 | EW | 2017H | 6 | 1680.6 | 1712.8 | $150.00 | Roll:2017H:2017M |
2016-12-13 | 2017-03-14 | $63,330.00 | NQ | 2017H | 6 | 4865.5 | 5394.5 | $150.00 | Roll:2017H:2017M |
2016-12-13 | 2017-03-14 | $67,788.00 | ES | 2017H | 11 | 2250.25 | 2374 | $275.00 | Roll:2017H:2017M |
2017-02-24 | 2017-03-14 | -$48,375.00 | ZB | 2017M | 10 | 150.78125 | 145.96875 | $250.00 | SellMOO |
2017-02-23 | 2017-03-13 | -$70,740.00 | CL | 2017J | 12 | 53.91 | 48.04 | $300.00 | Stopped out |
2017-02-22 | 2017-03-07 | -$61,665.00 | SB | 2017K | 25 | 20.77 | 18.59 | $625.00 | Stopped out |
2017-02-08 | 2017-02-24 | $256.00 | ZF | 2017H | 41 | 118.17188 | 118.20312 | $1,025.00 | Roll:2017H:2017M |
2017-01-13 | 2017-02-24 | -$7,625.00 | HG | 2017H | 10 | 2.667 | 2.6375 | $250.00 | Roll:2017H:2017K |
2017-02-09 | 2017-02-24 | -$14,938.00 | ZB | 2017H | 10 | 153.5 | 152.03125 | $250.00 | Roll:2017H:2017M |
2017-02-21 | 2017-02-22 | $11,415.00 | SB | 2017H | 25 | 20.42 | 20.85 | $625.00 | Roll:2017H:2017K |
2016-12-20 | 2017-02-22 | $37,350.00 | ZM | 2017H | 18 | 316.4 | 337.4 | $450.00 | Roll:2017H:2017K |
2017-02-17 | 2017-02-21 | $775.00 | SB | 2017K | 25 | 20.35 | 20.4 | $625.00 | Roll:2017K:2017H |
2017-02-06 | 2017-02-17 | -$25,545.00 | SB | 2017H | 25 | 21.28 | 20.39 | $625.00 | Roll:2017H:2017K |
2017-01-20 | 2017-02-07 | -$29,533.00 | RB | 2017H | 8 | 1.5664 | 1.4791 | $200.00 | Stopped out |
2017-01-19 | 2017-01-20 | $1,110.00 | RB | 2017G | 8 | 1.5416 | 1.5455 | $200.00 | Roll:2017G:2017H |
2017-01-18 | 2017-01-19 | -$3,705.00 | HE | 2017G | 19 | 65.9 | 65.475 | $475.00 | Roll:2017G:2017J |
2017-01-18 | 2017-01-19 | -$18,882.00 | RB | 2017H | 8 | 1.6303 | 1.5747 | $200.00 | Roll:2017H:2017G |
2016-12-12 | 2017-01-18 | $28,025.00 | HE | 2017J | 19 | 66 | 69.75 | $475.00 | Roll:2017J:2017G |
2016-12-29 | 2017-01-18 | -$25,131.00 | RB | 2017G | 8 | 1.6768 | 1.6026 | $200.00 | Roll:2017G:2017H |
Total: | -$91,810.00 | $9,450.00 |