Z9.03: H 4 W 2 V 1
Loading 12 assets..
Multiple assets............
Test: Z9 2002..2017
Assets AssetsZ9
Max Leverage 2.0 Avg Bonds 27.4%
Monte Carlo Analysis... Median AR 21%
Win 14181$ MI 122$ DD 446$ Capital 5295$
Trades 290 Win 76.9% Avg +470.6p Bars 103
CAGR 14.89% PF 4.19 SR 0.88 UI 6% R2 0.80
Chart... ok
Chart... ok

Gross win/loss 18633$ / -4451$ (+136486p)
Average profit 1464$/year, 122$/month, 5.63$/day
Max drawdown -330$ 2.3% (MAE -2270$ 16.0%)
Total down time 15% (TAE 82%)
Max down time 32 weeks from Apr 2008
Max open margin 3732$
Max open risk 99.71$
Trade volume 344057$ (35509$/year)
Transaction costs -814$ spr, 0.83$ slp, 0$ rol, -163$ com
Capital required 3915$