Check out this futures system returns (20% compounded)

D

dennis86

Hi Guys

I recently developed a trading system for multiple futures markets and the returns have been attached. Have been engaging with some guys who view the returns highly attractive. I want to do a live trial on 1 or 2 markets buying 1 or 2 contracts to prove the concept. However, i would like to engage a trader who is liquid enough to facilitate this ($5000) since am not liquid atm. If this is something interesting to you send me a message and we can also continue this conversation on skype... am sure you may have multiple questions..
 

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What makes you think that a 20% compounded return system is good?
A lot of info are missing in your post:
- Ratios (sharp, calmar, etc.)
- Number of trade/year
- Max draw down
- Product traded
- Commissions and slippage used during your backtest
- Type(s) of strategy
- Etc.

Only a few things that I can think of for now.

By the way, 20% compounded per year result in back test is not that impressive IMO.
 
Yes... I know a lot of info is missing...which is why that was just a brief...But let me address some of your issues.

Type of strategy:
We make returns from 2 strategies:
1. Medium to long term trends
2. Trading in government bonds since futures trading you always have so much cash in the account

The core futures programme returns include (Exclusive of government bond returns):
Exposure: 8.27%
Number of Trades: 1174
Max Drawdown ($): $4,690,260.27
Winning Trades: 513
Losing Trades: 661

Portfolio Risk
Payoff Ratio: 2.17
Profit Factor: 1.684
Recovery Factor: 4.714
Risk Adjusted Return: 1.83
Sharpe Ratio: 1.146

Commissions:
The returns achieved take commissions, overnight interests on forex, futures margins, and slippage into account. Used $20 commission fee for every contract bought into account.

Products Traded:
Agricultures: cotton, coffee, sugar, rapeseed, soybeans, soybeans oil, rough rice, feeder cattle, lean hogs
Metals & Energies: gold, copper, silver, palladium, crude oil, heating oil, natural gas, RBOB gasoline, gasoil
Equities Index: S&P 500, S&P commodities, Nikkei 225, S&P midcap 400
Currencies: AUD, GBP, EUR, JPY, CHF, CAD
Rates/ Bonds: Eurodollar, euro bund, Ultra tbond, short sterling, euribor, euroswissfranc



- Ratios - 1.5612
- Number of trade/year: Number of trades 1174 (Average 97)
- Max draw down:
- Product traded
- Commissions and slippage used during your backtest
- Type(s) of strategy
- Etc.
 
Yeah, good luck with that DD LOL YOu have way too simple of a system as it lacks ability to curb DD and risk sounds too high. Time or cyclic management weak after entry? I doubt you ever be able to trade Opm. 4.7 years recovery?

Another factor to consider are taxes, if you in profitable trade and rollover in December and then huge DD occurs, you end up paying taxes on profits that turned into loss.
 
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