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Articles
Looking back on the System F6
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- Category: Latest news
- Published on Monday, 08 August 2011 15:24 Herman Hits: 175
Today we will to take a deeper look at the performance of a trading system F6, which was published this year in April, how did the system cope with the market, how did the profit curve develop? In our April post you see the results till the end of April. The capital curve of F6 now includes the original optimization and controll intervall but the out of sample intervall is now extended with trading results form May and July. The system has not been optimized again. In the upper window you can see the capital curve. The curve reveals that the trading system remained profitable even in the of out-of-sample. The upward profit curve was interrupted with a smaller drawdown at the end of June, but found it's original direction again in July. The total profit from early May to late July was about 25,000 €. In April it has been about 10,000 €. Thus, the profit growth has flattened in the Out-of-sample period only marginally.