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Not Favorite MagicBreak Dax 15'

Developer
Joel Galí
Product
DAX future (EUR)
System Type
Intraday
Cost
USD 80 / monthly
Account:
Guest
Status:
Not Active See more
THE FOLLOWING IS HYPOTHETICAL MODEL ACCOUNT PERFORMANCE
Total P/L
since 01/02/2001 		Tracked P/L
since 01/17/2015		 Live P/L
since 04/17/2015		 Worst
Drawdown		 Suggested
Capital 		Required
Capital
$730,018 (+31.2%) $138,790 $1,736 ($38,053) $100,000 $8,900
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Analyzed Sessions 5952 Winning Sessions
47.5%
 Worst Drawdown ($38,053) (01/11/2024)
Total P/L $730,018 Current Run-up since DD low $9,801 Current Drawdown ($28,253) (07/10/2023)
Annual ROI +31.2% Best Session $17,233 (08/10/2011) Worst Session ($4,875) (02/08/2016)
Profit Factor 1.64 Winning Session Average $2,589.04 Losing Session Average ($1,424.76)
Comm. per side 12.50 € % Time with Open Position 15.7% Slippage per side -1.2170 ($34.81)
TM Rating TM Rating 3 3/3 Sharpe / Sortino Ratios 1.6690 / 4.6124 Sterling / MAR Ratios 0.1857 / 0.2488
It is a composite system that combines multiple methods to generate incoming signals. If the conditions are right, operates by opening the position for the first few minutes of the session and remains open until the end of the day or until it hit the stop loss.

The system attempts to find the days on which the market will have greater movement in the same direction, operating only when the chances of success are high. The usual frequency of operations is 1 to 2 per week.

As an intraday system works best in periods that there is strong trend and/or high volatility, so they can better take advantage of a single day movements. In lateral and very low volatility periods can be expected to underperform.
  Backtested  
  Tracked  
  Live Trading
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total Total %
2024 ($2,249) $1,609 $2,175 $5,230 ($4,943) - - - - - - - $1,823 1.8%
2023 ($3,296) ($1,726) $9,624 $614 ($2,815) $8,663 $7,480 ($4,713) ($6,676) ($10,022) ($5,758) $968 ($7,655) -7.6%
2022 $7,540 $7,751 $9,287 ($5,287) ($12,511) $13,391 ($10,982) $7,642 $4,907 ($4,085) ($7,813) $858 $10,699 10.7%
2021 $14,225 $10,924 ($5,498) $3,675 $13,993 $8,894 ($396) ($6,341) $1,200 ($4,961) $8,289 $7,374 $51,379 51.4%
2020 $10,764 $5,200 $13,033 $745 ($6,765) ($10,022) $12,100 $18,770 $19,284 ($23,763) $15,160 ($503) $54,005 54.0%
2019 $10,090 $4,107 ($1,243) $1,168 $17,141 $397 ($2,147) ($11,483) ($2,647) $17 ($2,583) ($7,405) $5,412 5.4%
2018 ($5,749) ($1,126) ($1,254) $2,659 $2,210 $6,500 $168 $3,413 $4,722 ($10,510) $3,017 $2,418 $6,470 6.4%
2017 ($2,404) ($3,106) $2,245 ($3,708) ($1,092) $1,021 ($4,093) $11,177 $6,577 ($4,897) $9,034 ($3,898) $6,855 6.9%
2016 $8,121 ($9,670) ($9,292) ($6,157) $2,000 $2,208 ($3,552) $3,684 $11,374 $2,056 ($10,145) $3,652 ($5,723) -5.7%
2015 ($3,937) $6,880 $3,795 ($2,664) $2,286 ($10,430) ($933) $3,927 $20,039 ($503) ($9,299) $4,178 $13,339 13.3%
2014 $14,882 $3,321 $4,940 ($4,929) $2,039 ($348) $6,509 $7,248 ($5,318) $17,863 ($797) $8,873 $54,285 54.3%
2013 ($2,027) ($1,588) $53 ($2,478) $2,272 $6,446 $4,210 $7,445 $4,322 $5,799 $1,903 $2,318 $28,675 28.7%
2012 ($1,149) $7,336 $7,441 ($1,104) $12,194 $12,198 ($205) ($961) ($5,437) $8,300 ($1,897) ($884) $35,833 35.8%
2011 $2,471 $2,029 $1,379 $1,123 $3,497 ($2,002) $6,682 $43,879 $19,454 $2,201 $7,554 $8,582 $96,849 96.8%
2010 $7,582 $952 $1,556 $3,226 $9,847 ($1,575) ($1,161) ($80) $5,189 ($926) $1,182 $4,476 $30,268 30.2%
2009 $4,137 $5,156 $6,086 ($4,623) ($907) $703 $15,387 $772 ($1,217) $1,947 $5,505 $6,991 $39,936 39.9%
2008 $34,124 $2,457 $2,606 $7,270 $2,904 $1,694 $5,616 $1,016 ($988) $4,400 $10,879 ($3,465) $68,512 68.5%
2007 $2,530 $11,308 $3,028 $4,019 ($323) $2,844 $2,207 $10,174 $5,884 $2,231 $3,833 $931 $48,666 48.6%
2006 $1,759 $5,830 $1,352 $2,205 $3,036 $2,364 ($988) $1,490 ($2,876) $2,403 $752 ($121) $17,205 17.2%
2005 ($113) $2,220 ($855) ($2,181) $3,860 $1,701 $342 $4,625 ($1,893) $102 $2,529 $2,882 $13,218 13.2%
2004 $2,924 ($80) $2,224 ($3,093) ($369) ($1,280) ($1,740) $444 $1,942 ($1,472) $2,026 $3,655 $5,181 5.2%
2003 $1,605 $3,097 ($643) $1,137 $660 $4,249 $832 $5,052 $2,835 $666 $401 ($1,009) $18,882 18.8%
2002 $1,381 ($1,418) $689 ($143) $4,972 $7,485 $27,174 $18,317 $10,640 $8,785 $6,920 ($1,824) $82,979 83.0%
2001 ($4,165) $4,167 $12,510 $4,362 $1,526 $5,531 $4,485 $11,115 ($2,868) $6,152 $5,702 $4,408 $52,925 52.9%
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