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PERFORMANCE

This is the performance summary of the current systems for 2007. You can check out all historical signals for each respective system as well as the development of the fictive portfolio. Portfolio development prior of 2007 is presented separate for each system. Please notice that backtesting may result in an exaggerated performance.
PortfolioTD 2.0ROT 1.0Backtest TD 2.0Backtest ROT 1.0
Statistics all signals 1998
Number of trades 90
Win % 67,8
Average win 9,3
Average loss 8,9
Average profit 3,43
Cumulative % 308,8
Statistics all signals 1999
Number of trades 119
Win % 70,6
Average win 10,96
Average loss 10,77
Average profit 4,57
Cumulative % 544,3
Statistics all signals 2000
Number of trades 173
Win % 55,5
Average win 12,25
Average loss 10,82
Average profit 1,99
Cumulative % 343,5
Statistics all signals 2001
Number of trades 62
Win % 74,2
Average win 10,65
Average loss 9,94
Average profit 5,33
Cumulative % 330,6
Statistics all signals 2002
Number of trades 77
Win % 57,1
Average win 9,68
Average loss 9,67
Average profit 1,41
Cumulative % 107,5
Statistics all signals 2003
Number of trades 141
Win % 75,2
Average win 9,51
Average loss 8,71
Average profit 4,98
Cumulative % 702,5
Statistics all signals 2004
Number of trades 129
Win % 68,2
Average win 9,47
Average loss 8,54
Average profit 3,74
Cumulative % 482,9
Statistics all signals 2005
Number of trades 132
Win % 63,6
Average win 9,83
Average loss 8,86
Average profit 3,03
Cumulative % 400,4
Statistics all signals 2006
Number of trades 130
Win % 63,1
Average win 9,6
Average loss 8,72
Average profit 2,83
Cumulative % 368,1