Back-testing and Forward-testing Sample Results:
| (Apr/2013 to Dec2020) | Statistics |
| Initial Capital | 100,000 |
| Ending Capital | 1,652,450 |
| Net Profit | 1,552,450 |
| Net Profit % | 1552% |
| Compounded Annual Return % | 41.99% |
| Max. System Drawdown | -134,600 |
| Max. System % Drawdown | -35.45% |
All figures are in HKD. Resonable slippage and commission are included. Assume initial margin is HKD 80,000 and 1 contract is traded per trade. Margin requirements are subject to change by relevant exchanges and brokers.
| (Apr/2013 to Dec/2020) | Statistics |
| Initial Capital | 10,000 |
| Ending Capital | 26,560 |
| Net Profit | 16,560 |
| Net Profit % | 165% |
| Compounded Annual Return % | 13% |
| Max. System Drawdown | -1,881 |
| Max. System % Drawdown | -14.55% |
| (May/2014 to Dec/2020) | Statistics |
| Initial Capital | 5,000 |
| Ending Capital | 8,330 |
| Net Profit | 3,330 |
| Net Profit % | 67% |
| Compounded Annual Return % | 7.57% |
| Max. System Drawdown | -524 |
| Max. System % Drawdown | -7.82% |
All figures are in USD. Resonable slippage and commission are included. Assume initial margin is USD 3,500 and 1 contract is traded per trade. Margin requirements are subject to change by relevant exchanges and brokers.
All the information posted on this page is not giving advice or invitation on any investment with Wind Harvest Limited. We ("Wind Harvest Limited") are NOT selling or leasing those strategies, or giving advice on those strategies. The presentation of all strategy performance is for reference only. All symbols and financial instruments shown are for demonstration purposes only and are not recommendations.
All the returns shown on this page are hypothetical or simulated performance results. Simulated results do not represent actual trading. Since the trades have not been executed, the results may have undercompensated or overcompensated for the impact, if any, of certain market factors, such as lack of liquidity resulting in negative slippage. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight.
Futures based investments, stocks and FX trading are often complex and carry the risk of substantial losses. They are not suitable for all investors.
While these methods may have worked in the past, past results are not necessarily indicative of future results. While there is a potential for profits there is also a risk of loss. A loss incurred in connection with trading futures contracts can be significant. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition since all speculative trading is inherently risky and should only be undertaken by individuals with adequate risk capital.
