P15F - ES Daytrading Portfolio
- This is a modified version of ESCombo3.
- There are some trend and some countertrend trades, but mostly trend
- Intraday only
- The commission has been reduced to $5, so this is not suitable for broker managed trading.
- With lower commissions, it trades more frequently. This is a test to see how that works out.
- Profit target: No
- No equity curve stop.
- All hypothetical trades are based on limit orders which require price penetration (no slippage)
- Actual trades also use limit orders (except for stops) so no slippage.
- $5/rt commissions
- Trades on 3 minute @ES.D chart
Hypothetical gain or loss charts
Lifetime trend encompasses both pre and post design periods.
Performance data since design
The account size is essentially twice the maximum drawdown or $10k whichever is greater.
The above values may have been calculated on a month end basis, which will reduce their accuracy somewhat.
System Metrics(All Dates)
PAST PERFORMANCE WHETHER REAL OR HYPOTHETICAL IS NO GUARANTEE OF FUTURE RESULTS.