Suite Params
Global Suite Elements
Suite Name:
- Test suite * Describe your objectives here
Start Date:
1995-01-01
End Date:
2025-04-01
Total Equity:
500000
Results Path:
results\
Stock Path:
C:\NDExport\
Position Limit
Max System Long Positions:
2
Max System Short Positions:
1
Full Result
Alloc, %
End Balance
Total % Return
CAGR, %
RAR, %
Max TE Drawdown
Avg 5 Total DDs, %
Longest Drawdown, Months
TMS Performance
R-cubed
MAR
Sharpe (RF %)
Sortino (RF %)
HV100, %
Win, %
Win/Loss
Trades
Avg Trade Duration, Days
Avg Win , %
Avg Loss , %
Max Open Positions
Avg Total Candidates
Avg Total Collisions
Avg Collisions Ratio, %
Performance Curve - Log Scale All Individual Systems
Performance Curve - Log Scale Combined Systems
Performance Curve - Linear Scale All Individual Systems
Performance Curve - Linear Scale Combined Systems
Yearly Performance Summary
Year
Days
End Total Equity
Total Equity Gain/Loss
# Trades
Annual Gain %
Benchmark %
Comparison
Max DD Yearly
Benchm. MDD
MAR Yearly
Benchm. MAR
1995
252
$813,241.93
$313,241.93
42
62.65%
23.83%
0.00
1996
254
$1,014,699.74
$201,457.81
52
24.77%
19.35%
1.28
1997
253
$1,702,065.82
$687,366.08
45
67.74%
18.54%
3.65
1998
252
$2,398,984.28
$696,918.46
53
40.95%
31.77%
1.29
1999
252
$7,382,468.47
$4,983,484.19
70
207.73%
22.93%
9.06
2000
252
$6,647,121.90
($735,346.57)
104
-9.96%
45.99%
-0.22
2001
248
$6,647,121.90
$0.00
0
0.00%
0.00%
NaN
2002
252
$5,572,704.95
($1,074,416.95)
20
-16.16%
16.34%
-0.99
2003
252
$8,109,216.25
$2,536,511.30
16
45.52%
10.19%
4.47
2004
252
$10,050,643.92
$1,941,427.67
28
23.94%
17.41%
1.37
2005
252
$9,884,280.48
($166,363.44)
36
-1.66%
14.25%
-0.12
2006
251
$11,179,603.22
$1,295,322.74
24
13.10%
15.34%
0.85
2007
251
$15,182,930.71
$4,003,327.50
28
35.81%
15.63%
2.29
2008
253
$10,995,813.71
($4,187,117.00)
28
-27.58%
28.35%
-0.97
2009
252
$13,764,852.43
$2,769,038.72
16
25.18%
8.04%
3.13
2010
252
$16,678,328.07
$2,913,475.64
22
21.17%
16.88%
1.25
2011
252
$18,424,996.20
$1,746,668.14
24
10.47%
18.07%
0.58
2012
250
$21,956,764.50
$3,531,768.30
20
19.17%
15.04%
1.27
2013
252
$34,834,873.06
$12,878,108.56
8
58.65%
8.67%
6.76
2014
252
$37,346,818.98
$2,511,945.92
20
7.21%
18.67%
0.39
2015
252
$37,079,097.21
($267,721.77)
22
-0.72%
15.97%
-0.04
2016
252
$41,024,975.88
$3,945,878.67
12
10.64%
13.51%
0.79
2017
251
$56,552,295.03
$15,527,319.16
8
37.85%
8.62%
4.39
2018
251
$57,310,836.63
$758,541.60
29
1.34%
24.10%
0.06
2019
252
$69,968,722.26
$12,657,885.63
23
22.09%
12.53%
1.76
2020
253
$112,759,778.61
$42,791,056.35
46
61.16%
24.16%
2.53
2021
252
$113,600,110.80
$840,332.19
42
0.75%
22.38%
0.03
2022
251
$82,634,688.16
($30,965,422.63)
31
-27.26%
31.26%
-0.87
2023
250
$91,977,595.72
$9,342,907.56
19
11.31%
10.95%
1.03
2024
252
$111,174,803.89
$19,197,208.17
26
20.87%
15.80%
1.32
2025
60
$109,190,965.25
($1,983,838.63)
11
-1.78%
18.44%
-0.10
Monthly Performance Summary
Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Annual Gain %
Benchmark %
Comparison
Max DD Yearly
MAR Yearly
1995
1.18%
9.54%
3.36%
5.08%
-1.00%
19.64%
10.25%
5.28%
8.63%
-6.00%
3.10%
-6.65%
62.65%
23.83%
0.00
1996
-1.66%
-1.06%
-1.42%
14.00%
2.44%
0.04%
-11.76%
3.23%
10.91%
1.35%
10.44%
-1.54%
24.77%
19.35%
1.28
1997
13.20%
-7.85%
-9.68%
17.10%
18.80%
3.07%
26.11%
-2.79%
8.87%
-6.04%
2.28%
-3.19%
67.74%
18.54%
3.65
1998
-2.89%
10.17%
4.62%
1.78%
-1.61%
13.94%
4.13%
-17.61%
9.52%
-8.10%
8.87%
17.40%
40.95%
31.77%
1.29
1999
14.27%
-7.28%
17.58%
-4.56%
-4.77%
10.90%
5.74%
7.57%
-1.47%
24.51%
26.40%
38.94%
207.73%
22.93%
9.06
2000
-6.10%
40.92%
-5.27%
-27.73%
-4.53%
5.79%
7.12%
9.33%
-1.50%
-11.53%
0.41%
-3.99%
-9.96%
45.99%
-0.22
2001
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
NaN
2002
-7.04%
-7.35%
1.47%
-1.35%
-1.42%
-1.36%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-16.16%
16.34%
-0.99
2003
0.00%
0.00%
0.00%
7.80%
11.77%
3.28%
3.14%
5.00%
-1.07%
7.84%
0.05%
1.17%
45.52%
10.19%
4.47
2004
5.83%
5.47%
-1.22%
-1.29%
6.24%
2.61%
-9.87%
-2.86%
2.43%
7.51%
10.54%
-1.98%
23.94%
17.41%
1.37
2005
-7.47%
-1.85%
2.80%
-7.05%
6.72%
-4.81%
3.35%
1.26%
0.66%
-2.93%
7.44%
1.56%
-1.66%
14.25%
-0.12
2006
10.12%
-4.22%
1.11%
-2.90%
-8.40%
3.18%
0.58%
-1.08%
4.82%
8.18%
4.07%
-1.57%
13.10%
15.34%
0.85
2007
0.67%
2.11%
2.00%
4.20%
2.89%
2.67%
-5.48%
5.80%
12.61%
8.35%
-6.74%
3.41%
35.81%
15.63%
2.29
2008
-14.30%
-0.89%
0.54%
0.06%
1.81%
-7.28%
-2.96%
-0.37%
-4.81%
-2.44%
0.00%
0.00%
-27.58%
28.35%
-0.97
2009
0.00%
0.00%
0.00%
0.00%
0.00%
-1.46%
8.83%
-0.16%
5.78%
-3.76%
6.33%
8.01%
25.18%
8.04%
3.13
2010
-6.87%
8.61%
5.91%
0.57%
-5.19%
-6.75%
9.20%
-5.67%
15.78%
4.50%
-0.95%
3.04%
21.17%
16.88%
1.25
2011
3.36%
6.81%
4.31%
6.95%
-1.13%
-2.70%
1.00%
-7.20%
-1.91%
0.98%
-0.97%
1.43%
10.47%
18.07%
0.58
2012
7.14%
7.80%
9.38%
2.04%
-0.29%
3.62%
0.08%
1.49%
-0.15%
-6.46%
-3.93%
-1.82%
19.17%
15.04%
1.27
2013
6.96%
2.10%
5.73%
1.07%
4.72%
-2.42%
8.44%
1.17%
10.00%
2.54%
5.71%
1.70%
58.65%
8.67%
6.76
2014
2.56%
8.39%
-11.11%
-2.86%
3.49%
4.12%
-1.76%
5.94%
-0.63%
-1.34%
2.42%
-0.82%
7.21%
18.67%
0.39
2015
-5.22%
11.55%
-2.73%
-0.72%
4.40%
-3.01%
-0.63%
-8.75%
-1.64%
4.85%
3.88%
-1.14%
-0.72%
15.97%
-0.04
2016
-6.81%
-8.34%
3.65%
-2.35%
6.14%
1.23%
8.47%
-1.04%
0.83%
-0.27%
8.44%
1.76%
10.64%
13.51%
0.79
2017
3.02%
0.09%
4.79%
-0.07%
12.75%
-3.62%
1.79%
3.98%
5.55%
7.62%
-1.10%
-1.20%
37.85%
8.62%
4.39
2018
13.95%
-2.32%
-4.38%
-1.00%
9.79%
-0.94%
1.85%
8.14%
0.79%
-16.76%
4.01%
-7.97%
1.34%
24.10%
0.06
2019
2.01%
2.84%
-4.08%
1.23%
-3.78%
7.32%
4.11%
-2.44%
-3.48%
6.26%
5.35%
5.75%
22.09%
12.53%
1.76
2020
0.03%
-7.00%
-6.98%
0.00%
5.43%
13.58%
8.52%
21.39%
-5.20%
-6.76%
25.61%
6.33%
61.16%
24.16%
2.53
2021
1.60%
-1.27%
-6.34%
2.46%
-1.73%
0.91%
2.89%
3.65%
-4.62%
6.14%
-4.29%
2.16%
0.75%
22.38%
0.03
2022
-14.01%
-6.53%
1.62%
-6.41%
-5.44%
-1.42%
0.84%
-0.50%
-1.48%
3.51%
1.52%
-1.73%
-27.26%
31.26%
-0.87
2023
-0.39%
-4.99%
4.96%
5.82%
-3.33%
4.44%
0.63%
-2.25%
-3.92%
-3.04%
7.79%
6.19%
11.31%
10.95%
1.03
2024
8.51%
7.03%
4.38%
-7.65%
10.96%
7.93%
-6.45%
2.67%
0.39%
0.61%
2.59%
-9.44%
20.87%
15.80%
1.32
2025
7.80%
-2.15%
-6.89%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
-1.78%
18.44%
-0.10
Last Generated Orders
Order
Entry Date
System Name
Order Direction
Order Type
Symbol
Entry Price
Stop Type
Stop Price
Profit Price
Quantity