Suite Params
Global Suite Elements
Suite Name:
- Test suite * Describe your objectives here
Start Date:
2007-01-01
End Date:
2025-07-17
Total Equity:
500000
Results Path:
results\
Stock Path:
C:\NDExport\
Position Limit
Max System Long Positions:
3
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
2007
251
$506,268.87
$6,268.87
305
1.25%
18.60%
0.00
2008
253
$547,079.05
$40,810.18
613
8.06%
28.76%
0.28
2009
252
$552,227.22
$5,148.17
198
0.94%
28.01%
0.03
2010
252
$523,311.23
($28,915.99)
226
-5.24%
11.43%
-0.46
2011
252
$499,455.17
($23,856.06)
283
-4.56%
16.45%
-0.28
2012
250
$495,204.53
($4,250.64)
238
-0.85%
11.05%
-0.08
2013
252
$464,629.07
($30,575.46)
79
-6.17%
6.74%
-0.92
2014
252
$436,442.03
($28,187.04)
160
-6.07%
16.00%
-0.38
2015
252
$399,796.88
($36,645.15)
332
-8.40%
15.99%
-0.53
2016
252
$407,066.63
$7,269.75
220
1.82%
19.10%
0.10
2017
251
$402,896.30
($4,170.33)
70
-1.02%
3.11%
-0.33
2018
251
$378,647.05
($24,249.25)
329
-6.02%
12.08%
-0.50
2019
252
$378,503.30
($143.75)
135
-0.04%
6.78%
-0.01
2020
253
$366,467.26
($12,036.04)
146
-3.18%
40.92%
-0.08
2021
252
$324,240.31
($42,226.95)
108
-11.52%
16.17%
-0.71
2022
251
$257,767.67
($66,472.64)
477
-20.50%
28.17%
-0.73
2023
250
$275,509.17
$17,741.50
211
6.88%
6.64%
1.04
2024
252
$237,787.81
($37,721.36)
133
-13.69%
15.14%
-0.90
2025
133
$257,136.19
$19,348.38
141
8.14%
9.38%
0.87
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
2007
0.00%
-0.28%
-3.93%
-0.02%
0.00%
0.39%
4.35%
-9.02%
-1.16%
1.39%
5.51%
4.89%
1.25%
18.60%
0.00
2008
-7.51%
-5.88%
3.16%
-8.68%
-1.37%
19.60%
-7.10%
-12.48%
9.35%
26.34%
17.32%
-15.23%
8.06%
28.76%
0.28
2009
20.50%
3.14%
-5.49%
0.00%
0.00%
-6.28%
-5.80%
0.00%
0.00%
0.20%
-2.85%
0.00%
0.94%
28.01%
0.03
2010
2.38%
-6.71%
-0.23%
0.00%
5.42%
4.69%
-5.45%
2.21%
-6.76%
0.00%
0.00%
0.00%
-5.24%
11.43%
-0.46
2011
0.00%
0.00%
-7.42%
-2.79%
-3.38%
-0.11%
-1.78%
8.11%
9.75%
-7.14%
-0.99%
2.55%
-4.56%
16.45%
-0.28
2012
-0.45%
0.00%
0.00%
3.03%
5.30%
-4.14%
-0.14%
-0.45%
0.00%
0.39%
-1.79%
-2.29%
-0.85%
11.05%
-0.08
2013
-1.43%
0.00%
0.00%
0.00%
0.00%
-1.05%
-0.78%
1.70%
-3.22%
-1.50%
0.00%
0.00%
-6.17%
6.74%
-0.92
2014
0.88%
-2.16%
0.00%
-1.95%
0.00%
0.00%
0.00%
-1.47%
0.89%
8.82%
0.00%
-10.26%
-6.07%
16.00%
-0.38
2015
-2.85%
-3.72%
-4.49%
-1.87%
-1.10%
4.36%
-0.31%
-4.18%
9.38%
-6.80%
-1.25%
5.27%
-8.40%
15.99%
-0.53
2016
13.54%
2.99%
-3.41%
0.00%
-4.20%
-2.78%
-0.04%
0.00%
-4.41%
0.82%
0.47%
0.00%
1.82%
19.10%
0.10
2017
0.00%
0.00%
0.00%
0.30%
-1.38%
-0.25%
0.00%
0.93%
-0.62%
0.00%
0.00%
0.00%
-1.02%
3.11%
-0.33
2018
0.00%
-3.40%
1.84%
-2.16%
-1.65%
-0.34%
-1.52%
0.00%
0.00%
1.74%
-4.42%
4.03%
-6.02%
12.08%
-0.50
2019
-2.05%
0.00%
0.00%
0.00%
4.98%
-4.59%
0.00%
5.91%
-0.35%
-3.46%
0.00%
0.00%
-0.04%
6.78%
-0.01
2020
0.00%
8.37%
36.96%
-11.15%
-8.72%
0.00%
0.00%
0.00%
-6.22%
-8.85%
-5.90%
0.00%
-3.18%
40.92%
-0.08
2021
0.00%
0.00%
-3.03%
0.00%
-1.00%
0.00%
0.00%
0.00%
-2.78%
-2.63%
0.00%
-2.64%
-11.52%
16.17%
-0.71
2022
1.80%
-4.90%
-0.32%
2.81%
-5.50%
2.22%
-10.17%
0.45%
4.53%
-6.85%
-6.54%
1.00%
-20.50%
28.17%
-0.73
2023
-4.16%
0.21%
10.56%
0.01%
0.01%
0.00%
0.00%
-3.04%
1.04%
4.99%
-2.15%
0.00%
6.88%
6.64%
1.04
2024
0.00%
0.00%
0.00%
-1.25%
-3.02%
0.00%
-1.93%
-2.70%
-4.01%
0.00%
-0.06%
-1.54%
-13.69%
15.14%
-0.90
2025
-5.28%
0.46%
9.53%
2.22%
1.50%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
8.14%
9.38%
0.87
Last Generated Orders
Order
Entry Date
System Name
Order Direction
Order Type
Symbol
Entry Price
Stop Type
Stop Price
Profit Price
Quantity