ES
Facts
Asset: ES 30m
Performance Period: January 2021 - September 2024 (4 Years)
Trades: 896
Profit Percentage: 127.49%
Profit Factor: 1.249
Sharpe Ratio: 0.454
Buy-And-Hold Return: 96.49%
Summary
Over 4 years of ES trading, Reversal IQ earned a 127.49% return over 896 trades. Reversal IQ scored a 1.249 profit factor and a solid 0.454 Sharpe Ratio over the period!
Facts
Asset: ES 15m
Performance Period: March 2022 - September 2024 (2.5 Years)
Trades: 787
Profit Percentage: 76.94%
Profit Factor: 1.187
Sharpe Ratio: 0.507
Buy-And-Hold Return: 61.34%
Summary
Over 2.5 years of ES trading, Reversal IQ earned a 76.94% return over 787 trades. Reversal IQ scored a 1.187 profit factor and a solid 0.507 Sharpe Ratio over the period!
Facts
Asset: ES 4h
Performance Period: March 2018 - September 2024 (6 Years)
Trades: 142
Profit Percentage: 189.59%
Profit Factor: 2.214
Sharpe Ratio: 0.28
Buy-And-Hold Return: 177.89%
Summary
Over 6 years of ES trading, Reversal IQ earned a 189.59% return over 142 trades. Reversal IQ scored a 2.214 profit factor and a 0.28 Sharpe Ratio over the period!