New York
  
London
  
Tokyo
 
 
Home > Reports > Commodity Historical Report
 
ANNUAL PERFORMANCE REPORT
 
E-Mini S&P 500 (Electronic)
Library Name: Mini iSP
Symbol: ES
 
Performance Result Activity Parameters P&L Analysis Risk Analysis
Period Net Profit($) %Gain Profit
Factor
#Trades %Profitable Required Capital($) Age
(Weeks)
#Trades #/Weeks P&L($) P&L(%) Annual
P&L(%)
Max
DD(%)
Risk/
Reward
2009 16,875.00 249.52 2.80 57 84.21 6,763.00 52 57 1.10 16,875.00 249.52 249.52 -36.42 6.85
2008 14,075.00 122.79 1.61 54 74.07 11,463.00 52 54 1.04 14,075.00 122.79 122.79 -58.89 2.09
2007 23,000.00 321.66 8.45 59 93.22 7,151.00 52 59 1.13 23,000.00 321.63 321.63 -40.20 8.00
2006 7,350.00 147.72 2.36 61 85.25 4,976.00 52 61 1.17 7,350.00 147.71 147.71 -25.88 5.71
2005 4,313.00 77.17 1.68 48 77.08 5,588.00 52 48 0.92 4,313.00 77.18 77.18 -30.87 2.50
2004 7,638.00 148.29 2.67 44 81.82 5,151.00 52 44 0.85 7,638.00 148.28 148.28 -26.46 5.60
2003 7,363.00 136.33 1.97 49 79.59 5,401.00 52 49 0.94 7,363.00 136.33 136.33 -26.62 5.12
2002 24,088.00 420.17 6.52 56 92.86 5,726.00 52 56 1.08 24,088.00 420.68 420.68 -24.68 17.05
2001 8,563.00 75.52 1.46 63 76.19 11,338.00 52 63 1.21 8,563.00 75.52 75.52 -68.57 1.10
2000 30,188.00 448.85 3.59 61 85.25 6,726.00 52 61 1.17 30,188.00 448.83 448.83 -31.59 14.21
1999 23,475.00 393.68 5.06 49 89.80 5,963.00 52 49 0.94 23,475.00 393.68 393.68 -22.44 17.54
1998 13,425.00 213.08 2.39 47 76.60 6,301.00 52 47 0.90 13,425.00 213.06 213.06 -41.66 5.11
1997 5,000.00 120.11 999.00 11 100.00 4,163.00 52 11 0.21 5,000.00 120.11 120.11 0.00 0.00
 
 

 
Copyright Statement
All publications realeased by Insightech Global Consulting, Inc. belong exclusively to Insightech Global Consulting, Inc. The information and materials stated above are offered for the exclusive use of Insightech Global Consulting, Inc. clients. Distribution to third parties is strictly prohibited without written approval of Insightech Global Consulting, Inc.
 
 
Japanese
Copyright ©2009 INSIGHTECH GLOBAL CONSULTING, INC. All Rights Reserved.