Isystems trading
Trading trading is complex and carries the risk of substantial losses. It is not suitable for all investors. The ability to withstand losses and to adhere to a particular trading program in spite of trading losses are material points which can adversely affect investor returns. The returns for isystems systems listed throughout this website are hypothetical in that they represent returns in a model isystems. Note that the Client Fill Trades are reported across all clients utilizing the platform, across multiple brokers, and are not based solely on the performance of accounts at this brokerage. The hypothetical model account begins with the initial capital isystems listed, and is reset to that amount each month. The percentage returns reflect inclusion of commissions, fees, slippage, and the isystems of the system. If and when a trading system has an open trade, the returns are marked to market on a daily basis, using the backadjusted data available on the day the computer backtest was performed for backtested trades, and the closing price trading the then front month contract for real time and client fill trades. For a trade which spans months, therefore, the gain or loss for the month ending with an open trade is the marked to market gain or loss the month end price minus the entry price, and vice versa for short trades. Please trading carefully the CFTC required disclaimer regarding hypothetical results below. It should not be viewed as a isystems for the referenced system or vendor. While isystems information and statistics within this website are believed to be complete and accurate, we cannot guarantee their completeness or isystems. As isystems performance does not guarantee future results, these results may have no bearing on, and may not be indicative of, any individual returns realized through participation in trading or any other investment. The statistics on this page trading calculated via the combination of three hypothetical data sets: Tracked, and where available 3. Backtested performance is calculated by running a trading system backwards in time, and seeing what trades would have been done in the past isystems applied to backadjusted data. Tracked performance is calculated by running the trading trading forwards on data each and every day, and logging the trades as they happen in real time day after day. Live performance is calculated by running the trading system on trading tick data for actual clients and tracking the trading buy isystems sell prices those clients trading trading system receive in their account. We use Live results to calculate monthly returns for any month in which clients were trading for the isystems month, Tracked fills trading those months trading which there are no client fills for the entire month, and computer generated fills for those months occurring before we loaded the system onto our trade servers. The results are hypothetical in that they represent returns in a model account. The model account rises or falls by the single contract profit and loss achieved by the system in whichever data set is available. The hypothetical model account begins with the Sugested Capital listed, and is reset to that amount each month. Please note that the method of resetting the model account to the initial value at the start of each month creates a track record which is representative of the simple returns for each time period, but that it does not, by definition, show how returns would compound over time. Should an investor following said program trade a single contract indefinitely without also resetting their account to the initial capital amount each month, their performance will differ from the performance detailed isystems. Sign in Forgot password? Account type Individual Joint IRA Corporate Trust Other. Explore Systems Top 10 My Systems Help. Open Position Developer Trading clients? Sharpe Ratio Sortino Ratio Sterling Ratio MAR Ratio License Cost Comm. User Agreement Risk Disclaimer.
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