Performance

Cumulative Returns [%]trading performance commodity futures spread trading

Track record is based on real trades, not hypothetical.
The data displayed in the bar chart above are net results (including commissions).

Starting account size is $10,000 (2016) and average risk per trade is 2%. Account size in 2017 is $20,000.

Trades Overview

2017

No. Spread Profit/Loss Side Ct. Entry Date Entry Price Exit Date Exit Price Comm.
3 SBH18-SBV17 -571.2 $ Buy 3 2017-Apr-4 0.6 2017-May-22 0.43 34.32
2 ZWH17-ZWZ17 12.5 $ Buy 1 2017-Feb-3 -56.5 2017-Feb-14 -56.25 11.24
2 ZWH17-ZWZ17 400 $ Buy 1 2017-Jan-26 -59 2017-Feb-10 -51 11.24
1 LEQ17-LEM17 220 $ Buy 1 2017-Jan-05 -4.075 2017-Feb-13 -3.525 11.56
1 LEQ17-LEM17 580 $ Buy 2 2017-Jan-03 -3.925 2017-Feb-10 -3.2 23.12

2016

No. Spread Profit/Loss Side Ct. Entry Date Entry Price Exit Date Exit Price Comm.
10 CLG17-CLF17 70 $ Buy 1 2016-Oct-24 0.6 2016-Nov-14 0.67 9.24
9 ZLH17-ZLZ16 120 $ Buy 2 2016-Aug-31 0.38 2016-Sep-29 0.48 22.48
8 ZMV16-ZMF17 410 $ Sell 1 2016-Aug-29 3.3 2016-Sep-27 -0.8 11.24
7 CLX16-CLH17 -210 $ Buy 1 2016-Aug-31 -2.18 2016-Sep-6 -2.39 9.24
6 CLQ16-CLU16 160 $ Sell 2 2016-May-23 -0.38 2016-Jun-7 -0.46 18.48
5 ZWN16-ZWZ16 0 $ Sell 2 2016-May-18 -25.75 2016-May-27 -25.75 22.48
4 ZMU16-ZMZ16 430 $ Buy 1 2016-Apr-14 -2.6 2016-Apr-20 1.7 11.24
4 ZMU16-ZMZ16 190 $ Buy 1 2016-Apr-14 -2.6 2016-Apr-20 -0.7 11.24
3 ZWU16-ZWZ16 225 $ Sell 2 2016-Mar-16 -14.5 2016-Apr-15 -16.75 22.48
2 CLU16-CLZ16 256 $ Buy 1 2016-Feb-18 -1.616 2016-Feb-26 -1.36 9.24
1 LEJ16-LEM16 304 $ Sell 1 2016-Jan-07 9.535 2016-Jan-14 8.775 11.56