Oil Futures Trading System
Crude oil’s liquidity, volatility, and global influence make it a conducive product for trend-following trading. Traders employing trend-following strategies can leverage these characteristics to identify and capitalize on trends in the dynamic and ever-changing crude oil markets.
Here we feature one of our Crude Oil breakout trading systems traded with a fixed fractional money management strategy risking 2% per trade. For those seeking a comprehensive report or additional insights into how Crude Oil performs in conjunction with other markets exhibiting low correlation, please get in touch.
Crude Oil Summary Results |
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Test | Ending Balance | Ending VADI | CAGR% | MAR | Modified Sharpe | Annual Sharpe | Max Total Equity DD | Longest Drawdown | # Trades | |
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1 | 294,343.51 | 294,343.51 | 3.56% | 0.41 | 0.57 | 0.51 | 8.6% | 33.8 | 40 | |
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Year | Days | Closed Balance | End Total Equity | End VADI | Total Equity Gain | Gain % | # Trades |
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2013 | 365 | 196,446.13 | 196,446.13 | 196,446.13 | -3,553.87 | -1.8% | 5 |
2014 | 365 | 235,688.01 | 236,778.01 | 236,778.01 | 40,331.88 | 20.5% | 2 |
2015 | 365 | 239,872.27 | 239,382.27 | 239,382.27 | 2,604.26 | 1.1% | 4 |
2016 | 366 | 230,493.25 | 230,823.25 | 230,823.25 | -8,559.02 | -3.6% | 5 |
2017 | 365 | 242,525.92 | 245,725.92 | 245,725.92 | 14,902.67 | 6.5% | 2 |
2018 | 365 | 246,444.95 | 247,039.95 | 247,039.95 | 1,314.03 | 0.5% | 4 |
2019 | 365 | 239,922.62 | 240,027.62 | 240,027.62 | -7,012.33 | -2.8% | 4 |
2020 | 366 | 274,335.46 | 274,315.46 | 274,315.46 | 34,287.83 | 14.3% | 4 |
2021 | 365 | 292,631.51 | 292,631.51 | 292,631.51 | 18,316.05 | 6.7% | 3 |
2022 | 365 | 298,309.36 | 295,869.36 | 295,869.36 | 3,237.85 | 1.1% | 2 |
2023 | 365 | 294,738.51 | 294,803.51 | 294,803.51 | -1,065.85 | -0.4% | 4 |
2024 | 17 | 294,343.51 | 294,343.51 | 294,343.51 | -460.00 | -0.2% | 1 |
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Symbol | Wins | % | Losses | % | Trades | Win Months | % | Loss Months | % | Avg. Win % | Avg. Loss % | Avg. Trade % | % Profit Factor |
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QM | 17 | 42.5% | 23 | 57.5% | 40 | 77 | 57.9% | 56 | 42.1% | 4.09% | 1.17% | 1.07% | 2.59 |
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Test Period for parameter run 1. | ||
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First Test Date | 2013-01-01 | |
Last Test Date | 2024-01-17 | |
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Required Disclaimer – Commodity Futures Trading Commission: Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don’t trade with money you can’t afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results
CFTC RULE 4.41 – HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.