mnGapAutotrader – Trading Statistics

The following table summarises the live trading results for Nasdaq futures (NQ) during September and October using the mnGapAutotrader system.

In each case, three contracts were traded with profit targets set at 50%, 100% and 125% of gap fill, if a trade was triggered.

A negative figure indicates the loss amount – in other words the stop was hit before reaching the profit target.

The final columns show the total profit target in ticks and Dollars for each trade.

 Date   Type   Target1   Target2   Target3   Total Profit (Ticks)   Total Profit ($USD) 
14/09/2009   LONG  15 30 38 83 415
15/09/2009   NO GAP           
18/09/2009   SHORT  13 27 42 82 410
21/09/2009   LONG  15 -6 -6 3 15
22/09/2009   SHORT  11 23 29 63 315
23/09/2009   SHORT  -12 -12 -12 -36 -180
24/09/2009   SHORT  16 33 41 90 450
25/09/2009   LONG  21 43 -9 55 275
28/09/2009   SHORT  -8 -8 -8 -24 -120
30/09/2009   NO GAP           
01/10/2009   LONG  -13 -13 -13 -39 -195
02/10/2009   LONG  22 44 55 121 605
05/10/2009   SHORT  -12 -12 -12 -36 -180
06/10/2009   SHORT  -14 -14 -14 -42 -210
07/10/2009   SHORT  12 24 -9 27 135
08/10/2009   SHORT  -14 -14 -14 -42 -210
09/10/2009   LONG  9 17 21 47 235
12/10/2009   SHORT  -9 -9 -9 -27 -135
30/09/2009   NO GAP           
15/10/2009   LONG  7 14 18 39 195
16/10/2009   LONG  -18 -18 -18 -54 -270
19/10/2009   SHORT  -9 -9 -9 -27 -135
20/10/2009   SHORT  21 42 52 115 575
21/10/2009   LONG  6 12 15 33 165
22/10/2009   LONG  12 24 30 66 330
23/10/2009   SHORT  20 -7 -7 6 30
TOTAL NET PROFIT FOR THIS PERIOD  2605