700 trade backtest of Todd Mitchell's System *PIC*

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I must say, I am quite impressed with this system.The backtest covered 700 trades over 1 year. The system has roughly a 75% win ratio. The profit after one year was 360 ES points (before commission) , slippage was factored into the simulator. The maximum drawdown was 15 ES points. The longest winning streak was 15 trades.If the system were random (50% winners: 50% losers) the probability of such a streak happening is approximately once in every 2000 x15 trade sets. Unfortunately because it is a proprietary system, I can't divulge the rules.But, if you are interested. You can google 'Todd Mitchell, Trading Concepts' and check out the E-Mini system on his website.

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700 trade backtest of Todd Mitchell's System *PIC*

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