The system returned $3,617 in profit (trading 1 contract) after commission and slippage and did not have a losing month.
The system took 36 trades, 19 longs and 17 shorts. 33/36 or 91% were winning trades.
The average drawdown for each trade was 0.75%. The max drawdown was 2.85%.
The system is currently at equity highs and is on a run of 24 consecutive winning trades.
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