Managed Futures Trading Model Managed Futures Trading Model Initial Capital ($) Risk per Trade (%) Number of Contracts Contract Value ($ per point) Stop Loss (points) Profit Target (points) Commission per Trade ($) Slippage per Trade ($) Win Rate (%) Number of Trades per Period Max Consecutive Losses (for Drawdown Est.) Calculate Model Reset Model Results Average Win: Average Loss: Expected Return per Trade: Total Expected Return per Period: Risk/Reward Ratio: Number of Winning Trades: Number of Losing Trades: Estimated Worst Case Drawdown: Total Return Percentage: Download PDF
