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It looks like the broker import for IB will never come. So I will have to gather a track history the old way. To keep the fees low meanwhile I deactivated TOS. But if this strategy should get 2 subscribers i will activate it again.
What you get:
The most important statistics:
Age: ~16,5 month
Performance: 130.27%
Max Drawdown: 10.25%
Sharpe: 2.86
Sortino: 6.19
Calmar: 7.82
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UGXL24663
UGDO47554
Hi Rene, I’m sure it’s very frustrating that you can’t add in that IB import. It’s a little hard to believe your graph however, given what we see in the C2 track record, so I expect potential subscribers are going to want to wait another 7-8 months to see if the forward progress continues at a 100% CAGR. One problem I see with your statistics is the max drawdown: you say it has only been 10.25%, yet C2’s max drawdown is 14.1%. Could you explain?
Sure. This difference is cause of the performance when i havent managed the strategy and still had open positions.
Another statistic tells me the maximum drawdown was 12.57%. But im not allowed to say the name 
And i cant tell you where the difference in the calculation is.
Your graph includes the C2 history which has a drawdown of 14.1%, so it would be advisable to use that figure in order to be credible to potential subscribers.
I have to admit this is a bit confusing. But i think this graph says more then the abandoned strategy.
