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Delta Trading™ – Strategies

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* The calculation period for both ROI and ROI-Fees is defined by the client. Sharpe ratio, Sortino ratio, MAR ratio, MaxDD, MaxGain and Volatility are calculated on annual basis up to the current date.
No Strategy  % ROI   % ROI-Fees Period
(days)
Sharpe ratio Sortino ratio MAR ratio MaxDD
(%)
MaxGain
(%)
Volatility
(%)
% ROI total Total days
990026 CAT-OK JPY97.442-10.8161900.0830.2791.08686.4247.7919.1697.442190
990027 CAT-OI KG26.09116.3691630.0740.1190.27177.3995.5312.61726.091163
990009 Deltastock - FX Volatility Trend Strategy modified24.4113.3372450.00600.314107.9387.594.34724.411245
990033 OG_Trader(High)6.886-0.259460.1320.2531.0516.5518.031.9136.88646
990031 Phi Short Term Trader2.548-0.879790.0340.0260.15116.9216.131.9072.54879
990025 Yen Spring One2.547-7.2382070.0220.0220.01946.8346.254.1862.547207
990027a Good Performer on Forex0-3.342950-0.9920000095
990027b Smart Strategy - SS0-3.342950-0.9920000095
990035 Deltastock - EUR Volatility-0.389-3.718810.0240.020.14211.4816.551.897-0.38981
990002 jc Major Currency-1.395-4.651610-0.02-0.045-0.33634.2120.631.656-2.584693
990029 eodprofit-15.021-17.862128-0.075-0.12-0.43625.3314.31.662-15.021128
990024 Prolific Zillionaire Trading Strategy-15.362-18.191288-0.082-0.157-0.82419.299.251.025-15.362288
990008 jc - Trend discovery-21.297-23.873610-0.061-0.097-0.51446.4221.571.505-22.913650
990004 jc - crosses FX-21.877-24.79610-0.024-0.053-0.33133.9824.931.488-12.85669
990005 Delta Strategy - Base-23.966-27.623610-0.051-0.102-0.41532.1912.450.9919.405739
990032 OG_Trader-32.941-35.18250-0.151-0.162-0.59355.5723.716.968-32.94150
ROI – Return On Investment for a defined period.
ROI-Fees – Return on Investment for a defined period excluding Management and Performance fees.
MaxDD – The maximum decline during a specific period of an investment. A drawdown is usually quoted as the percentage between the peak and the trough.
MaxGain – The maximum gain during a specific period of an investment. A MaxGain is calculated as the percentage between the peak and the trough.
Volatility – Statistical measure of a market or a security's price movements over time, calculated by using standard deviation.
Disclaimer: Deltastock takes no responsibility and assumes no liability for any potential loss incurred as a result of reliance on the performance and analysis data presented. In case the strategies are provided by third parties, Deltastock AD only ensures automated signals execution as received by the third party Signals provider and is not involved in any way whatsoever in the trading decisions. Past performance of a strategy is neither guarantee nor indication of current or future positive results.

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