View Historical Backtesting Report
System Description​

DifferenceEngineB (beta testing - not available yet) is the DifferenceEngine system, but with an additional exit strategy. This new exit strategy is triggered about 75% of the time, and as a result, the average trade holding period is slightly shorter than DE.


One significant advantage to DEB over DE is a very large increase in winning trades percentage from 41% to 51%. This increase in percentage of winning trades results in a lower average win / average loss ratio, but the net end effect is a slightly better gain/pain ratio, and higher over all profits from backtesting.


Real time performance metrics for the DifferenceEngineB system is not yet available in the Performance Viewer backtesting web app.

Using $50,000 of capital and the lowest risk level of .05, the average annual hypothetical return according to backtesting is about 170% with an average annual maximum drawdown of 25%.

The minimum recommended amount of capital to trade DifferenceEngineB using the entire symbol set is $50,000. With the risk set to the lowest level of .05, the maximum theoretical drawdown is $27,000 which might be expected to happen at least once every 9 years or so. This would imply that there is a 1 in 9 chance that the first year of trading DEB could see a 27% drawdown with a $50,000 account. If that drawdown does not occur in the first year, and you don't increase the capital after the first year, then profit generated from the first year should cover any serious drawdown loss from subsequent years.

Run the AlgoLab Performance Viewer web application to review various backtesting result scenarios with your capital, risk settings, futures markets, and filters selections.

Real trading is never nearly as profitable as backtesting, so these values are just rough estimates on the optimistic side.

  • Facebook - White Circle
  • YouTube - White Circle
  • LinkedIn - White Circle

© 2017 by  |  Privacy policy  |  Contact us trade execution assistance software is only available to residents of CANADA.


AlgoLab by is trade execution assistance software. company, software, or it's principals do not provide trading advice or recommendations. If you require personalized professional trading / investing advice, please consult with a licensed broker/CTM. Actual past performance, or simulated past performance does not guarantee future results. Trading futures assumes a high level of risk. and it's principals are not registered as investment advisors. Consult with a CPA or financial advisor, or broker to ensure that your strategy utilized is suitable for your investment profile before trading in an actual funded live brokerage account.


Some trading performance results posted at this web site are from back-testing systems during the dates indicated, using specific settings, from a basket of different futures contracts. Some performance results shown here benefit from hind-sight. Some results shown result not from actual funded trading accounts, but from simulated accounts which have certain limitations. Actual results will differ given that simulated results could under, or over compensate the impact of certain market conditions. Actual draw downs could exceed back-testing draw downs when traded on actual trading accounts.  While back-tested results might show profitable returns, once commission, slippage, and fees are considered, actual returns will vary. 

Futures trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website or on any reports. The past performance of any trading system or methodology is not necessarily indicative of future results.