Automated Trading Strategy Review – E-Mini Russell Futures

Russell Auto Trader

The Russell has had a relatively slow week overall and has had a bit of a hard time getting into the bigger moves (as there weren’t really any to get in!).

The FLEX Auto Trader still managed to eek a profit out but sometimes this is what you need to expect! Not every week will bring in thousands but the when you see the power of a system that stays profitable for this long, the smaller weeks get easier and easier!

Russell performance

The Russell brought in a total profit for us of $100 on a relatively difficult past week of trading.

We have our largest winning trade coming back at a whopping $1,000 while the largest losing trade is back at $150. We have our average winning and losing trades at the same of $1,000 and $150. This gives us a reward vs. risk average of a gorgeous 6.67 and a total profit factor of 1.11.

We are seeing a bit of a slowdown in trades per day at only .88 per day on average but the hold times are VERY fast with an average of 41.0 minutes.

Russell Executions

The Russell had a total of 7 trades this past week for a commission cost of $35 per contract traded.

We have 1 winning trade and 6 losses for a trade accuracy of 14.29% which REALLY demonstrates the strength of good reward vs. risk!