#001 - MES, M15, 1DFT - Variation
- đ Date: 2026-05-01
- đ Number: #001
- đ Ticker: MES
- đ Size: Micro
- đ Underlying: S&P 500
- âąī¸ Timeframe: M15
- đ Frequency: 1D
- 𧎠Indicators: Variation
- đ§ Execution: Market
- 1ī¸âŖ Volume: 1 Contract
- #ī¸âŖ Params: Directions, Duration, Target, Stop, Trailing
- 0ī¸âŖ Flat: Contract Last Bar or Friday Last Bar
- đĻ Exchange: CME
- đ Database: AMP Futures
- đŋ Historical: 10 Years
- đĨī¸ Platform: Metatrader
- đ¤ Tradable: AMP Futures, AVA Futures
- đž Language: Python, MQL
- âī¸ Legal 1: https://www.cmegroup.com/tools-information/find-a-broker/amp-futures.html
- âī¸ Legal 2: https://www.cmegroup.com/tools-information/find-a-broker/avafutures.html
Backtest
- â Quote: 7247.50 USD
- â Margin: 40.00 USD
- â Trades: 211
- â Winrate: 50%
- â Average Net: 0.30%
- â Median Net: 0.09%
- â Max Low: -1.50%
- â Max Drawdown: -8.17%
- â ROR: 3.70%
- â Average Gain: +1.44%
- â Average Loss: -0.89%
- â Profit Factor: 1.69
- â Trades per year: 30
- â Annual Growth: 113.20%
- â Consecutive Losses: 6
- â Time to Recovery: 33
Metatrader
The growth curve is not exactly the same for some reasons:
1. The original backtest futures contract was manually constructed, limited to a 90-day expiration window and without price adjustments. The futures contract used in the MetaTrader backtest is a continuous contract from AMP Futures (@MES ticker), and it likely includes backward-adjusted prices.
2. The continuous futures contract does not provide expiration information, meaning positions that were closed in the original backtest may have remained open in the continuous version.
3. In the original backtest, whenever a contract rollover occurred, all indicators were reset until enough new candles were available to generate signals again. In the continuous contract, indicators were calculated across rollover gaps as if they did not exist.
Conclusion: It is not reliable to use continuous futures contracts built by third parties without proper technical rigor.
Checkout
- đ˛ Price: 250.00 USD
- đŗ Credit Card: https://mpago.li/21FwTdW
- đ° PIX: a81dc1fa-1926-4335-9b4d-8ffc569261c6
- đ Bitcoin: bc1qznn6gnxnanfdcek4v9lk50zyy60rvahq9hvd5m
- đ§ Form: https://forms.gle/J3bJLHa2WsGFjHoA6
- đī¸ Licence Expiration: 2029
- âĢ Swift: Not yet
- âĢ Stripe: Not yet
- â Gitbash: https://gitforwindows.org
- â Terminal: https://conemu.github.io
âšī¸ Info 1: After payment, submit the proof via the form link and select which versions you are interested in. You will receive the download link and activation code.
âšī¸ Info 2: If you contact the developer, remember that English is not the native language of Brazil.
â ī¸ Warnings 1: If you choose Metatrader, don't forget to register your broker and account manually before trying to launch.
đĨ Warnings 2: If you choose Python, don't forget to run the program through Bash.exe or Gitbash.exe. Otherwise, Windows will run the program through CMD.exe and within a few minutes it will be put into a idle state.