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Strategies & Market Trends : Technical Analysis- Indicators & Systems

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To: SteelBlueIce who wrote (755)4/20/1997 9:23:00 PM
From: Richard Estes   of 3325
 
something on #1 16/27 DD, ( said to myself I wouldn't do it.)


Total net profit 358923.94 Open position value 156945.03
Percent gain/loss 3589.24 Annual percent gain/loss 362.30
Initial investment 10000.00 Interest earned 0.00

Current position Long Date position entered 7/26/96

Buy/Hold profit 334651.16 Days in test 3616
Buy/Hold pct gain/loss 3346.51 Annual B/H pct gain/loss 337.80

Total closed trades 25 Commissions paid 1275.00
Avg profit per trade 8079.16 Avg Win/Avg Loss ratio 4.26
Total long trades 25 Total short trades 0
Winning long trades 16 Winning short trades 0

Total winning trades 16 Total losing trades 9
Amount of winning trades 232676.81 Amount of losing trades -30697.93
Average win 14542.30 Average loss -3410.88
Largest win 52407.23 Largest loss -16323.48
Average length of win 118.31 Average length of loss 30.11
Longest winning trade 373 Longest losing trade 65
Most consecutive wins 5 Most consecutive losses 2

Total bars out 207 Average length out 7.96
Longest out period 26

System close drawdown -465.81 Profit/Loss index 92.12
System open drawdown -2311.12 Reward/Risk index 99.36
Max open trade drawdown -28098.58 Buy/Hold index 54.15

Trade # Trade Type Entry Date Close Date Profit MAE Reason For Close
--- Out 5/26/87 6/25/87 0.00 0.00 Enter long signal
1 Long 6/25/87 7/27/88 1020.28 0.84 Close long signal
--- Out 7/27/88 8/10/88 0.00 0.00 Enter long signal
2 Long 8/10/88 10/10/88 -451.92 0.22 Close long signal
--- Out 10/10/88 10/18/88 0.00 0.00 Enter long signal
3 Long 10/18/88 11/3/88 -1034.17 0.29 Close long signal
--- Out 11/3/88 11/14/88 0.00 0.00 Enter long signal
4 Long 11/14/88 3/8/89 1126.30 0.13 Close long signal
--- Out 3/8/89 3/28/89 0.00 0.00 Enter long signal
5 Long 3/28/89 7/26/89 430.38 0.13 Close long signal
--- Out 7/26/89 8/1/89 0.00 0.00 Enter long signal
6 Long 8/1/89 10/5/89 4138.31 0.04 Close long signal
--- Out 10/5/89 10/9/89 0.00 0.00 Enter long signal
7 Long 10/9/89 10/17/89 -796.48 0.59 Close long signal
--- Out 10/17/89 11/2/89 0.00 0.00 Enter long signal
8 Long 11/2/89 1/19/90 2448.72 0.33 Close long signal
--- Out 1/19/90 1/29/90 0.00 0.00 Enter long signal
9 Long 1/29/90 7/27/90 8632.86 0.04 Close long signal
--- Out 7/27/90 8/10/90 0.00 0.00 Enter long signal
10 Long 8/10/90 10/17/90 -4158.90 1.60 Close long signal
--- Out 10/17/90 10/26/90 0.00 0.00 Enter long signal
11 Long 10/26/90 4/16/92 42581.01 0.28 Close long signal
--- Out 4/16/92 4/21/92 0.00 0.00 Enter long signal
12 Long 4/21/92 4/29/92 -4784.18 1.87 Close long signal
--- Out 4/29/92 5/11/92 0.00 0.00 Enter long signal
13 Long 5/11/92 11/24/92 11157.12 2.75 Close long signal
--- Out 11/24/92 12/8/92 0.00 0.00 Enter long signal
14 Long 12/8/92 1/18/93 -3048.80 2.31 Close long signal
--- Out 1/18/93 1/20/93 0.00 0.00 Enter long signal
15 Long 1/20/93 2/8/93 -50.00 1.56 Close long signal
--- Out 2/8/93 2/10/93 0.00 0.00 Enter long signal
16 Long 2/10/93 4/1/93 6310.76 1.94 Close long signal
--- Out 4/1/93 4/5/93 0.00 0.00 Enter long signal
17 Long 4/5/93 5/20/93 2848.45 2.25 Close long signal
--- Out 5/20/93 5/27/93 0.00 0.00 Enter long signal
18 Long 5/27/93 8/2/93 -16323.48 5.75 Close long signal
--- Out 8/2/93 8/6/93 0.00 0.00 Enter long signal
19 Long 8/6/93 4/20/94 10990.70 1.09 Close long signal
--- Out 4/20/94 4/22/94 0.00 0.00 Enter long signal
20 Long 4/22/94 6/7/94 12299.91 0.28 Close long signal
--- Out 6/7/94 7/13/94 0.00 0.00 Enter long signal
21 Long 7/13/94 12/21/94 20670.05 0.50 Close long signal
--- Out 12/21/94 1/11/95 0.00 0.00 Enter long signal
22 Long 1/11/95 4/18/95 27591.18 1.44 Close long signal
--- Out 4/18/95 4/20/95 0.00 0.00 Enter long signal
23 Long 4/20/95 7/18/95 52407.23 0.81 Close long signal
--- Out 7/18/95 7/20/95 0.00 0.00 Enter long signal
24 Long 7/20/95 10/19/95 -50.00 7.44 Close long signal
--- Out 10/19/95 10/23/95 0.00 0.00 Enter long signal
25 Long 10/23/95 7/24/96 28023.58 7.56 Close long signal
--- Out 7/24/96 7/26/96 0.00 0.00 Enter long signal
26 Open Long 7/26/96 4/18/97 156945.05 1.69
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