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Strategies & Market Trends : Dow Jones Futures -- A free paper trading service

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To: David who wrote (49)1/19/2000 11:23:00 PM
From: Patrick Slevin  Read Replies (1) of 797
 
Tell you what, I have a System that trades off the SPX.
If you like, I'll post it's results. It's from 1/4/99 in trades.

Below, is trades off Cash from 1/4/99. I won't tell you you how the system works either. It's hard and fast, It only has 15 trades in the last year. I do intend to trade this system. But it's only a mechanical system which isn't as strong as the day trading system which follows this post.

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Performance Summary: All Trades

Total net profit $ 266.49 Open position P/L $ 0.00
Gross profit $ 371.69 Gross loss $ -105.20

Total # of trades 15 Percent profitable 60%
Number winning trades 9 Number losing trades 6

Largest winning trade $ 95.35 Largest losing trade $ -20.00
Average winning trade $ 41.30 Average losing trade $ -17.53
Ratio avg win/avg loss 2.36 Avg trade(win & loss) $ 17.77

Max consec. winners 3 Max consec. losers 3
Avg # bars in winners 5 Avg # bars in losers 3

Max intraday drawdown $ -54.98
Profit factor 3.53 Max # contracts held 1
Account size required $ 54.98 Return on account 485%

Performance Summary: Long Trades

Total net profit $ 116.81 Open position P/L $ 0.00
Gross profit $ 156.81 Gross loss $ -40.00

Total # of trades 6 Percent profitable 67%
Number winning trades 4 Number losing trades 2

Largest winning trade $ 93.61 Largest losing trade $ -20.00
Average winning trade $ 39.20 Average losing trade $ -20.00
Ratio avg win/avg loss 1.96 Avg trade(win & loss) $ 19.47

Max consec. winners 3 Max consec. losers 1
Avg # bars in winners 5 Avg # bars in losers 1

Max intraday drawdown $ -39.62
Profit factor 3.92 Max # contracts held 1
Account size required $ 39.62 Return on account 295%

Performance Summary: Short Trades

Total net profit $ 149.68 Open position P/L $ 0.00
Gross profit $ 214.88 Gross loss $ -65.20

Total # of trades 9 Percent profitable 56%
Number winning trades 5 Number losing trades 4

Largest winning trade $ 95.35 Largest losing trade $ -20.00
Average winning trade $ 42.98 Average losing trade $ -16.30
Ratio avg win/avg loss 2.64 Avg trade(win & loss) $ 16.63

Max consec. winners 2 Max consec. losers 3
Avg # bars in winners 6 Avg # bars in losers 4

Max intraday drawdown $ -54.98
Profit factor 3.30 Max # contracts held 1
Account size required $ 54.98 Return on account 272%
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