You may want to check your calculations. I ran 2 independent programs and they confirmed each other, where your program results were different.
Here are my results for your best stock CLS
Steve
5e8s
System Inputs
cls Symbol
60 Bar Periods (1, 2, 5, 10, D, etc.)
510 Bars Tested
$20 Commissions/Slippage Round Trip
200 Shares Traded
5 EMA Bar Period - Fast Line
8 SMA Bar Period - Slow Line
11/02/00 14:30 Start Date
02/20/01 15:30 End Date
78.5 Days Backtested
510 Bars Backtested
$14,186.00 Initial Investment
$24,826.00 Current Account Value
$25,926.00 Account Maximum
$14,008.00 Account Minimum
($178.00) Max. Drawdown
($1,120.00) Total Commissions/Slippage R.T.
$9,648.00 Closed Trades Profit
$8,528.00 Closed Trades Profit with C/S
$56.05 Last Close
Short Current Position
$108.69 Profit Per Day with C/S
0.7 Trades Per Day
Total Closed Trades
56 Total Trades
$9,648.00 Total Profit
$172.29 Avg. Trade Profit
$19,766.00 Total Gains
$732.07 Avg. Gain
$3,150.00 Max. Gain
($10,118.00) Total Losses
($348.90) Avg. Loss
($882.00) Max Loss
2.1 Avg Gain/ Avg. Loss
3.6 Max. Gain/ Max. Loss
27 Winning Trades
29 Losing Trades
48% Win/Total Trade %
59 Longest Gain, bars
17 Longest Loss, bars
5 Consecutive Gains, Trades
$4,576.00 Consecutive Gains, $
4 Consecutive Losses, Trades
($2,278.00) Consecutive Losses, $
1.25 Cons. Gains/Losses Trades
68.0% Period Tested
221.0% Annualized
Long Closed Trades
28 Long Trades
$3,832.00 Total Long Profit
$136.86 Avg. Trade Profit
$8,972.00 Long Gains
$640.86 Avg. Gain
$1,426.00 Max. Gain
($5,140.00) Long Losses
($367.14) Avg. Loss
($868.00) Max Loss
1.7 Avg Gain/ Avg. Loss
1.6 Max. Gain/ Max. Loss
14 Winning Long Trades
14 Losing Long Trades
50% Win/Total Trade %
23 Longest Gain, bars
10 Longest Loss, bars
27.0% Period Tested
87.8% Annualized
-21.0% Buy and Hold Period
-68.2% Annualized
Short Closed Trades
28 Short Trades
$5,816.00 Total Short Profit
$207.71 Avg. Trade Profit
$10,794.00 Short Gains
$830.31 Avg. Gain
$3,150.00 Max. Gain
($4,978.00) Short Losses
($331.87) Avg. Loss
($882.00) Max Loss
2.5 Avg Gain/ Avg. Loss
3.6 Max. Gain/ Max. Loss
13 Winning Short Trades
15 Losing Short Trades
46% Win/Total Trade %
32 Longest Gain, bars
6 Longest Loss, bars
41.0% Period Tested
133.2% Annualized
21.0% Short and Hold Period
68.2% Annualized
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