Technical Analysis- Indicators & Systems Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Technical Analysis- Indicators & Systems

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

To: OpenMind who wrote (1395)	6/10/1997 5:32:00 PM
From: Richard Estes	of 3325

I made a quick look at INTC. using 10,000 for start. first trade 8/26/94, using DNS I get 250% but only in the stock 61 % of time vs 366% for B/H. Trade # Trade Type Entry Date Close Date Profit MAE Reason For Close --- Out 2/7/94 8/26/94 301.37 0.00 Enter long signal 1 Long 8/26/94 9/27/94 -445.25 1.25 Close long signal --- Out 9/27/94 1/11/95 157.43 0.00 Enter long signal 2 Long 1/11/95 7/27/95 10347.77 0.67 Close long signal --- Out 7/27/95 10/31/95 294.54 0.00 Enter long signal 3 Long 10/31/95 11/17/95 -2346.37 8.25 Close long signal --- Out 11/17/95 4/9/96 397.29 0.00 Enter long signal 4 Long 4/9/96 6/19/96 2759.86 2.00 Close long signal --- Out 6/19/96 7/29/96 129.39 0.00 Enter long signal 5 Long 7/29/96 2/28/97 19079.72 0.94 Close long signal --- Out 2/28/97 5/28/97 545.50 0.00 Enter long signal 6 Long 5/28/97 6/5/97 -6195.82 29.69 Close long signal --- Out 6/5/97 6/6/97 5.28 0.00 Total net profit 25030.73 Open position value N/A Percent gain/loss 250.31 Annual percent gain/loss 75.13 Initial investment 10000.00 Interest earned 1830.80 Current position Out Date position entered 6/5/97 Buy/Hold profit 36671.64 Days in test 1216 Buy/Hold pct gain/loss 366.72 Annual B/H pct gain/loss 110.08 Total closed trades 6 Commissions paid 300.00 Avg profit per trade 4171.79 Avg Win/Avg Loss ratio 3.58 Total long trades 6 Total short trades 0 Winning long trades 3 Winning short trades 0 Total winning trades 3 Total losing trades 3 Amount of winning trades 32187.36 Amount of losing trades -8987.43 Average win 10729.12 Average loss -2995.81 Largest win 19079.72 Largest loss -6195.82 Average length of win 113.00 Average length of loss 14.33 Longest winning trade 150 Longest losing trade 22 Most consecutive wins 2 Most consecutive losses 1 Total bars out 472 Average length out 67.43 Longest out period 140 System close drawdown -143.88 Profit/Loss index 73.58 System open drawdown -143.88 Reward/Risk index 99.43 Max open trade drawdown -7141.91 Buy/Hold index -31.74

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next