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Strategies & Market Trends : Technical Analysis- Indicators & Systems

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To: F Robert Simms who wrote (1979)7/9/1997 10:41:00 PM
From: TechTrader42   of 3325
 
And here is BradCCI with the parentheses:

BradCCI Line 1: (((H+L+C)/3)-Mov(C,28,S))/(.015*Std(C,28))

Enter: mov(fml("BradCCI Line 1"), 5, s) >mov(fml("BradCCI Line 1"), 34, s)

Exit: mov(fml("BradCCI Line 1"), 5, s) <mov(fml("BradCCI Line 1"), 34, s)

SYSTEM TEST PERFORMANCE REPORT FOR:
BradCCI System Testing 7 on AMATI COMMUNICATIONS
From 10/4/1995 to 7/9/1997 beginning with $5000.00.

Current position is LONG @ 12.38, entered on 7/9/1997, gain/loss $-15.00.

S U M M A R Y

Total Net Profit: $11638.02 Average trade gain/loss ($): $1163.80
Total percentage gain/loss: 232.76% Average trade gain/loss (%): 19.67%
Annualized rate of return: 131.92%

S U M M A R Y W I T H O U T B E S T A N D W O R S T T R A D E S

Total Net Profit: $8459.02 Average trade gain/loss ($): $1057.38
Total percentage gain/loss: 169.18% Average trade gain/loss (%): 10.47%
Annualized rate of return: 95.89%

T R A D E S T A T I S T I C S

Total no. of trades: 10 Percentage profitable trades: 40.00%
No. Profitable Trades: 4 No. Losing Trades: 6
Amount of profitable trades: $19887.77 Amount of losing trades: $-8249.75
Largest profitable trade: $6657.37 Largest losing trade: $-3478.37
Average profitable trade: $4971.94 Average losing trade: $-1374.96
No. of stop hits: 0 Average gain/loss per stop: $0.00

L O N G / S H O R T B R E A K D O W N

Number of Long trades: 10 Number of Short trades: 0
No. profitable Long trades: 4 No. profitable Short trades: 0
Average Long gain/loss: $1163.80 Average Short gain/loss: $0.00

T R A D E D U R A T I O N S

Total no. periods in test: 461 Number of days in test: 644
Most consecutive wins: 2 Most consecutive losses: 4
Amt. of consecutive wins: $6820.18 Amt. of consecutive losses: $-7014.05

R I S K & E X P E N S E

Max. equity drop (open): $ -869.78 Max. equity drop (closed): $ 5242.80
Max. trade drawdown: $ -3463.37 Average trade drawdown: $ -1015.52
Commissions expenses: $ 285.00 Margin interest expenses: $ 0.00

P R O F I T A B I L I T Y / R A T I O S

Amount of interest earned: $0.00 Profit Factor: 2.41
Ratio Avg. Profit/Avg. Loss: 3.62 Ratio Profit/Commissions: 40.84
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