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Strategies & Market Trends : Technical Analysis- Indicators & Systems

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To: Claud B who wrote (2549)	8/17/1997 10:08:00 PM
From: TechTrader42	of 3325

And here is a proft-system test for my interpretation of the TDPOQ (which exited the market on July 29, at 8174: SYSTEM TEST PERFORMANCE REPORT FOR: TD Price Oscillator Qualifier (the one in TASC) on DOW JONES INDUSTRIALS From 2/11/1988 to 8/15/1997 beginning with $5000.00. Current position is CLOSED S U M M A R Y Total Net Profit: $12164.43 Average trade gain/loss ($): $1013.70 Total percentage gain/loss: 243.29% Average trade gain/loss (%): 11.52% Annualized rate of return: 25.57% 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: $8457.42 Average trade gain/loss ($): $845.74 Total percentage gain/loss: 169.15% Average trade gain/loss (%): 10.64% Annualized rate of return: 17.78% T R A D E S T A T I S T I C S Total no. of trades: 12 Percentage profitable trades: 100.00% No. Profitable Trades: 12 No. Losing Trades: 0 Amount of profitable trades: $12164.43 Amount of losing trades: $0.00 Largest profitable trade: $3707.01 Largest losing trade: $0.00 Average profitable trade: $1013.70 Average losing trade: $0.00 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: 12 Number of Short trades: 0 No. profitable Long trades: 12 No. profitable Short trades: 0 Average Long gain/loss: $1013.70 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: 2482 Number of days in test: 3473 Most consecutive wins: 12 Most consecutive losses: 0 Amt. of consecutive wins: $12164.43 Amt. of consecutive losses: $0.00 R I S K & E X P E N S E Max. equity drop (open): $ -144.39 Max. equity drop (closed): $ 138.33 Max. trade drawdown: $ -441.93 Average trade drawdown: $ -157.01 Commissions expenses: $ 360.00 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: N/A Ratio Avg. Profit/Avg. Loss: N/A Ratio Profit/Commissions: 33.79

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