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 (2575)	8/18/1997 11:42:00 AM
From: Rob Kipp	of 3325

Jerry, Here is my test restults. Will see if they agree with you. Rob --------- SYSTEM TEST PERFORMANCE REPORT FOR: MovAvgCross 5-13 ws on AMES DEPT STORES From 9/1/1995 to 8/15/1997 beginning with $10000.00. Current position is SHORT @ 14.00, entered on 8/12/1997, gain/loss $1792.48. S U M M A R Y Total Net Profit: $25447.85 Average trade gain/loss ($): $669.68 Total percentage gain/loss: 254.48% Average trade gain/loss (%): 4.81% Annualized rate of return: 130.09% 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: $16805.24 Average trade gain/loss ($): $466.81 Total percentage gain/loss: 168.05% Average trade gain/loss (%): 4.40% Annualized rate of return: 85.91% T R A D E S T A T I S T I C S Total no. of trades: 38 Percentage profitable trades: 42.11% No. Profitable Trades: 16 No. Losing Trades: 22 Amount of profitable trades: $43225.49 Amount of losing trades: $-17853.55 Largest profitable trade: $10877.97 Largest losing trade: $-2235.36 Average profitable trade: $2701.59 Average losing trade: $-811.53 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: 20 Number of Short trades: 18 No. profitable Long trades: 12 No. profitable Short trades: 4 Average Long gain/loss: $1580.12 Average Short gain/loss: $-346.14 T R A D E D U R A T I O N S Total no. periods in test: 511 Number of days in test: 714 Most consecutive wins: 2 Most consecutive losses: 4 Amt. of consecutive wins: $4787.29 Amt. of consecutive losses: $-423.49 R I S K & E X P E N S E Max. equity drop (open): $ -4352.49 Max. equity drop (closed): $ -3851.45 Max. trade drawdown: $ -2858.40 Average trade drawdown: $ -736.11 Commissions expenses: $ 746.25 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: $75.91 Profit Factor: 2.42 Ratio Avg. Profit/Avg. Loss: 3.33 Ratio Profit/Commissions: 34.10

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next