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Strategies & Market Trends : Piffer OT - And Other Assorted Nuts -- Ignore unavailable to you. Want to Upgrade?

To: John Pitera who wrote (43997)	7/6/2000 12:09:27 PM
From: Patrick Slevin	Read Replies (1) \| Respond to of 63513

This system I pieced together last week, by the way, takes pretty dramatic hits when it is wrong. A synopsis is below. It judges a one point move in the SPX as equal to one dollar. As you can see, if it was not so consistent with it's winning percentage the losses would be killer. =============================================== Performance Summary: All Trades Total Net Profit $327.93 Open position P/L ($1.09) Gross Profit $820.52 Gross Loss ($492.59) Total # of trades 59 Percent profitable 81.36% Number winning trades 48 Number losing trades 11 Largest winning trade $56.49 Largest losing trade ($69.60) Average winning trade $17.09 Average losing trade ($44.78) Ratio avg win/avg loss .38 Avg trade (win & loss) $5.56 Max consec. Winners 19 Max consec. losers 2 Avg # bars in winners 3 Avg # bars in losers 5 Max intraday drawdown ($155.24) Profit Factor 1.67 Max # contracts held 1 Account size required $155.24 Return on account 211.24% Performance Summary: Long Trades Total Net Profit $182.77 Open position P/L $0.00 Gross Profit $341.43 Gross Loss ($158.66) Total # of trades 26 Percent profitable 80.77% Number winning trades 21 Number losing trades 5 Largest winning trade $41.81 Largest losing trade ($60.22) Average winning trade $16.26 Average losing trade ($31.73) Ratio avg win/avg loss .51 Avg trade (win & loss) $7.03 Max consec. Winners 12 Max consec. losers 2 Avg # bars in winners 3 Avg # bars in losers 5 Max intraday drawdown ($98.47) Profit Factor 2.15 Max # contracts held 1 Account size required $98.47 Return on account 185.61% Performance Summary: Short Trades Total Net Profit $145.16 Open position P/L ($1.09) Gross Profit $479.09 Gross Loss ($333.93) Total # of trades 33 Percent profitable 81.82% Number winning trades 27 Number losing trades 6 Largest winning trade $56.49 Largest losing trade ($69.60) Average winning trade $17.74 Average losing trade ($55.66) Ratio avg win/avg loss .32 Avg trade (win & loss) $4.40 Max consec. Winners 13 Max consec. losers 1 Avg # bars in winners 3 Avg # bars in losers 4 Max intraday drawdown ($198.54) Profit Factor 1.43 Max # contracts held 1 Account size required $198.54 Return on account 73.11%