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Strategies & Market Trends : Technical Analysis - Beginners -- Ignore unavailable to you. Want to Upgrade?


To: Richard Estes who wrote (9430)2/17/1999 11:39:00 PM
From: Richard Estes  Read Replies (4) | Respond to of 12039
 
What do you think of this system? since 19 jan 92 you trade WCOM 189 times, you have 103 wins and 86 losses. look at length of trade etc.
Few could trade this or would want to, unless you trusted it over time.


Total net profit 14797300.00 Open position value 1187247.13
Percent gain/loss 147973.00 Annual percent gain/loss 20741.22
Initial investment 10000.00 Interest earned 0.00

Current position Long Date position entered 2/10/99

Buy/Hold profit 34057756.00 Days in test 2604
Buy/Hold pct gain/loss 340577.56 Annual B/H pct gain/loss 47738.41

Total closed trades 189 Commissions paid 9475.00
Avg profit per trade 72010.86 Avg Win/Avg Loss ratio 1.47
Total long trades 189 Total short trades 0
Winning long trades 103 Winning short trades 0

Total winning trades 103 Total losing trades 86
Amount of winning trades 31514920.00 Amount of losing trades -17904862.00
Average win 305970.10 Average loss -208196.07
Largest win 2522215.50 Largest loss -1406952.50
Average length of win 6.36 Average length of loss 5.09
Longest winning trade 11 Longest losing trade 11
Most consecutive wins 7 Most consecutive losses 5

Total bars out 1082 Average length out 5.69
Longest out period 18

System close drawdown -1653.53 Profit/Loss index 45.25
System open drawdown -1733.61 Reward/Risk index 99.99
Max open trade drawdown -1406927.50 Buy/Hold index -53.07