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


To: CatLady who wrote (9461)2/18/1999 9:30:00 PM
From: Richard Estes  Read Replies (1) | Respond to of 12039
 
I must have bad data. Don't know how it got through. I was showing
2.5 cents. Thanks, knew I should have checked closer any time you put something up. I will send to data vendor.

But starting 15 jan 93, we get this:


Total net profit 30843.32 Open position value 3249.88
Percent gain/loss 308.43 Annual percent gain/loss 50.60
Initial investment 10000.00 Interest earned 0.00

Current position Long Date position entered 2/10/99

Buy/Hold profit 98089.76 Days in test 2225
Buy/Hold pct gain/loss 980.90 Annual B/H pct gain/loss 160.91

Total closed trades 149 Commissions paid 7475.00
Avg profit per trade 185.19 Avg Win/Avg Loss ratio 1.31
Total long trades 149 Total short trades 0
Winning long trades 80 Winning short trades 0

Total winning trades 80 Total losing trades 69
Amount of winning trades 80368.46 Amount of losing trades -52775.00
Average win 1004.61 Average loss -764.86
Largest win 3417.03 Largest loss -4043.92
Average length of win 6.64 Average length of loss 5.14
Longest winning trade 16 Longest losing trade 14
Most consecutive wins 6 Most consecutive losses 5

Total bars out 946 Average length out 6.31
Longest out period 24

System close drawdown 0.00 Profit/Loss index 36.89
System open drawdown 0.00 Reward/Risk index 100.00
Max open trade drawdown -4018.92 Buy/Hold index -65.24