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Strategies & Market Trends : The 56 Point TA; Charts With an Attitude -- Ignore unavailable to you. Want to Upgrade?


To: Doug R who wrote (26857)2/28/1999 8:00:00 PM
From: Craig DeHaan  Read Replies (1) | Respond to of 79270
 
Doug,
I'd suggest watching any failure on RSI(3) to achieve 90 - its 83.66.
System2 crossdown results really bite. Also, not enuf trades to
base valid results anyway even after 2605 days.
You might need a HDTV 36" monitor turned sideways to take this all in. <g>
CP

System| Net Profit| Percent Gain|Avg Win/Loss| Trades|Win | Lose
System1 1500 15 N/A 3 2 1 0

Total net profit 1500 Open position value N/A
Percent gain/loss 15 Annual percent gain/loss 2.1
Initial investment 10000 Interest earned 0
Current position Out Date position entered 35783
Buy/Hold profit 4687.5 Days in test 2605
Buy/Hold pct gain/loss 46.88 Annual B/H pct gain/loss 6.57
Total closed trades 3 Commissions paid 0
Avg profit per trade 500 Avg Win/Avg Loss ratio N/A
Total long trades 3 Total short trades 0
Winning long trades 2 Winning short trades 0
Total winning trades 2 Total losing trades 1
Amount of winning trades 1500 Amount of losing trades 0
Average win 750 Average loss 0
Largest win 1250 Largest loss 0
Average length of win 3 Average length of loss 5
Longest winning trade 3 Longest losing trade 5
Most consecutive wins 2 Most consecutive losses 1
Total bars out 368 Average length out 92
Longest out period 129
System close drawdown 0 Profit/Loss index 100
System open drawdown 0 Reward/Risk index 100
Max open trade drawdown 0 Buy/Hold index -68

System| Net Profit| Percent Gain|Avg Win/Loss| Trades|Win | Lose
System2 -2975.6099 -29.76 1.03 3 1 2

Total net profit -2975.61 Open position value N/A
Percent gain/loss -29.76 Annual percent gain/loss -4.17
Initial investment 10000 Interest earned 0
Current position Out Date position entered 35783
Buy/Hold profit 4687.5 Days in test 2605
Buy/Hold pct gain/loss 46.88 Annual B/H pct gain/loss 6.57
Total closed trades 3 Commissions paid 0
Avg profit per trade -991.87 Avg Win/Avg Loss ratio 1.03
Total long trades 3 Total short trades 0
Winning long trades 1 Winning short trades 0
Total winning trades 1 Total losing trades 2
Amnt of winning trades 3170.73 Amount of losing trades -6146.34
Average win 3170.73 Average loss -3073.17
Largest win 3170.73 Largest loss -6146.34
Average length of win 8 Average length of loss 60
Longest winning trade 8 Longest losing trade 115
Most consecutive wins 1 Most consecutive losses 2
Total bars out 251 Average length out 62.75
Longest out period 121
System close drawdown -2975.61 Profit/Loss index -48.41
System open drawdown -7073.17 Reward/Risk index -42.07
Max open trade drawdown -10243.9 Buy/Hold index -163.48