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

To: TA2K who wrote (10231)	5/12/1999 6:03:00 PM
From: Michael Watkins	Read Replies (1) \| Respond to of 12039

(please note this is tongue in cheek) Nicholas, I recall you were looking for the holy grail. I think I found it: SYSTEM TEST PERFORMANCE REPORT FOR: CCI-SMI b DAHL on America Online From 4/16/1996 to 5/12/1999 beginning with $5000.00 ( $10000.00 after margin leverage ). Current position is LONG @ 128.31, entered on 5/10/1999, gain/loss $1915460.00. S U M M A R Y Total Net Profit: $14047911.00 Average trade gain/loss ($): $379673.27 Total percentage gain/loss: 280958.22% Average trade gain/loss (%): 27.34% Annualized rate of return: 91399.06% 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: $9754739.00 Average trade gain/loss ($): $278706.83 Total percentage gain/loss: 195094.78% Average trade gain/loss (%): 27.31% Annualized rate of return: 63466.66% T R A D E S T A T I S T I C S Total no. of trades: 37 Percentage profitable trades: 83.78% No. Profitable Trades: 31 No. Losing Trades: 6 Amount of profitable trades: $14336595.24 Amount of losing trades: $-288684.24 Largest profitable trade: $4531667.00 Largest losing trade: $-238495.00 Average profitable trade: $462470.81 Average losing trade: $-48114.04 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: 37 Number of Short trades: 0 No. profitable Long trades: 31 No. profitable Short trades: 0 Average Long gain/loss: $379673.27 Average Short gain/loss: $0.00 T R A D E D U R A T I O N S Total no. periods in test: 802 Number of days in test: 1122 Most consecutive wins: 9 Most consecutive losses: 1 Amt. of consecutive wins: $123270.83 Amt. of consecutive losses: $-1637.07 R I S K & E X P E N S E Max. equity drop (open): $ -60.16 Max. equity drop (closed): $ 202.28 Max. trade drawdown: $ -1939931.75 Average trade drawdown: $ -100813.97 Commissions expenses: $ 2920.00 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: $0.00 Profit Factor: 49.66 Ratio Avg. Profit/Avg. Loss: 9.61 Ratio Profit/Commissions: 4810.93