|
PureBytes Links
Trading Reference Links
|
Best regards,
tutka mailto:tutka@xxxxxxxxxxxxxxx
------------------------ Yahoo! Groups Sponsor ---------------------~-->
FREE Cell Phones with up to $400 Cash Back!
http://us.click.yahoo.com/_bBUKB/vYxFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
Overall performance summary
Total net profit: 20304.01 Total commissions paid: 1598.00
Return on account: 33.84 % Open position gain/loss 1306.83
Buy&Hold profit: 14363.80 Bars (avg. days) in test: 1377 (98)
Buy&Hold % return: 23.94% System to Buy&Hold index: 41.36%
Annual system % return: 196.12% Annual B&H % return: 122.41%
System drawdown: -182.64 B&H drawdown: -894.90
Max. system drawdown: -1193.20 B&H max. drawdown: -1958.54
Max. system % drawdown: -24.86% B&H max. % drawdown: -46.83%
Max. trade drawdown: -1193.20
Max. trade % drawdown: -24.86%
Trade drawdown: -435.32
Total number of trades: 47 Percent profitable: 80.9%
Number winning trades: 38 Number losing trades: 9
Profit of winners: 19767.69 Loss of losers: -889.51
Total # of bars in winners: 536 Total # of bars in losers: 53
Commissions paid in winners: 1292.00 Commissions paid in losers: 306.00
Largest winning trade: 2695.09 Largest losing trade: -351.28
# of bars in largest winner: 21 # bars in largest loser: 4
Commission paid in largest winner: 34.00 Commission paid in largest loser: 34.00
Average winning trade: 520.20 Average losing trade: -98.83
Avg. # of bars in winners: 14.1 Avg. # bars in losers: 5.9
Avg. commission paid in winner: 34.00 Avg. commission paid in loser: 34.00
Max consec. winners: 3 Max consec. losers: 2
Bars out of the market: 692 Interest earned: 0.00
Exposure: 49.7% Risk adjusted ann. return: 394.24%
Ratio avg win/avg loss: 5.26 Avg. trade (win & loss): 401.66
Profit factor: 22.22
Attachment:
report.jpg
Attachment:
Description: "Description: image/pjpeg"
|