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Heres some unrealistic results, notice just the maximum of 1 bar in
each trade?
this does not look forward,
Settings
Initial Equity: 10000 Periodicity/Positions: Daily/Long
Commissions: 0.50 per trade Annual interest rate: 0.00%
Range: All quotations Apply to: Filter
Include Filter Exclude Filter
Market Market 2 Market -
Group - Group -
Sector - Sector -
Industry - Industry -
Watch list - Watch list -
Index - Index -
Favourite - Favourite -
Margin requirement: 100 Futures mode: No
Def. round lot size: 0 Def. Tick Size 0
Drawdowns based on: Open prices
Long trades
Buy price: Open Sell price: Close
Buy delay: 1 Sell delay: 1
Short trades
Short price: Open Cover price: Close
Short delay: 0 Cover delay: 0
Stops
Maximum loss: disabled Profit target: disabled
Value: 10.00 Value: 0.00
Exit at stop? no Exit at stop? no
Trailing stop: disabled
Value: 5.00
Exit at stop? no
Overall performance summary
Total net profit: 1603726120043459100.00 Total commissions paid:
3876.00
Return on account: 1603726120043459.00 % Open position gain/loss
0.00
Buy&Hold profit: 4827897.69 Bars (avg. days) in test: 3886 (2826)
Buy&Hold % return: 4827.90% System to Buy&Hold index:
33217897758796.80%
Annual system % return: 4976.28% Annual B&H % return: 65.43%
System drawdown: -6133.76 B&H drawdown: -9868.22
Max. system drawdown: -2846589192977989100.00 B&H max. drawdown: -
9598733.37
Max. system % drawdown: -92.81% B&H max. % drawdown: -99.99%
Max. trade drawdown: 0.00
Max. trade % drawdown: 0.00%
Trade drawdown: 0.00
Total number of trades: 3876 Percent profitable: 45.6%
Number winning trades: 1766 Number losing trades: 2110
Profit of winners: 6080473880980215800.00 Loss of losers: -
4476747760936756200.00
Total # of bars in winners: 1766 Total # of bars in losers: 2110
Commissions paid in winners: 1766.00 Commissions paid in losers:
2110.00
Largest winning trade: 2051679722186648800.00 Largest losing
trade: -529304113951780930.00
# of bars in largest winner: 1 # bars in largest loser: 1
Commission paid in largest winner: 1.00 Commission paid in largest
loser: 1.00
Average winning trade: 3443076942797404.00 Average losing trade: -
2121681403287562.20
Avg. # of bars in winners: 1.0 Avg. # bars in losers: 1.0
Avg. commission paid in winner: 1.00 Avg. commission paid in loser:
1.00
Max consec. winners: 17 Max consec. losers: 17
Bars out of the market: 20 Interest earned: 0.00
Exposure: 99.5% Risk adjusted ann. return: 5002.03%
Ratio avg win/avg loss: 1.62 Avg. trade (win & loss):
413758028906981.31
Profit factor: 1.36
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