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Your number of tests are statistically
insignificant and therefore useless in determining the worth of your system.
Show me a report with at least 100 trades that have occurred in both up and down
markets.
John Manasco
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
Taylan
Sekerci
To: <A title=metastock@xxxxxxxxxxxxx
href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx
Sent: Sunday, June 10, 2001 8:22 AM
Subject: QQQ system test
HI, HERE AT BELOW I'D CREATED THREE SLOW ACTING
SYSTEM TESTS FOR QQQ. IF ANY ONE INTERESTS ONE OF THESE TESTS I CAN WRITE THE
DETAILS.
YOURS,
TAYLAN SEKERCI,
<TABLE style="WIDTH: 542pt; BORDER-COLLAPSE: collapse" cellSpacing=0
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System Report - 1_QQQ____28.5.2001
Item
Value
Item
Value
Total net profit
1431.98
Open position value
576.12
Percent gain/loss
143.2
Annual percent gain/loss
64.69
Initial investment
1000
Interest earned
0
Current position
Long
Date position entered
05.04.2001
Buy/Hold profit
-42.5
Days in test
808
Buy/Hold pct
gain/loss
-4.25
Annual B/H pct gain/loss
-1.92
Total closed trades
8
Commissions paid
50.27
Avg profit per trade
106.98
Avg Win/Avg Loss ratio
178.59
Total long trades
8
Total short trades
0
Winning long trades
5
Winning short trades
0
Total winning trades
5
Total losing trades
3
Amount of winning
trades
858.75
Amount of losing trades
-2.89
Average win
171.75
Average loss
-0.96
Largest win
403.65
Largest loss
-2.05
Average length of win
21.6
Average length of loss
9.33
Longest winning trade
40
Longest losing trade
21
Most consecutive wins
3
Most consecutive losses
1
Total bars out
404
Average length out
44.89
Longest out period
70
System close drawdown
-0.58
Profit/Loss index
99.8
System open drawdown
-0.58
Reward/Risk index
99.96
Max open trade
drawdown
-145.33
Buy/Hold index
4824.66
__________________________________________________________
<TABLE style="WIDTH: 542pt; BORDER-COLLAPSE: collapse" cellSpacing=0
cellPadding=0 width=722 border=0 x:str>
<COL style="WIDTH: 145pt; mso-width-source: userset; mso-width-alt: 8813"
width=193>
<COL style="WIDTH: 133pt; mso-width-source: userset; mso-width-alt: 8082"
width=177>
<COL style="WIDTH: 154pt; mso-width-source: userset; mso-width-alt: 9398"
width=206>
<COL style="WIDTH: 110pt; mso-width-source: userset; mso-width-alt: 6692"
width=146>
<TD class=xl24 style="WIDTH: 145pt; HEIGHT: 10.2pt" width=193
height=14>System Report - 2_QQQ___28.5.2001
Item
Value
Item
Value
Total net profit
2328.2
Open position value
227.51
Percent gain/loss
232.82
Annual percent gain/loss
105.17
Initial investment
1000
Interest earned
0
Current position
Long
Date position entered
11.05.2001
Buy/Hold profit
-42.5
Days in test
808
Buy/Hold pct
gain/loss
-4.25
Annual B/H pct gain/loss
-1.92
Total closed trades
17
Commissions paid
128.45
Avg profit per trade
123.57
Avg Win/Avg Loss ratio
2.2
Total long trades
17
Total short trades
0
Winning long trades
13
Winning short trades
0
Total winning trades
13
Total losing trades
4
Amount of winning
trades
2442.12
Amount of losing trades
-341.43
Average win
187.86
Average loss
-85.36
Largest win
707.87
Largest loss
-169.08
Average length of win
12.62
Average length of loss
12.25
Longest winning trade
28
Longest losing trade
17
Most consecutive wins
7
Most consecutive losses
1
Total bars out
370
Average length out
20.56
Longest out period
45
System close drawdown
0
Profit/Loss index
87.21
System open drawdown
-55.63
Reward/Risk index
97.67
Max open trade
drawdown
-164.29
Buy/Hold index
6113.08
<TABLE style="WIDTH: 486pt; BORDER-COLLAPSE: collapse" cellSpacing=0
cellPadding=0 width=649 border=0 x:str>
<COL style="WIDTH: 152pt; mso-width-source: userset; mso-width-alt: 9289"
width=203>
<COL style="WIDTH: 78pt; mso-width-source: userset; mso-width-alt: 4754"
width=104>
<COL style="WIDTH: 98pt; mso-width-source: userset; mso-width-alt: 5997"
width=131>
<COL style="WIDTH: 158pt; mso-width-source: userset; mso-width-alt: 9654"
width=211>
<TD class=xl22 style="WIDTH: 152pt; HEIGHT: 10.2pt" width=203
height=14>System Report - 3_QQQ___4.6.2001
Item
Value
Item
Value
Total net profit
1734.27
Open position value
55.49
Percent gain/loss
173.43
Annual percent gain/loss
78.34
Initial investment
1000
Interest earned
0
Current position
Long
Date position entered
17.05.2001
Buy/Hold profit
-42.5
Days in test
808
Buy/Hold pct
gain/loss
-4.25
Annual B/H pct gain/loss
-1.92
Total closed trades
24
Commissions paid
175.06
Avg profit per trade
69.95
Avg Win/Avg Loss ratio
4.94
Total long trades
24
Total short trades
0
Winning long trades
11
Winning short trades
0
Total winning trades
11
Total losing trades
13
Amount of winning
trades
2207.3
Amount of losing trades
-528.52
Average win
200.66
Average loss
-40.66
Largest win
665.05
Largest loss
-171.93
Average length of win
17.36
Average length of loss
6.38
Longest winning trade
31
Longest losing trade
17
Most consecutive wins
3
Most consecutive losses
3
Total bars out
327
Average length out
13.08
Longest out period
41
System close drawdown
-17.11
Profit/Loss index
76.64
System open drawdown
-71.2
Reward/Risk index
96.06
Max open trade
drawdown
-267.9
Buy/Hold index
4310.94
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