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Re: QQQ system test



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Mensur Poncinci:
You attachment didn't have any information. Could you repost or send it to
me privately?
Lionel Issen
lissen@xxxxxxxxxxxxxx
----- Original Message -----
From: "Mensur Pocinci" <mensur.pocinci@xxxxxxxx>
To: "metastock" <metastock@xxxxxxxxxxxxx>
Sent: Monday, June 11, 2001 7:55 AM
Subject: Re: QQQ system test




John, i think this is wrong. you don't need 100 trades to see if a system
works or is stable. for example some trend-following systems applied to the
treasury future 10yr daily data for the past 15 years have only 15 closed
trades. Is this a weak system? I
don't think so because one key element to profits is commision, so keep them
low.




"John Manasco" <john@xxxxxxxxxxx>@metastock.com on 06/11/2001 01:42:45 PM

Please respond to metastock@xxxxxxxxxxxxx

Sent by:  owner-metastock@xxxxxxxxxxxxx


To:   <metastock@xxxxxxxxxxxxx>
cc:

Subject:  Re: QQQ system test



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
----- Original Message -----
From:  Taylan  Sekerci
To: 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,



   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



__________________________________________________________

   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                                                  -425
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






   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
       -42.5                                                   Days in test
808

   Buy/Hold pct
           -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
     -40.66

   Largest win
665.05                                                  Largest
     -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
         -17.11                                                  Profit/Loss
index                                           76.64

   System open
         -71.2                                                   Reward/Risk
index                                           96.06


   Max open trade
          -267.9                                                  Buy/Hold
index                                              4310.94




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