|
PureBytes Links
Trading Reference Links
|
Here is a "real example system". There are a few changes (I add some
of my own arguments)that distinct this tweaked system from the
original one. Tested over ASX 50,200,300. the equity curve has turned
to be smooth. (no too bad but not too good either).
This system has the lowest return amongst my systems. need to see a
real stuff??? all you need just wait.
======================================================================
Detailed
Report
Trade Database
Filename
C:\TradeSimData\RLSCFD-
81.trb
Simulation
Summary
Simulation Date:
15/02/2007
Simulation Time: 10:51:47
PM
Simulation Duration: 4.58
seconds
Trade
Summary
Earliest Entry Date in the Trade Database:
2/01/1996
Latest Entry Date in the Trade Database:
30/01/2007
Earliest Exit Date in the Trade Database:
3/01/1996
Latest Exit Date in the Trade Database:
13/02/2007
Start Trade Entry Date:
2/01/1996
Stop Trade Entry Date:
30/01/2007
First Entry Date:
2/01/1996
Last Entry Date:
29/01/2007
First Exit Date:
10/01/1996
Last Exit Date:
13/02/2007
Total Trading duration: 4060
days
Profit
Summary
Profit Status:
PROFITABLE
Starting Capital:
$20,000.00
Finishing Capital:
$156,022.05
Maximum Equity/(Date): $136,359.39
(12/01/2007)
Minimum Equity/(Date): -$66.48
(10/01/1996)
Gross Trade Profit: $208,651.37
(1043.26%)
Gross Trade Loss: -$72,629.31 (-
363.15%)
Total Net Profit: $136,022.05
(680.11%)
Average Profit per Trade:
$104.07
Profit Factor:
2.8728
Profit Index:
65.19%
Total Transaction Cost:
$0.00
Total Slippage: -
$35,909.50
Total Trade Interest:
$0.00
Daily Compound Interest Rate:
0.0506%
Annualized Compound Interest Rate:
20.2835%
Trade
Statistics
Trades Processed:
2772
Trades Taken:
1307
Partial Trades Taken:
0
Trades Rejected:
1465
Winning Trades: 523
(40.02%)
Losing Trades: 725
(55.47%)
Breakeven Trades: 59
(4.51%)
Largest Winning Trade/(Date): $3,332.58
(14/12/1999)
Largest Losing Trade/(Date): -$697.32
(24/10/1997)
Average Winning Trade:
$398.95
Average Losing Trade: -
$100.18
Average Win/Average Loss:
3.9824
Trade Breakdown Long and Short Trades
Long Trades Short Trades
Normal Exit: 736 (56.31%)
349 (26.70%) 387 (29.61%)
Protective Stop: 571 (43.69%)
356 (27.24%) 215 (16.45%)
Total Trades: 1307 (100.00%)
705 (53.94%) 602 (46.06%)
Trade Duration Statistics Winning and Losing Trades
Winning Trades Losing Trades
Maximum Trade Duration: 96 (days)
96 (days) 45 (days)
Minimum Trade Duration: 0 (days)
0 (days) 0 (days)
Average Trade Duration: 10.42 (days)
19.26 (days) 4.34 (days)
Consecutive Trade
Statistics
Maximum consecutive winning trades:
7
Maximum consecutive losing trades:
16
Average consecutive winning trades:
1.67
Average consecutive losing trades:
2.27
Relative
Drawdown
Maximum Dollar Drawdown/(Date): $1,901.51
(30/04/2003)
Maximum Percentage Drawdown/(Date): 2.8700%
(1/09/1997)
Absolute (Peak-to-Valley) Dollar
Drawdown
Maximum Dollar Drawdown: $2,609.81
(2.2870%)
Capital Peak/(Date): $114,137.59
(17/03/2003)
Capital Valley/(Date): $111,527.78
(30/04/2003)
Absolute (Peak-to-Valley) Percent
Drawdown
Maximum Percentage Drawdown: 3.7640%
($781.10)
Capital Peak/(Date): $20,751.33
(23/01/1996)
Capital Valley/(Date): $19,970.24
(20/02/1996)
======================================================================
Regards
Thomas
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/equismetastock/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:equismetastock-digest@xxxxxxxxxxxxxxx
mailto:equismetastock-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|