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Thomas, where is your actual "real example system"?
All we keep seeing from your posts are totally useless *simulation* stats,
based on fictitious trading systems we know nothing about. For all we
know you could be backtesting a range of hindsight issues, from
survivorship bias to actual hindsight-based code, such as buying on the
Open of the Close-based signal day.
Thomas, either post your code or keep it all to yourself. Please refrain
from wasting time and bandwidth with simulation stats based on unknowns.
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, "thomas.tng78" <thomas.tng78@xxx>
wrote:
>
> 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
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