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Re: [EquisMetaStock Group] Re: RLSCFD81



PureBytes Links

Trading Reference Links

Be patient my friend!!! Taxation period has not come yet. Therefore the excel spreadheet still in a process. All are usefull, no imaginary, no hokus pocus or anecdotal strory ':) behind this system. You can have my word!!!


Regarding the syntax....... simple!!!!  dont you ever expect other on the thing that you dont wish to do LOL. 


----- Original Message ----
From: Jose Silva <josesilva22@xxxxxxxxx>
To: equismetastock@xxxxxxxxxxxxxxx
Sent: Friday, 16 February, 2007 3:23:41 PM
Subject: [EquisMetaStock Group] Re: RLSCFD81

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.metastoc ktools.com

--- In equismetastock@ yahoogroups. com, "thomas.tng78" <thomas.tng78@ ...> 
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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