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[EquisMetaStock Group] Re:Kaufman's Adaptive Moving Average II



PureBytes Links

Trading Reference Links

I see results of a system but do not see the system

Preston

--- In equismetastock@xxxxxxxxxxxxxxx, Peter Parker <pet_park12@xxx> 
wrote:
>
> Simulation Summary
>   Simulation Date:                                            
11/07/2007
>   Simulation Time:                                           
10:12:33 PM
>   Simulation Duration:                                      0.95 
seconds
>    
>   Trade Summary
>   Earliest Entry Date in the Trade Database:                  
11/01/1996
>   Latest Entry Date in the Trade Database:                    
28/06/2007
>   Earliest Exit Date in the Trade Database:                   
15/01/1996
>   Latest Exit Date in the Trade Database:                      
6/07/2007
>    
>   Start Trade Entry Date:                                     
11/01/1996
>   Stop Trade Entry Date:                                      
28/06/2007
>   First Entry Date:                                           
11/01/1996
>   Last Entry Date:                                            
27/06/2007
>   First Exit Date:                                            
15/01/1996
>   Last Exit Date:                                              
4/07/2007
>    
>   Total Trading duration:                                      
4192 days
>    
>   Profit Summary
>   Profit Status:                                              
PROFITABLE
>   Starting Capital:                                           
$20,000.00
>   Finishing Capital:                                         
$115,105.30
>   Maximum Equity/(Date):                         $95,189.94 
(13/06/2007)
>   Minimum Equity/(Date):                            $632.60 
(15/01/1996)
>   Gross Trade Profit:                              $113,998.14 
(569.99%)
>   Gross Trade Loss:                                -$18,892.85 (-
94.46%)
>   Total Net Profit:                                 $95,105.30 
(475.53%)
>   Average Profit per Trade:                                      
$234.83
>   Profit Factor:                                                  
6.0339
>   Profit Index:                                                   
83.43%
>   Total Transaction Cost:                                      
$8,100.00
>   Total Slippage:                                            -

----------------snip----------------------------------



 
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