|
PureBytes Links
Trading Reference Links
|
Another Note:
The password for the indicator should be < MSNREMO> also, and the user
function password is the same as before <RAHWAY> even though the function
names may be different. I have so much personal codes that sometimes I forget
the names for what it does.
Also, please note that this is one of the first system/indicator that I've
done...Since then I've gotten better results.
CyclicalMomntmVr18.3 $NDX-60 min 03/18/97 - 02/25/98
Performance Summary: All Trades
Total net profit $ 479389.00 Open position P/L $ 0.00
Gross profit $ 515953.00 Gross loss $ -36564.00
Total # of trades 39 Percent profitable 72%
Number winning trades 28 Number losing trades 11
Largest winning trade $ 96720.00 Largest losing trade $ -15720.00
Average winning trade $ 18426.89 Average losing trade $ -3324.00
Ratio avg win/avg loss 5.54 Avg trade(win & loss) $ 12292.03
Max consec. winners 9 Max consec. losers 3
Avg # bars in winners 19 Avg # bars in losers 9
Max intraday drawdown $ -51520.00
Profit factor 14.11 Max # contracts held 20
Account size required $ 211520.00 Return on account 227%
Performance Summary: Long Trades
Total net profit $ 377542.00 Open position P/L $ 0.00
Gross profit $ 409791.00 Gross loss $ -32249.00
Total # of trades 25 Percent profitable 80%
Number winning trades 20 Number losing trades 5
Largest winning trade $ 96720.00 Largest losing trade $ -15720.00
Average winning trade $ 20489.55 Average losing trade $ -6449.80
Ratio avg win/avg loss 3.18 Avg trade(win & loss) $ 15101.68
Max consec. winners 10 Max consec. losers 2
Avg # bars in winners 21 Avg # bars in losers 9
Max intraday drawdown $ -51520.00
Profit factor 12.71 Max # contracts held 20
Account size required $ 211520.00 Return on account 178%
Performance Summary: Short Trades
Total net profit $ 101847.00 Open position P/L $ 0.00
Gross profit $ 106162.00 Gross loss $ -4315.00
Total # of trades 14 Percent profitable 57%
Number winning trades 8 Number losing trades 6
Largest winning trade $ 53116.00 Largest losing trade $ -1468.00
Average winning trade $ 13270.25 Average losing trade $ -719.17
Ratio avg win/avg loss 18.45 Avg trade(win & loss) $ 7274.79
Max consec. winners 3 Max consec. losers 2
Avg # bars in winners 16 Avg # bars in losers 8
Max intraday drawdown $ -7500.00
Profit factor 24.60 Max # contracts held 14
Account size required $ 112812.00 Return on account 90%
CyclicalMomntmVr18.1 $NDX-60 min 03/18/97 - 02/25/98
Performance Summary: All Trades
Total net profit $ 55476.00 Open position P/L $ 0.00
Gross profit $ 65024.00 Gross loss $ -9548.00
Total # of trades 39 Percent profitable 72%
Number winning trades 28 Number losing trades 11
Largest winning trade $ 8833.00 Largest losing trade $ -1605.00
Average winning trade $ 2322.29 Average losing trade $ -868.00
Ratio avg win/avg loss 2.68 Avg trade(win & loss) $ 1422.46
Max consec. winners 9 Max consec. losers 3
Avg # bars in winners 19 Avg # bars in losers 9
Max intraday drawdown $ -3634.00
Profit factor 6.81 Max # contracts held 1
Account size required $ 11634.00 Return on account 477%
Performance Summary: Long Trades
Total net profit $ 38284.00 Open position P/L $ 0.00
Gross profit $ 44527.00 Gross loss $ -6243.00
Total # of trades 25 Percent profitable 80%
Number winning trades 20 Number losing trades 5
Largest winning trade $ 4836.00 Largest losing trade $ -1605.00
Average winning trade $ 2226.35 Average losing trade $ -1248.60
Ratio avg win/avg loss 1.78 Avg trade(win & loss) $ 1531.36
Max consec. winners 10 Max consec. losers 2
Avg # bars in winners 21 Avg # bars in losers 9
Max intraday drawdown $ -3392.00
Profit factor 7.13 Max # contracts held 1
Account size required $ 11392.00 Return on account 336%
Performance Summary: Short Trades
Total net profit $ 17192.00 Open position P/L $ 0.00
Gross profit $ 20497.00 Gross loss $ -3305.00
Total # of trades 14 Percent profitable 57%
Number winning trades 8 Number losing trades 6
Largest winning trade $ 8833.00 Largest losing trade $ -1468.00
Average winning trade $ 2562.13 Average losing trade $ -550.83
Ratio avg win/avg loss 4.65 Avg trade(win & loss) $ 1228.00
Max consec. winners 3 Max consec. losers 2
Avg # bars in winners 16 Avg # bars in losers 8
Max intraday drawdown $ -2620.00
Profit factor 6.20 Max # contracts held 1
Account size required $ 10620.00 Return on account 162%
CyclicalMomntmVr18.1 $NDX-60 min 03/18/97 - 02/25/98
Date Time Type Cnts Price Signal Name Entry P/L Cumulative
04/09/97 4:00pm Sell 1 828.37
04/14/97 2:30pm SExit 1 793.12 $ 3395.00 $ 3395.00
04/15/97 4:00pm Sell 1 797.87
04/17/97 10:30am SExit 1 811.25 $ -1468.00 $ 1927.00
04/22/97 2:30pm Buy 1 811.75
04/25/97 10:30am LExit 1 829.75 $ 1670.00 $ 3597.00
05/12/97 10:30am Buy 1 927.37
05/13/97 11:30am LExit 1 920.62 $ -805.00 $ 2792.00
05/16/97 2:30pm Sell 1 917.62
05/19/97 2:30pm SExit 1 918.62 $ -230.00 $ 2562.00
05/19/97 2:30pm Buy 1 918.62
05/22/97 11:30am LExit 1 943.12 $ 2320.00 $ 4882.00
06/05/97 11:30am Buy 1 931.75
06/10/97 12:30pm LExit 1 950.50 $ 1745.00 $ 6627.00
06/10/97 12:30pm Sell 1 950.50
06/11/97 3:30pm SExit 1 945.00 $ 420.00 $ 7047.00
06/11/97 3:30pm Buy 1 945.00
06/18/97 12:30pm LExit 1 972.12 $ 2582.00 $ 9629.00
06/18/97 12:30pm Sell 1 972.12
06/19/97 12:30pm SExit 1 979.87 $ -905.00 $ 8724.00
06/30/97 1:30pm Buy 1 967.00
07/10/97 11:30am LExit 1 997.75 $ 2945.00 $ 11669.00
08/18/97 4:00pm Buy 1 1088.62
08/21/97 2:30pm LExit 1 1132.25 $ 4233.00 $ 15902.00
08/26/97 10:30am Sell 1 1102.25
08/27/97 4:00pm SExit 1 1091.37 $ 958.00 $ 16860.00
08/27/97 4:00pm Buy 1 1091.37
08/29/97 3:30pm LExit 1 1076.62 $ -1605.00 $ 15255.00
09/11/97 4:00pm Buy 1 1104.62
09/15/97 2:30pm LExit 1 1091.50 $ -1442.00 $ 13813.00
09/15/97 2:30pm Sell 1 1091.50
09/16/97 12:30pm SExit 1 1095.62 $ -542.00 $ 13271.00
09/16/97 12:30pm Buy 1 1095.62
09/18/97 10:30am LExit 1 1117.00 $ 2008.00 $ 15279.00
10/02/97 11:30am Buy 1 1108.62
10/06/97 12:30pm LExit 1 1126.87 $ 1695.00 $ 16974.00
10/20/97 10:30am Buy 1 1084.00
10/22/97 2:30pm LExit 1 1101.50 $ 1620.00 $ 18594.00
10/22/97 2:30pm Sell 1 1101.50
10/28/97 12:30pm SExit 1 1011.87 $ 8833.00 $ 27427.00
10/30/97 10:30am Sell 1 1016.37
10/31/97 1:30pm SExit 1 1016.25 $ -118.00 $ 27309.00
11/07/97 4:00pm Buy 1 1028.62
11/10/97 3:30pm LExit 1 1013.87 $ -1605.00 $ 25704.00
11/10/97 3:30pm Sell 1 1013.87
11/13/97 3:30pm SExit 1 999.37 $ 1320.00 $ 27024.00
11/13/97 3:30pm Buy 1 999.37
11/18/97 12:30pm LExit 1 1042.12 $ 4145.00 $ 31169.00
11/18/97 12:30pm Sell 1 1042.12
11/19/97 4:00pm SExit 1 1037.62 $ 320.00 $ 31489.00
11/21/97 2:30pm Sell 1 1053.37
11/25/97 2:30pm SExit 1 1037.50 $ 1457.00 $ 32946.00
11/28/97 10:30am Buy 1 1049.37
12/02/97 12:30pm LExit 1 1060.00 $ 933.00 $ 33879.00
12/02/97 12:30pm Sell 1 1060.00
12/03/97 3:30pm SExit 1 1059.12 $ -42.00 $ 33837.00
12/03/97 3:30pm Buy 1 1059.12
12/05/97 10:30am LExit 1 1066.75 $ 633.00 $ 34470.00
12/05/97 11:30am Buy 1 1062.50
12/09/97 11:30am LExit 1 1065.37 $ 157.00 $ 34627.00
12/15/97 3:30pm Buy 1 988.37
12/17/97 12:30pm LExit 1 1002.25 $ 1258.00 $ 35885.00
12/17/97 12:30pm Sell 1 1002.25
12/19/97 3:30pm SExit 1 963.01 $ 3794.00 $ 39679.00
12/19/97 3:30pm Buy 1 963.01
12/23/97 11:30am LExit 1 976.15 $ 1184.00 $ 40863.00
12/26/97 1:30pm Buy 1 954.07
12/31/97 4:00pm LExit 1 991.54 $ 3617.00 $ 44480.00
01/12/98 1:30pm Buy 1 969.18
01/22/98 10:30am LExit 1 1016.16 $ 4568.00 $ 49048.00
01/27/98 11:30am Buy 1 1028.74
01/30/98 12:30pm LExit 1 1078.40 $ 4836.00 $ 53884.00
02/02/98 10:30am Buy 1 1095.37
02/05/98 3:30pm LExit 1 1114.25 $ 1758.00 $ 55642.00
02/12/98 3:30pm Buy 1 1143.38
02/13/98 4:00pm LExit 1 1136.82 $ -786.00 $ 54856.00
02/17/98 10:30am Buy 1 1143.67
02/20/98 1:30pm LExit 1 1151.17 $ 620.00 $ 55476.00
|