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Hi: I've worked up 2 systems which have drastically different approaches. I'd appreciate any comments on which might be preferable. Apologize for the strange formatting. The vagaries of copying and pasting from an intrinsically dos-based app to a windows-based one. Thanks, Barry Ringuet ----------------------------------------------------------------------------- S&P E Mini Index Daily 09/09/97 - 03/12/98
Total net profit $ 4579.00 Open position P/L $ 0.00 Gross profit $ 16876.50 Gross loss $ -12297.50
Total # of trades 108 Percent profitable 45% Number winning trades 49 Number losing trades 59
Largest winning trade $ 1160.00 Largest losing trade $ -340.00 Average winning trade $ 344.42 Average losing trade $ -208.43 Ratio avg win/avg loss 1.65 Avg trade(win & loss) $ 42.40
Max consec. winners 5 Max consec. losers 8 Avg # bars in winners 0 Avg # bars in losers 0
Max intraday drawdown $ -3092.50 Profit factor 1.37 Max # contracts held 1 Account size required $ 5267.50 Return on account 87% ----------------------------------------------------------------------------- S&P E Mini Index Daily 09/09/97 - 03/12/98
Total net profit $ 3740.00 Open position P/L $ 0.00 Gross profit $ 5435.00 Gross loss $ -1695.00
Total # of trades 12 Percent profitable 67% Number winning trades 8 Number losing trades 4
Largest winning trade $ 1195.00 Largest losing trade $ -480.00 Average winning trade $ 679.38 Average losing trade $ -423.75 Ratio avg win/avg loss 1.60 Avg trade(win & loss) $ 311.67
Max consec. winners 4 Max consec. losers 2 Avg # bars in winners 0 Avg # bars in losers 0
Max intraday drawdown $ -1110.00 Profit factor 3.21 Max # contracts held 2 Account size required $ 5460.00 Return on account 68% -----------------------------------------------------------------------------
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