|
PureBytes Links
Trading Reference Links
|
the following results are old contract values. not a bad system . it loses a
little on the short
side but is willing to short using the same rules as its long side so you
might expect it to
do o.k. in a prolonged bear market if we ever get one.
whether or not you can trade this from a psych perspective is a personal
decision.
Dale
vsts S&P 500 IndexDa 4600 46/00-Daily 06/14/82 - 05/13/98
Performance Summary: All Trades
Total net profit $ 240135.00 Open position P/L $ 58740.00
Gross profit $ 341415.00 Gross loss $-101280.00
Total # of trades 32 Percent profitable 56%
Number winning trades 18 Number losing trades 14
Largest winning trade $ 95345.00 Largest losing trade $ -23725.00
Average winning trade $ 18967.50 Average losing trade $ -7234.29
Ratio avg win/avg loss 2.62 Avg trade(win & loss) $ 7504.22
Max consec. winners 5 Max consec. losers 5
Avg # bars in winners 126 Avg # bars in losers 42
Max intraday drawdown $ -34200.00
Profit factor 3.37 Max # contracts held 1
Account size required $ 34200.00 Return on account 702%
Performance Summary: Long Trades
Total net profit $ 249980.00 Open position P/L $ 58740.00
Gross profit $ 313490.00 Gross loss $ -63510.00
Total # of trades 23 Percent profitable 65%
Number winning trades 15 Number losing trades 8
Largest winning trade $ 95345.00 Largest losing trade $ -23725.00
Average winning trade $ 20899.33 Average losing trade $ -7938.75
Ratio avg win/avg loss 2.63 Avg trade(win & loss) $ 10868.70
Max consec. winners 5 Max consec. losers 2
Avg # bars in winners 138 Avg # bars in losers 51
Max intraday drawdown $ -34200.00
Profit factor 4.94 Max # contracts held 1
Account size required $ 34200.00 Return on account 731%
Performance Summary: Short Trades
Total net profit $ -9845.00 Open position P/L $ 0.00
Gross profit $ 27925.00 Gross loss $ -37770.00
Total # of trades 9 Percent profitable 33%
Number winning trades 3 Number losing trades 6
Largest winning trade $ 26520.00 Largest losing trade $ -13240.00
Average winning trade $ 9308.33 Average losing trade $ -6295.00
Ratio avg win/avg loss 1.48 Avg trade(win & loss) $ -1093.89
Max consec. winners 1 Max consec. losers 4
Avg # bars in winners 67 Avg # bars in losers 29
Max intraday drawdown $ -21590.00
Profit factor 0.74 Max # contracts held 1
Account size required $ 21590.00 Return on account -46%
|