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>Mark Johnson: Here are my results:
>
>Commission+Slippage: $150 per contract per trade
>Number of trades: 2084
>Winning trades: 729 (38.3%)
>Losing trades: 1355 (61.7%)
>Equity Growth: 11.56 (finalequity / initialequity)
>Compound Annual Growth Rate: 19.88 % per year
>Max Drawdown: 41.0 %
>#days winning: 1751
>#days losing: 1698
>Days making new equity highs: 195 (5.7%)
>
>
>As you can see, this "system" was profitable.
>Which tends to support Chuck LeBeau's claim
>that the Chandelier Exit is a powerful technique;
>it's a lot easier to believe that the profits
>came from the exit and not from the random entry.
Interesting, I would suggest you run the unaltered code over the same data a
total of 30 runs and accumulate the results. This will help to show you the
"true" range in system performance to expect. I'd love to hear the results.
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