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Hi again,
here I send the TS results for the system I use in year 1994. It is used in
Spanish Future Market. The results obtained are basic points. Every point is 10
Euros value, so it is over 130.000 $ for that year (and it is also good for the
rest of the years I tested). I used 10 $ margin for contract and trade and 30 $
slippage for each trade.
I would like to know your opinion.
peperr B94.TXT-60 min 01/03/94 - 12/30/94
Performance Summary: All Trades
Total net profit $ 13005.00 Open position P/L $ 0.00
Gross profit $ 19273.00 Gross loss $ -6268.00
Total # of trades 1294 Percent profitable 72%
Number winning trades 928 Number losing trades 366
Largest winning trade $ 200.00 Largest losing trade $ -26.00
Average winning trade $ 20.77 Average losing trade $ -17.13
Ratio avg win/avg loss 1.21 Avg trade(win & loss) $ 10.05
Max consec. winners 29 Max consec. losers 8
Avg # bars in winners 1 Avg # bars in losers 0
Max intraday drawdown $ -162.00
Profit factor 3.07 Max # contracts held 1
Account size required $ 163.00 Return on account 7979%
Performance Summary: Long Trades
Total net profit $ 7046.00 Open position P/L $ 0.00
Gross profit $ 10866.00 Gross loss $ -3820.00
Total # of trades 776 Percent profitable 71%
Number winning trades 553 Number losing trades 223
Largest winning trade $ 200.00 Largest losing trade $ -23.00
Average winning trade $ 19.65 Average losing trade $ -17.13
Ratio avg win/avg loss 1.15 Avg trade(win & loss) $ 9.08
Max consec. winners 23 Max consec. losers 4
Avg # bars in winners 1 Avg # bars in losers 0
Max intraday drawdown $ -200.00
Profit factor 2.84 Max # contracts held 1
Account size required $ 201.00 Return on account 3505%
Performance Summary: Short Trades
Total net profit $ 5959.00 Open position P/L $ 0.00
Gross profit $ 8407.00 Gross loss $ -2448.00
Total # of trades 518 Percent profitable 72%
Number winning trades 375 Number losing trades 143
Largest winning trade $ 188.00 Largest losing trade $ -26.00
Average winning trade $ 22.42 Average losing trade $ -17.12
Ratio avg win/avg loss 1.31 Avg trade(win & loss) $ 11.50
Max consec. winners 22 Max consec. losers 5
Avg # bars in winners 1 Avg # bars in losers 0
Max intraday drawdown $ -155.00
Profit factor 3.43 Max # contracts held 1
Account size required $ 156.00 Return on account 3820%
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