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Hell Pierre, without using any slippage or commision, all you're peddling
here is snakeoil. Besides, 21 'trades' isn't statistically significant. You
know better than that.
> Here are the result of the current trading systems really traded here,
> TS4, realtime, Comstock Feed and Safir-X neurofuzzy logic.
> (CAC 40 future, december 99).
>
> Now , take the lesson for what it is.
>
> ___CAC Z5___ BFCEZ99-30 min 11/29/1999 - 12/30/1999
>
> Performance Summary: All Trades
>
> Total net profit $ 5155.00 Open position P/L $ 990.00
> Gross profit $ 7145.00 Gross loss $ -1990.00
>
> Total # of trades 21 Percent profitable 52%
> Number winning trades 11 Number losing trades 10
>
> Largest winning trade $ 3610.00 Largest losing trade $ -490.00
> Average winning trade $ 649.55 Average losing trade $ -199.00
> Ratio avg win/avg loss 3.26 Avg trade(win & loss) $ 245.48
>
> Max consec. winners 3 Max consec. losers 4
> Avg # bars in winners 23 Avg # bars in losers 8
>
> Max intraday drawdown $ -1090.00
> Profit factor 3.59 Max # contracts held 1
> Account size required $ 1090.00 Return on account 473%
>
>
> ___CAC Z5___ BFCEZ99-30 min 11/29/99 - 12/30/99
>
> Date Time Type Cnts Price Signal Name Entry P/L Cumulative
>
> 12/02/99 10:00 Sell 1 5375.0
> 12/02/99 14:30 SExit 1 5371.0 $ 40.00 $ 40.00
> 12/02/99 14:30 Buy 1 5371.0
> 12/07/99 16:30 LExit 1 5529.0 $ 1580.00 $ 1620.00
> 12/07/99 16:30 Sell 1 5529.0
> 12/08/99 14:00 SExit 1 5529.0 $ 0.00 $ 1620.00
> 12/08/99 14:00 Buy 1 5529.0
> 12/10/99 11:30 LExit 1 5514.0 $ -150.00 $ 1470.00
> 12/10/99 11:30 Sell 1 5514.0
> 12/10/99 15:30 SExit 1 5530.0 $ -160.00 $ 1310.00
> 12/10/99 15:30 Buy 1 5530.0
> 12/10/99 17:30 LExit 1 5481.0 $ -490.00 $ 820.00
> 12/10/99 17:30 Sell 1 5481.0
> 12/13/99 10:00 SExit 1 5502.0 $ -210.00 $ 610.00
> 12/13/99 10:00 Buy 1 5502.0
> 12/14/99 15:30 LExit 1 5564.0 $ 620.00 $ 1230.00
> 12/14/99 15:30 Sell 1 5564.0
> 12/16/99 9:30 SExit 1 5553.0 $ 110.00 $ 1340.00
> 12/16/99 9:30 Buy 1 5553.0
> 12/16/99 15:00 LExit 1 5555.0 $ 20.00 $ 1360.00
> 12/16/99 15:00 Sell 1 5555.0
> 12/17/99 12:00 SExit 1 5560.5 $ -55.00 $ 1305.00
> 12/17/99 12:00 Buy 1 5560.5
> 12/17/99 17:30 LExit 1 5563.5 $ 30.00 $ 1335.00
> 12/17/99 17:30 Sell 1 5563.5
> 12/20/99 14:00 SExit 1 5521.0 $ 425.00 $ 1760.00
> 12/20/99 14:00 Buy 1 5521.0
> 12/21/99 10:00 LExit 1 5518.0 $ -30.00 $ 1730.00
> 12/21/99 10:00 Sell 1 5518.0
> 12/21/99 11:30 SExit 1 5542.5 $ -245.00 $ 1485.00
> 12/21/99 11:30 Buy 1 5542.5
> 12/21/99 15:00 LExit 1 5512.0 $ -305.00 $ 1180.00
> 12/21/99 15:00 Sell 1 5512.0
> 12/21/99 16:00 SExit 1 5527.0 $ -150.00 $ 1030.00
> 12/21/99 16:00 Buy 1 5527.0
> 12/27/99 15:00 LExit 1 5888.0 $ 3610.00 $ 4640.00
> 12/27/99 15:00 Sell 1 5888.0
> 12/28/99 17:00 SExit 1 5832.0 $ 560.00 $ 5200.00
> 12/28/99 17:00 Buy 1 5832.0
> 12/29/99 15:00 LExit 1 5847.0 $ 150.00 $ 5350.00
> 12/29/99 15:00 Sell 1 5847.0
> 12/30/99 9:30 SExit 1 5866.5 $ -195.00 $ 5155.00
> 12/30/99 9:30 Buy 1 5866.5
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