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Can anyone spot the problem here? Hint: it's in the second line. Maybe
it's a typo.
Omega TradeStation 2000i System Report
KC Collection-------March S&P500 - 5 Min---------09/13/99 - 09/24/99
Kent
-----Original Message-----
From: M. Simms <prosys@xxxxxxxxxxxxxxxx>
To: Phil Lane <patterntrader@xxxxxxxxxx>
Cc: Omega-List <omega-list@xxxxxxxxxx>
Date: Friday, April 07, 2000 1:34 PM
Subject: A keltner channel system - incredible results
Is this guy lucky or what ? Whew....78% wins !!
That is excellent for almost 70 trades......
This is a bit fishy as the dates on the report do not correspond to the
time-frame of the trades !!! Also note, longs vs. shorts are not shown......
Omega TradeStation 2000i System Report
KC Collection-------March S&P500 - 5 Min---------09/13/99 - 09/24/99
Performance Summary: ALL TRADES
Total net profit ------- $17925.00 Open position P/L ----------- $ 0.00
Gross Profit ------------- $23925.00 Gross Loss -------------- $ -6800.00
Total # of trades ----------69 Percent Profitable --------- 78%
Number winning trades ---- 54 Number losing trades ---- 15
Largest winning trade --- $1050.00 Largest losing trade --- $ -400.00
Average winning trade --- $443.06 Average losing trade --- $ -400.00
Avg trade (win & loss) --- $ 259.78
Max consec. winners ---------- 9 Max consec. losers ------- 2
Avg # bars in winners -------- 2 Avg # bars in losers ------ 1
Max intraday drawdown --- $ -1175.00
Profit factor ---------------- 3.99 Max # contracts held -------- 1
Account size required ---- $ 1175.00 Return on Account ------ 1525.83%
----------------------------------------------------------------------------
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That's nearly $18,000 profit in just 25 trading days!
Financial experts worldwide said that January 2000 represented one of the
most volatile
January's in market history. So what does this amazing performance tell us?
It tells us that the KC Collection absolutely loves volatility!
And this is one more example that proves just how versatile and profitable
this software is -- in any market condition.
These are the actual TradeStation 2000i calculated results of taking all the
signals with no filtering
(ie. The KC Method shows you how to filter out many of the losers -
potentially making these results
even more profitable!). Add costs for broker commissions and any slippage.
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