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Seems to good to be true. I am tying to write a simple system in trade
station. It is giving very good results with this one being one of the
better. Since joining this group I dont trust trade station but wonder if I
could have inadvertently set it up to give unreliable but encouraging
results. I have been tweaking and optimizing the system and get good
results, This report is on data not optimized except on other data.
TradeStation System Report - bigfoot1 F-Daily (12/05/1997-11/05/1999)
Performance Summary: All Trades
Total Net Profit $177,310.00 Open position P/L $0.00
Gross Profit $182,460.00 Gross Loss ($5,150.00)
Total # of trades 195 Percent profitable 53.00%
Number winning trades 103 Number losing trades 92
Largest winning trade $1,910.00 Largest losing trade ($120.00)
Average winning trade $1,771.46 Average losing trade ($55.98)
Ratio avg win/avg loss 31.65 Avg trade (win & loss) $909.28
Max consec. Winners 7 Max consec. losers 5
Avg # bars in winners 0 Avg # bars in losers 0
Max intraday drawdown ($460.00)
Profit Factor 35.43 Max # contracts held 1,300
Account size required $460.00 Return on account 38545.65%
Performance Summary: Long Trades
Total Net Profit $68,990.00 Open position P/L $0.00
Gross Profit $70,800.00 Gross Loss ($1,810.00)
Total # of trades 71 Percent profitable 56.00%
Number winning trades 40 Number losing trades 31
Largest winning trade $1,910.00 Largest losing trade ($120.00)
Average winning trade $1,770.00 Average losing trade ($58.39)
Ratio avg win/avg loss 30.31 Avg trade (win & loss) $971.69
Max consec. Winners 7 Max consec. losers 6
Avg # bars in winners 0 Avg # bars in losers 0
Max intraday drawdown ($540.00)
Profit Factor 39.12 Max # contracts held 1,200
Account size required $540.00 Return on account 12775.93%
Performance Summary: Short Trades
Total Net Profit $108,320.00 Open position P/L $0.00
Gross Profit $111,660.00 Gross Loss ($3,340.00)
Total # of trades 124 Percent profitable 51.00%
Number winning trades 63 Number losing trades 61
Largest winning trade $1,890.00 Largest losing trade ($120.00)
Average winning trade $1,772.38 Average losing trade ($54.75)
Ratio avg win/avg loss 32.37 Avg trade (win & loss) $873.55
Max consec. Winners 6 Max consec. losers 6
Avg # bars in winners 0 Avg # bars in losers 0
Max intraday drawdown ($500.00)
Profit Factor 33.43 Max # contracts held 1,300
Account size required $500.00 Return on account 21664.00% (<<neat I
think)
Sorry I dont have a screen capture program that would make the performance
summary easy to read. In fact I dont even know how I got this report here.
.oİş°¨¨°şİ>>[ JERRY ROSS ]<<İş°¨¨°şİo.
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