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Your open position P/L is not good and is a tip off that something might be
wrong here.
----- Original Message -----
From: "'Lucky Bastard'" <hadrada@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, December 12, 2001 4:42 PM
Subject: Re: Opinions on this system??
> : Built this little system the other day and these are its results on
WTI -
> : (the system uses no stops)
> :
> : Total Net Profit $128,810.00 Open position P/L
> ($29,370.00)
> : Gross Profit $144,450.00 Gross Loss
> ($15,640.00)
> :
> : Total # of trades 88
> : Max intraday drawdown ($41,780.00)
> : Max # contracts held 13
> : Commission Paid $0.00
>
> Let's not forget commision and slippage. $20 Round Trip*13 contracts*88
> trades = $22,880. Anybody know what's the typical slippage in West Texas
> Intermediate Crude for market order?
>
>
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