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AudBallers:
Too bad there is not a crystal ball that told AudBall followers to use
inputs 6,3,3 on original AudBall for 2002 (my system gives 8 bars per day
SPX). They woulda made about $50K so far.
But still nothing to compare to my latest creation:
TradeStation Strategy Performance Report - Midas INX-60 min.
1-01-02 to 5-14-02 using exact same inputs as ALL year 2001
Performance Summary: All Trades
Total Net Profit $82,960.00 Open position P/L$8,162.50
Gross Profit$121,497.50 Gross Loss($38,537.50)
Total # of trades 91 Percent profitable 39.56%
Number winning trades 36 Number losing trades 55
Largest winning trade $9,430.00 Largest losing trade($4,945.00)
Average winning trade $3,374.93 Average losing trade($700.68)
Ratio avg win/avg loss 4.82 Avg trade (win & loss) $911.65
Max consec. Winners 7 Max consec. losers 8
Avg # bars in winners 14 Avg # bars in losers 4
Max intraday drawdown ($6,640.00)
Profit Factor 3.15 Max # contracts held 1
Account size required $26,328.00 Return on account 315.10%
Performance Summary: Long Trades
Total Net Profit $30,122.50 Open position P/L $8,162.50
Gross Profit $51,147.50 Gross Loss ($21,025.00)
Total # of trades 45 Percent profitable 35.56%
Number winning trades 16 Number losing trades 29
Largest winning trade $6,937.50 Largest losing trade ($4,945.00)
Average winning trade $3,196.72 Average losing trade ($725.00)
Ratio avg win/avg loss 4.41 Avg trade (win & loss $669.39
Max consec. Winners 5 Max consec. losers 6
Avg # bars in winners 11 Avg # bars in losers 4
Max intraday drawdown ($9,932.50)
Profit Factor 2.43 Max # contracts held 1
Account size required $29,620.50 Return on account 101.69%
Performance Summary: Short Trades
Total Net Profit $52,837.50 Open position P/L $0.00
Gross Profit $70,350.00 Gross Loss($17,512.50)
Total # of trades 46 Percent profitable 43.48%
Number winning trades 20 Number losing trades 26
Largest winning trade $9,430.00 Largest losing trade ($2,890.00)
Average winning trade $3,517.50 Average losing trade($673.56)
Ratio avg win/avg loss 5.22 Avg trade (win & loss) $1,148.64
Max consec. Winners 4 Max consec. losers 5
Avg # bars in winners 16 Avg # bars in losers 4
Max intraday drawdown ($7,010.00)
Profit Factor 4.02 Max # contracts held 1
Account size required$26,698.00 Return on account 197.91%
Johan
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