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> -----Message d'origine-----
> De : Jimmy [mailto:jimmy@xxxxxxxxxxx]
> Envoyé : lundi 4 novembre 2002 22:51
> À : Kent Rollins
> Cc : Omega-list@xxxxxxxxxx
> Objet : Re[4]: Follow-down
>
>
> Not even the Frog, former math teacher, can get it to do that.
>
> Jimmy
> > Monday, November 4, 2002, 3:45:49 PM, you wrote:
> > Kent> Now if only we could get BS2K to do that...
> > Kent>
Hinhin...
Physics and chemistry teacher, not math...
And not *former*.
Prétentieux à mauvais escient et xénophobes de surcroît, les donneurs de leçon,
cette année...
PO
(croâ-croâ)
[Désolé, je ne sais pas faire la grenouille en anglais]
TS6 Frogwork example below
==========================
All orders are limit orders
Costs deducted
No overnight position carried
No optimisation
No pyramiding
Starting amount $ 10,000
Same system for all stocks. Not for sale.
Please let me know if you can do better...
TradeStation Strategy Performance Report - __display, ... INTC-1 min
(06/11/2000-04/11/2002)
Performance Summary: All Trades
Total Net Profit $210 022.55 Open position P/L $0.00
Gross Profit $335 874.16 Gross Loss ($125 851.60)
Total # of trades 10 351 Percent profitable 63.09%
Number winning trades 6 530 Number losing trades 3 821
Largest winning trade $1 052.40 Largest losing trade ($360.40)
Average winning trade $51.44 Average losing trade ($32.94)
Ratio avg win/avg loss 1.56 Avg trade (win & loss) $20.29
Max consec. Winners 21 Max consec. losers 10
Avg # bars in winners 20 Avg # bars in losers 16
Max intraday drawdown ($1 016.79)
Profit Factor 2.67 Max # contracts held 700
Account size required $1 016.79 Return on account 20655.38%
Performance Summary: Long Trades
Total Net Profit $104 286.62 Open position P/L $0.00
Gross Profit $168 559.45 Gross Loss ($64 272.83)
Total # of trades 5 198 Percent profitable 62.72%
Number winning trades 3 260 Number losing trades 1 938
Largest winning trade $1 052.40 Largest losing trade ($360.40)
Average winning trade $51.71 Average losing trade ($33.16)
Ratio avg win/avg loss 1.56 Avg trade (win & loss) $20.06
Max consec. Winners 23 Max consec. losers 12
Avg # bars in winners 20 Avg # bars in losers 17
Max intraday drawdown ($1 092.19)
Profit Factor 2.62 Max # contracts held 700
Account size required $1 092.19 Return on account 9548.36%
Performance Summary: Short Trades
Total Net Profit $105 719.52 Open position P/L $0.00
Gross Profit $167 296.27 Gross Loss ($61 576.75)
Total # of trades 5 153 Percent profitable 63.46%
Number winning trades 3 270 Number losing trades 1 883
Largest winning trade $395.60 Largest losing trade ($342.60)
Average winning trade $51.16 Average losing trade ($32.70)
Ratio avg win/avg loss 1.56 Avg trade (win & loss) $20.52
Max consec. Winners 24 Max consec. losers 8
Avg # bars in winners 20 Avg # bars in losers 16
Max intraday drawdown ($693.00)
Profit Factor 2.72 Max # contracts held 700
Account size required $693.00 Return on account 15255.43%
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