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Hi Jack,
> Hi David: Does this mean that Oddball's stellar performance (which I
> believe was generated using cash data), as reported on Mark's site, falls
> apart when tested on futures data? Hope not.
Falls apart is a bit strong. But here are the Oddball results I show tested
on cash from Nov. 1998 - present. As we all know, this has not much to do
with the reality of futures. I show only one losing month on cash! Cut
this in half and you should be about right. -David
Performance Summary: All Trades
Total Net Profit
$1,410,715.00
Open position P/L
$242.50
Gross Profit
$2,361,880.00
Gross Loss
($951,165.00)
Total # of trades
1,240
Percent profitable
59.11%
Number winning trades
733
Number losing trades
507
Largest winning trade
$25,730.00
Largest losing trade
($9,340.00)
Average winning trade
$3,222.21
Average losing trade
($1,876.07)
Ratio avg win/avg loss
1.72
Avg trade (win & loss)
$1,137.67
Max consec. Winners
16
Max consec. losers
7
Avg # bars in winners
13
Avg # bars in losers
9
Max intraday drawdown
($28,995.00)
Profit Factor
2.48
Max # contracts held
1
Account size required
$28,995.00
Return on account
4865.37%
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