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Re: Long term SAR system



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Crude, '83-02:


Performance Summary: All Trades

Total Net Profit$53,700.00Open position P/L$2,120.00
Gross Profit$120,000.00Gross Loss($66,300.00)

Total # of trades77 Percent profitable40.26%
Number winning trades31 Number losing trades46 

Largest winning trade$17,220.00Largest losing trade($6,120.00)
Average winning trade$3,870.97Average losing trade($1,441.30)
Ratio avg win/avg loss2.69Avg trade (win & loss)$697.40

Max consec. Winners5 Max consec. losers6 
Avg # bars in winners22 Avg # bars in losers7 

Max intraday drawdown($17,720.00)
Profit Factor1.81Max # contracts held1 
Account size required$17,720.00Return on account303.05%


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