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Re: Long term SAR system



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Swiss, 80-02:



Performance Summary: All Trades

Total Net Profit$194,462.50Open position P/L($362.50)
Gross Profit$266,075.00Gross Loss($71,612.50)

Total # of trades81 Percent profitable58.02%
Number winning trades47 Number losing trades34 

Largest winning trade$20,512.50Largest losing trade($3,800.00)
Average winning trade$5,661.17Average losing trade($2,106.25)
Ratio avg win/avg loss2.69Avg trade (win & loss)$2,400.77

Max consec. Winners6 Max consec. losers5 
Avg # bars in winners20 Avg # bars in losers6 

Max intraday drawdown($10,400.00)
Profit Factor3.72Max # contracts held1 
Account size required$10,400.00Return on account1869.83%


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