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Hello David,
And equity curve hammered out by just 90 trades since 1983 is statistically problematic
Friday, April 11, 2003, 6:24:47 PM, you wrote:
DC> Dollar Index, 85-02:
DC> Performance Summary: All Trades
DC> Total Net Profit$83,580.00Open position P/L($190.00)
DC> Gross Profit$135,520.00Gross Loss($51,940.00)
DC> Total # of trades61 Percent profitable45.90%
DC> Number winning trades28 Number losing trades33
DC> Largest winning trade$18,480.00Largest losing trade($3,880.00)
DC> Average winning trade$4,840.00Average losing trade($1,573.94)
DC> Ratio avg win/avg loss3.08Avg trade (win & loss)$1,370.16
DC> Max consec. Winners4 Max consec. losers6
DC> Avg # bars in winners21 Avg # bars in losers8
DC> Max intraday drawdown($15,590.00)
DC> Profit Factor2.61Max # contracts held1
DC> Account size required$15,590.00Return on account536.11%
DC> ---
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