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Below are the TradeStation summaries for an SP system that trades 5min
intervals
and exits MOC. There are no settings under STOPS for this system. All action
is
self contained in the code, with no assumptions being made by TS. This system
is
being traded at the moment by a private trader, and he agreed to provide a
demo to
me. That's all I can say! My problem is, I would like an evaluation by a few
of you
astute realtraders about this demo. Email me, and I will upload a copy of the
TS ela
demo to for evaluation. All I ask is your frank appraisal.
Happy Holidays,
Glenda Joyce
SP7Z-5 min 12/29/96 - 05/30/97
Performance Summary: All Trades
Total net profit $ 107785.00 Open position P/L $ 0.00
Gross profit $ 355120.00 Gross loss $-247335.00
Total # of trades 623 Percent profitable 36%
Number winning trades 226 Number losing trades 397
Largest winning trade $ 9880.00 Largest losing trade $ -1790.00
Average winning trade $ 1571.33 Average losing trade $ -623.01
Ratio avg win/avg loss 2.52 Avg trade(win & loss) $ 173.01
Max consec. winners 5 Max consec. losers 11
Avg # bars in winners 16 Avg # bars in losers 6
Max intraday drawdown $ -15945.00
Profit factor 1.44 Max # contracts held 1
Account size required $ 15945.00 Return on account 676%
SP7Z-5 min 06/03/97 - 12/01/97
Performance Summary: All Trades
Total net profit $ 120125.00 Open position P/L $ 0.00
Gross profit $ 424515.00 Gross loss $-304390.00
Total # of trades 740 Percent profitable 37%
Number winning trades 275 Number losing trades 465
Largest winning trade $ 9775.00 Largest losing trade $ -2025.00
Average winning trade $ 1543.69 Average losing trade $ -654.60
Ratio avg win/avg loss 2.36 Avg trade(win & loss) $ 162.33
Max consec. winners 5 Max consec. losers 9
Avg # bars in winners 14 Avg # bars in losers 5
Max intraday drawdown $ -13035.00
Profit factor 1.39 Max # contracts held 1
Account size required $ 13035.00 Return on account 922%
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