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Glenda , some general comments. Every heard of the term islands, and
continents?? If not I would pick up some books by Kaufman. Second are
the costs included in the net profit. Third are you a trader that can
stand losing alot and winning big amounts on a couple of trades. Very hard
on the mind.
My personal thoughts -- I would not touch this system.
Mark.
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> From: Glendajyce@xxxxxxx
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> Subject: $ 227000 PROFIT / 1 CONTRACT OF SP'S IN LAST 11 MONTHS
> Date: Tuesday, December 02, 1997 10:44 PM
>
> 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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