|
PureBytes Links
Trading Reference Links
|
>I merely request the ability to continue to develop this on these forums
with those not interested not being bothered by it in the same way they
would not be bothered by other posts of no interest to them.
John, the danger you're running into is this: people will conclude that your
post are insignificant and irrelevant. And they will systematicly delete all
of your posts in the futures or, in my case, automatically send your post to
a kill file.
So when you have a programming help request or relevant code or an astute
observation, your post, which as been deemed irrelevant, will be missed by
those who may be in a position to help you.
And if you think that you can design a S&P mechanical trading system, the
way your post sounds like, you're way behind the curveball.
Here's mine:
CyclicalMmntmVr.18.1 DSP8M-90 min 11/24/97 - 05/18/98
Performance Summary: All Trades
Total net profit $ 34405.00 Open position P/L $
2475.00
Gross profit $ 38250.00 Gross loss
$ -3845.00
Total # of trades 14 Percent profitable
71%
Number winning trades 10 Number losing trades 4
Largest winning trade $ 12595.00 Largest losing trade $ -1830.00
Average winning trade $ 3825.00 Average losing trade $ -961.25
Ratio avg win/avg loss 3.98 Avg trade(win & loss) $
2457.50
Max consec. winners 4 Max consec. losers
1
Avg # bars in winners 25 Avg # bars in losers
4
Max intraday drawdown $ -4905.00
Profit factor 9.95 Max # contracts
held 1
Account size required $ 12905.00 Return on account 267%
Performance Summary: Long Trades
Total net profit $ 28210.00 Open position P/L $
0.00
Gross profit $ 29070.00 Gross loss
$ -860.00
Total # of trades 8 Percent profitable
75%
Number winning trades 6 Number losing trades 2
Largest winning trade $ 12595.00 Largest losing trade $ -680.00
Average winning trade $ 4845.00 Average losing trade $ -430.00
Ratio avg win/avg loss 11.27 Avg trade(win & loss) $
3526.25
Max consec. winners 5 Max consec. losers
1
Avg # bars in winners 35 Avg # bars in losers
7
Max intraday drawdown $ -4005.00
Profit factor 33.80 Max # contracts
held 1
Account size required $ 12005.00 Return on account 235%
Performance Summary: Short Trades
Total net profit $ 6195.00 Open position P/L $
2475.00
Gross profit $ 9180.00 Gross loss
$ -2985.00
Total # of trades 6 Percent
profitable 67%
Number winning trades 4 Number losing trades
2
Largest winning trade $ 6245.00 Largest losing trade
-1830.00
Average winning trade $ 2295.00 Average losing trade $ -1492.50
Ratio avg win/avg loss 1.54 Avg trade(win & loss) $
1032.50
Max consec. winners 3 Max consec. losers
2
Avg # bars in winners 11 Avg# bars in losers
2
Max intraday drawdown $ -3285.00
Profit factor 3.08 Max # contracts
held 1
Account size required $ 11285.00 Return on account 55%
|