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im sending it like this rather than as a file as some of you are having
trouble opening the file...
things to note.. no pyramiding, just a flat two contract buy and sell, i
would look to scale up to 4 contracts etc,, with the increased equity but i
havent Figured how to program that in....
max intra day draw downs...????.
its a relatively primtive first attempt for me,
but i havent tried it on any others, i realise its not millions per annum
but the equity stream was steady and consistent.
my eyes ache.. all comments welcomed. JSD.
data used bridge end of day,
BRITISH POUND-Daily 07/01/88 - 07/17/98
Performance Summary: All Trades
Total net profit $ 149712.50 Open position P/L $ 0.00
Gross profit $ 189600.00 Gross loss $ -39887.50
Total # of trades 251 Percent profitable 83%
Number winning trades 208 Number losing trades 43
Largest winning trade $ 6987.50 Largest losing trade $ -1662.50
Average winning trade $ 911.54 Average losing trade $ -927.62
Ratio avg win/avg loss 0.98 Avg trade(win & loss)$ 596.46
Max consec. winners 23 Max consec. losers 3
Avg # bars in winners 1 Avg # bars in losers 1
Max intraday drawdown $ -5787.50
Profit factor 4.75 Max # contracts held 2
Account size required $ 9787.50 Return on account 1530%
Performance Summary: Long Trades
Total net profit $ 59250.00 Open position P/L $ 0.00
Gross profit $ 86700.00 Gross loss $ -27450.00
Total # of trades 125 Percent profitable 78%
Number winning trades 98 Number losing trades 27
Largest winning trade $ 5412.50 Largest losing trade $ -1662.50
Average winning trade $ 884.69 Average losing trade $ -1016.67
Ratio avg win/avg loss 0.87 Avg trade(win & loss)$ 474.00
Max consec. winners 15 Max consec. losers 3
Avg # bars in winners 1 Avg # bars in losers 1
Max intraday drawdown $ -4237.50
Profit factor 3.16 Max # contracts held 2
Account size required $ 8237.50 Return on account 719%
Performance Summary: Short Trades
Total net profit $ 90462.50 Open position P/L $ 0.00
Gross profit $ 102900.00 Gross loss $ -12437.50
Total # of trades 126 Percent profitable 87%
Number winning trades 110 Number losing trades 16
Largest winning trade $ 6987.50 Largest losing trade $ -1662.50
Average winning trade $ 935.45 Average losing trade $ -777.34
Ratio avg win/avg loss 1.20 Avg trade(win & loss)$ 717.96
Max consec. winners 22 Max consec. losers 2
Avg # bars in winners 1 Avg # bars in losers 1
Max intraday drawdown $ -2462.50
Profit factor 8.27 Max # contracts held 2
Account size required $ 6462.50 Return on account 1400%
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