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FTSE 100 -Daily 07/01/88 - 09/16/98
Performance Summary: All Trades
Total net profit £ 295405.00 Open position P/L £ 0.00
Gross profit £ 493075.00 Gross loss £-197670.00
Total # of trades 677 Percent profitable 48%
Number winning trades 324 Number losing trades 353
Largest winning trade £ 12770.00 Largest losing trade £ -2030.00
Average winning trade £ 1521.84 Average losing trade £ -559.97
Ratio avg win/avg loss 2.72 Avg trade(win & loss) £ 436.34
Max consec. winners 8 Max consec. losers 9
Avg # bars in winners 2 Avg # bars in losers 1
Max intraday drawdown £ -11375.00
Profit factor 2.49 Max # contracts held 2
Account size required £ 19375.00 Return on account 1525%
Performance Summary: Long Trades
Total net profit £ 196325.00 Open position P/L £ 0.00
Gross profit £ 291125.00 Gross loss £ -94800.00
Total # of trades 353 Percent profitable 52%
Number winning trades 185 Number losing trades 168
Largest winning trade £ 12770.00 Largest losing trade £ -2030.00
Average winning trade £ 1573.65 Average losing trade £ -564.29
Ratio avg win/avg loss 2.79 Avg trade(win & loss) £ 556.16
Max consec. winners 9 Max consec. losers 7
Avg # bars in winners 2 Avg # bars in losers 1
Max intraday drawdown £ -6520.00
Profit factor 3.07 Max # contracts held 2
Account size required £ 14520.00 Return on account 1352%
Performance Summary: Short Trades
Total net profit £ 99080.00 Open position P/L £ 0.00
Gross profit £ 201950.00 Gross loss £-102870.00
Total # of trades 324 Percent profitable 43%
Number winning trades 139 Number losing trades 185
Largest winning trade £ 8355.00 Largest losing trade £ -1705.00
Average winning trade £ 1452.88 Average losing trade £ -556.05
Ratio avg win/avg loss 2.61 Avg trade(win & loss)£ 305.80
Max consec. winners 7 Max consec. losers 15
Avg # bars in winners 2 Avg # bars in losers 1
Max intraday drawdown £ -14140.00
Profit factor 1.96 Max # contracts held 2
Account size required £ 22140.00 Return on account 448%
INFO, end of day data used,
Wanted, Opinions...
The intraday drawdown, now its £ 11,375 or 3.85 % of net..is that good or
bad..?
now, is there a rule of thumb, with regards to these figures...??
J.S.D.
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