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PureBytes Links
Trading Reference Links
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oops posted it with the wrong commision setting, this is the correct
results.
Heres some unrealistic results, notice just the maximum of 1 bar in
each trade?
this does not look forward,
Settings
Initial Equity: 10000 Periodicity/Positions: Daily/Long
Commissions: 0.50 % Annual interest rate: 0.00%
Range: All quotations Apply to: Filter
Include Filter Exclude Filter
Market Market 2 Market -
Group - Group -
Sector - Sector -
Industry - Industry -
Watch list - Watch list -
Index - Index -
Favourite - Favourite -
Margin requirement: 100 Futures mode: No
Def. round lot size: 0 Def. Tick Size 0
Drawdowns based on: Open prices
Long trades
Buy price: Open Sell price: Close
Buy delay: 1 Sell delay: 1
Short trades
Short price: Open Cover price: Close
Short delay: 0 Cover delay: 0
Stops
Maximum loss: disabled Profit target: disabled
Value: 10.00 Value: 0.00
Exit at stop? no Exit at stop? no
Trailing stop: disabled
Value: 5.00
Exit at stop? no
Overall performance summary
Total net profit: 435386029962461.50 Total commissions paid:
570998413641967.50
Return on account: 435386029962.46 % Open position gain/loss 0.00
Buy&Hold profit: 4778993.31 Bars (avg. days) in test: 3886 (2826)
Buy&Hold % return: 4778.99% System to Buy&Hold index:
9110412936.82%
Annual system % return: 1657.66% Annual B&H % return: 65.22%
System drawdown: -6916.21 B&H drawdown: -9819.37
Max. system drawdown: -1461830900834455.20 B&H max. drawdown: -
9551217.27
Max. system % drawdown: -99.03% B&H max. % drawdown: -99.50%
Max. trade drawdown: 0.00
Max. trade % drawdown: 0.00%
Trade drawdown: 0.00
Total number of trades: 3876 Percent profitable: 42.0%
Number winning trades: 1629 Number losing trades: 2247
Profit of winners: 2836135265110655.50 Loss of losers: -
2400749235148194.00
Total # of bars in winners: 1629 Total # of bars in losers: 2247
Commissions paid in winners: 167088279661509.94 Commissions paid in
losers: 403910133980457.62
Largest winning trade: 943794204576510.87 Largest losing trade: -
218430396946340.06
# of bars in largest winner: 1 # bars in largest loser: 1
Commission paid in largest winner: 10920364853326.89 Commission
paid in largest loser: 8545321687191.45
Average winning trade: 1741028400927.35 Average losing trade: -
1068424225700.13
Avg. # of bars in winners: 1.0 Avg. # bars in losers: 1.0
Avg. commission paid in winner: 102571074070.91 Avg. commission
paid in loser: 179755288820.85
Max consec. winners: 17 Max consec. losers: 17
Bars out of the market: 20 Interest earned: 0.00
Exposure: 99.5% Risk adjusted ann. return: 1666.24%
Ratio avg win/avg loss: 1.63 Avg. trade (win & loss):
112328697100.74
Profit factor: 1.18
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