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Re: QQQ system test



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Your number of tests are statistically 
insignificant and therefore useless in determining the worth of your system. 
Show me a report with at least 100 trades that have occurred in both up and down 
markets.
 
John Manasco
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  ----- Original Message ----- 
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  Taylan 
  Sekerci 
  To: <A title=metastock@xxxxxxxxxxxxx 
  href="mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx 
  Sent: Sunday, June 10, 2001 8:22 AM
  Subject: QQQ system test
  
   
  
  HI, HERE AT BELOW  I'D CREATED THREE SLOW ACTING 
  SYSTEM TESTS FOR QQQ. IF ANY ONE INTERESTS ONE OF THESE TESTS I CAN WRITE THE 
  DETAILS.
  YOURS,
  TAYLAN SEKERCI,
   
  
  <TABLE style="WIDTH: 542pt; BORDER-COLLAPSE: collapse" cellSpacing=0 
  cellPadding=0 width=722 border=0 x:str>
    
    
      
         
        System Report - 1_QQQ____28.5.2001
      
       
      
    
      
      
      
      
    
      
      
      
      
    
      Item
      Value
      Item
      Value
    
      Total net profit
      1431.98
      Open position value
      576.12
    
      Percent gain/loss
      143.2
      Annual percent gain/loss
      64.69
    
      Initial investment
      1000
      Interest earned
      0
    
      
      
      
      
    
      Current position
      Long
      Date position entered
      05.04.2001
    
      
      
      
      
    
      Buy/Hold profit
      -42.5
      Days in test
      808
    
      Buy/Hold pct 
gain/loss
      -4.25
      Annual B/H pct gain/loss
      -1.92
    
      
      
      
      
    
      Total closed trades
      8
      Commissions paid
      50.27
    
      Avg profit per trade
      106.98
      Avg Win/Avg Loss ratio
      178.59
    
      Total long trades
      8
      Total short trades
      0
    
      Winning long trades
      5
      Winning short trades
      0
    
      
      
      
      
    
      Total winning trades
      5
      Total losing trades
      3
    
      Amount of winning 
      trades
      858.75
      Amount of losing trades
      -2.89
    
      Average win
      171.75
      Average loss
      -0.96
    
      Largest win
      403.65
      Largest loss
      -2.05
    
      Average length of win
      21.6
      Average length of loss
      9.33
    
      Longest winning trade
      40
      Longest losing trade
      21
    
      Most consecutive wins
      3
      Most consecutive losses
      1
    
      
      
      
      
    
      Total bars out
      404
      Average length out
      44.89
    
      Longest out period
      70
      
      
    
      
      
      
      
    
      System close drawdown
      -0.58
      Profit/Loss index
      99.8
    
      System open drawdown
      -0.58
      Reward/Risk index
      99.96
    
      Max open trade 
      drawdown
      -145.33
      Buy/Hold index
      4824.66
  __________________________________________________________
  <TABLE style="WIDTH: 542pt; BORDER-COLLAPSE: collapse" cellSpacing=0 
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    <COL style="WIDTH: 145pt; mso-width-source: userset; mso-width-alt: 8813" 
    width=193>
    <COL style="WIDTH: 133pt; mso-width-source: userset; mso-width-alt: 8082" 
    width=177>
    <COL style="WIDTH: 154pt; mso-width-source: userset; mso-width-alt: 9398" 
    width=206>
    <COL style="WIDTH: 110pt; mso-width-source: userset; mso-width-alt: 6692" 
    width=146>
    
    
      <TD class=xl24 style="WIDTH: 145pt; HEIGHT: 10.2pt" width=193 
        height=14>System Report - 2_QQQ___28.5.2001
      
      
      
    
      
      
      
      
    
      
      
      
      
    
      Item
      Value
      Item
      Value
    
      Total net profit
      2328.2
      Open position value
      227.51
    
      Percent gain/loss
      232.82
      Annual percent gain/loss
      105.17
    
      Initial investment
      1000
      Interest earned
      0
    
      
      
      
      
    
      Current position
      Long
      Date position entered
      11.05.2001
    
      
      
      
      
    
      Buy/Hold profit
      -42.5
      Days in test
      808
    
      Buy/Hold pct 
gain/loss
      -4.25
      Annual B/H pct gain/loss
      -1.92
    
      
      
      
      
    
      Total closed trades
      17
      Commissions paid
      128.45
    
      Avg profit per trade
      123.57
      Avg Win/Avg Loss ratio
      2.2
    
      Total long trades
      17
      Total short trades
      0
    
      Winning long trades
      13
      Winning short trades
      0
    
      
      
      
      
    
      Total winning trades
      13
      Total losing trades
      4
    
      Amount of winning 
      trades
      2442.12
      Amount of losing trades
      -341.43
    
      Average win
      187.86
      Average loss
      -85.36
    
      Largest win
      707.87
      Largest loss
      -169.08
    
      Average length of win
      12.62
      Average length of loss
      12.25
    
      Longest winning trade
      28
      Longest losing trade
      17
    
      Most consecutive wins
      7
      Most consecutive losses
      1
    
      
      
      
      
    
      Total bars out
      370
      Average length out
      20.56
    
      Longest out period
      45
      
      
    
      
      
      
      
    
      System close drawdown
      0
      Profit/Loss index
      87.21
    
      System open drawdown
      -55.63
      Reward/Risk index
      97.67
    
      Max open trade 
      drawdown
      -164.29
      Buy/Hold index
      6113.08
  

  

  <TABLE style="WIDTH: 486pt; BORDER-COLLAPSE: collapse" cellSpacing=0 
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    <COL style="WIDTH: 152pt; mso-width-source: userset; mso-width-alt: 9289" 
    width=203>
    <COL style="WIDTH: 78pt; mso-width-source: userset; mso-width-alt: 4754" 
    width=104>
    <COL style="WIDTH: 98pt; mso-width-source: userset; mso-width-alt: 5997" 
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    width=211>
    
    
      <TD class=xl22 style="WIDTH: 152pt; HEIGHT: 10.2pt" width=203 
        height=14>System Report - 3_QQQ___4.6.2001
      
      
      
    
      
      
      
      
    
      
      
      
      
    
      Item
      Value
      Item
      Value
    
      Total net profit
      1734.27
      Open position value
      55.49
    
      Percent gain/loss
      173.43
      Annual percent gain/loss
      78.34
    
      Initial investment
      1000
      Interest earned
      0
    
      
      
      
      
    
      Current position
      Long
      Date position entered
      17.05.2001
    
      
      
      
      
    
      Buy/Hold profit
      -42.5
      Days in test
      808
    
      Buy/Hold pct 
gain/loss
      -4.25
      Annual B/H pct gain/loss
      -1.92
    
      
      
      
      
    
      Total closed trades
      24
      Commissions paid
      175.06
    
      Avg profit per trade
      69.95
      Avg Win/Avg Loss ratio
      4.94
    
      Total long trades
      24
      Total short trades
      0
    
      Winning long trades
      11
      Winning short trades
      0
    
      
      
      
      
    
      Total winning trades
      11
      Total losing trades
      13
    
      Amount of winning 
      trades
      2207.3
      Amount of losing trades
      -528.52
    
      Average win
      200.66
      Average loss
      -40.66
    
      Largest win
      665.05
      Largest loss
      -171.93
    
      Average length of win
      17.36
      Average length of loss
      6.38
    
      Longest winning trade
      31
      Longest losing trade
      17
    
      Most consecutive wins
      3
      Most consecutive losses
      3
    
      
      
      
      
    
      Total bars out
      327
      Average length out
      13.08
    
      Longest out period
      41
      
      
    
      
      
      
      
    
      System close drawdown
      -17.11
      Profit/Loss index
      76.64
    
      System open drawdown
      -71.2
      Reward/Risk index
      96.06
    
      Max open trade 
      drawdown
      -267.9
      Buy/Hold index
      4310.94

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