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It appears you are running this system on a stock. You are trading 100
contracts. If your slippage and commission were $14.00 and you made .25 on
the trade, you lost $13.75/cntr. Times 100 contracts is a loss of $1375.
Try setting your Slippage and commission to something more reasonable like
.20 instead of $100.
At 09:53 PM 6/12/98 -0500, you wrote:
>
>Consider the following System and Trade By Trade reports. Even
>when trades are profitable, they are not reported as such. The
>overall System Report says that NO trades were profitable, yet there
>are clearly profitable trades in there.
>
>It isn't a system problem since I clearly exit with profitable
>trades (at least a few!).
>
>The standouts are 7/28/97 and 8/18/97....
>
>- Hacker
>
>DH Stochastic Corestaff Inc-Daily 01/02/97 - 03/06/98
>
>Date Time Type Cnts Price Signal Name
>Entry P/L Cumulative
>
>01/20/97 Buy 100 24.625
>
>01/27/97 LExit 100 24.875 $ -1375.00 $
>-1375.00
>01/29/97 Buy 100 23.750
>
>02/05/97 LExit 100 21.875 $ -1587.50 $
>-2962.50
>02/06/97 Buy 100 22.500
>
>02/14/97 LExit 100 23.250 $ -1325.00 $
>-4287.50
>02/20/97 Buy 100 23.625
>
>02/24/97 LExit 100 23.375 $ -1425.00 $
>-5712.50
>02/25/97 Buy 100 23.750
>
>02/28/97 LExit 100 23.000 $ -1475.00 $
>-7187.50
>03/03/97 Buy 100 23.500
>
>03/04/97 LExit 100 24.250 $ -1325.00 $
>-8512.50
>03/10/97 Buy 100 23.250
>
>03/12/97 LExit 100 22.750 $ -1450.00 $
>-9962.50
>03/17/97 Buy 100 22.000
>
>03/19/97 LExit 100 21.250 $ -1475.00 $
>-11437.50
>03/26/97 Buy 100 20.625
>
>03/31/97 LExit 100 20.000 $ -1462.50 $
>-12900.00
>04/01/97 Buy 100 19.375
>
>04/04/97 LExit 100 20.875 $ -1250.00 $
>-14150.00
>04/07/97 Buy 100 21.000
>
>04/08/97 LExit 100 20.750 $ -1425.00 $
>-15575.00
>04/10/97 Buy 100 21.250
>
>04/17/97 LExit 100 22.250 $ -1300.00 $
>-16875.00
>04/18/97 Buy 100 22.250
>
>04/21/97 LExit 100 23.000 $ -1325.00 $
>-18200.00
>04/24/97 Buy 100 23.875
>
>04/25/97 LExit 100 23.000 $ -1487.50 $
>-19687.50
>05/01/97 Buy 100 17.500
>
>05/02/97 LExit 100 17.500 $ -1400.00 $
>-21087.50
>05/05/97 Buy 100 18.000
>
>05/08/97 LExit 100 17.750 $ -1425.00 $
>-22512.50
>05/13/97 Buy 100 17.625
>
>05/15/97 LExit 100 18.000 $ -1362.50 $
>-23875.00
>05/16/97 Buy 100 18.875
>
>05/22/97 LExit 100 21.750 $ -1112.50 $
>-24987.50
>05/27/97 Buy 100 21.875
>
>06/04/97 LExit 100 23.125 $ -1275.00 $
>-26262.50
>06/06/97 Buy 100 23.750
>
>06/10/97 LExit 100 23.750 $ -1400.00 $
>-27662.50
>06/16/97 Buy 100 23.250
>
>06/18/97 LExit 100 22.125 $ -1512.50 $
>-29175.00
>06/19/97 Buy 100 22.375
>
>06/23/97 LExit 100 22.250 $ -1412.50 $
>-30587.50
>06/27/97 Buy 100 24.250
>
>07/02/97 LExit 100 26.000 $ -1225.00 $
>-31812.50
>07/03/97 Buy 100 27.000
>
>07/07/97 LExit 100 27.125 $ -1387.50 $
>-33200.00
>07/09/97 Buy 100 28.500
>
>07/11/97 LExit 100 29.875 $ -1262.50 $
>-34462.50
>07/14/97 Buy 100 31.500
>
>07/15/97 LExit 100 30.375 $ -1512.50 $
>-35975.00
>07/16/97 Buy 100 30.250
>
>07/17/97 LExit 100 30.250 $ -1400.00 $
>-37375.00
>07/18/97 Buy 100 30.000
>
>07/21/97 LExit 100 27.000 $ -1700.00 $
>-39075.00
>07/23/97 Buy 100 29.000
>
>07/24/97 LExit 100 28.000 $ -1500.00 $
>-40575.00
>07/28/97 Buy 100 28.000
>
>08/05/97 LExit 100 32.250 $ -975.00 $
>-41550.00
>08/11/97 Buy 100 31.125
>
>08/12/97 LExit 100 29.000 $ -1612.50 $
>-43162.50
>08/18/97 Buy 100 28.000
>
>08/27/97 LExit 100 30.000 $ -1200.00 $
>-44362.50
>09/03/97 Buy 100 30.875
>
>09/04/97 LExit 100 30.375 $ -1450.00 $
>-45812.50
>09/10/97 Buy 100 31.250
>
>09/11/97 LExit 100 30.625 $ -1462.50 $
>-47275.00
>09/12/97 Buy 100 30.625
>
>09/18/97 LExit 100 31.500 $ -1312.50 $
>-48587.50
>09/22/97 Buy 100 32.250
>
>09/23/97 LExit 100 32.000 $ -1425.00 $
>-50012.50
>09/26/97 Buy 100 31.500
>
>10/06/97 LExit 100 33.875 $ -1162.50 $
>-51175.00
>10/07/97 Buy 100 34.000
>
>10/08/97 LExit 100 33.625 $ -1437.50 $
>-52612.50
>10/15/97 Buy 100 30.750
>
>10/16/97 LExit 100 30.250 $ -1450.00 $
>-54062.50
>10/20/97 Buy 100 30.125
>
>10/22/97 LExit 100 30.500 $ -1362.50 $
>-55425.00
>10/29/97 Buy 100 26.750
>
>10/31/97 LExit 100 25.500 $ -1525.00 $
>-56950.00
>11/03/97 Buy 100 25.125
>
>11/07/97 LExit 100 27.500 $ -1162.50 $
>-58112.50
>11/12/97 Buy 100 26.750
>
>11/13/97 LExit 100 26.250 $ -1450.00 $
>-59562.50
>11/17/97 Buy 100 28.250
>
>11/19/97 LExit 100 27.750 $ -1450.00 $
>-61012.50
>11/24/97 Buy 100 28.125
>
>11/25/97 LExit 100 28.000 $ -1412.50 $
>-62425.00
>11/28/97 Buy 100 27.000
>
>12/01/97 LExit 100 27.500 $ -1350.00 $
>-63775.00
>12/02/97 Buy 100 28.750
>
>12/05/97 LExit 100 29.375 $ -1337.50 $
>-65112.50
>12/08/97 Buy 100 29.750
>
>12/09/97 LExit 100 29.375 $ -1437.50 $
>-66550.00
>12/16/97 Buy 100 27.062
>
>12/17/97 LExit 100 26.750 $ -1431.20 $
>-67981.20
>12/18/97 Buy 100 26.375
>
>12/19/97 LExit 100 24.187 $ -1618.80 $
>-69600.00
>12/23/97 Buy 100 24.000
>
>12/26/97 LExit 100 23.500 $ -1450.00 $
>-71050.00
>12/30/97 Buy 100 24.437
>
>01/05/98 LExit 100 26.500 $ -1193.70 $
>-72243.70
>01/14/98 Buy 100 21.875
>
>01/20/98 LExit 100 24.500 $ -1137.50 $
>-73381.20
>01/21/98 Buy 100 25.000
>
>01/26/98 LExit 100 24.875 $ -1412.50 $
>-74793.70
>01/30/98 Buy 100 22.437
>
>02/06/98 LExit 100 27.500 $ -893.70 $
>-75687.41
>02/09/98 Buy 100 27.750
>
>02/13/98 LExit 100 29.500 $ -1225.00 $
>-76912.41
>02/17/98 Buy 100 29.750
>
>02/18/98 LExit 100 30.375 $ -1337.50 $
>-78249.91
>02/20/98 Buy 100 30.500
>
>02/24/98 LExit 100 31.000 $ -1350.00 $
>-79599.91
>03/04/98 Buy 100 32.250
>
>
>DH Stochastic Corestaff Inc-Daily 01/02/97 - 03/06/98
>
> Performance Summary: All Trades
>
>Total net profit $ -79599.91 Open position P/L $
> 115.60
>Gross profit $ 0.00 Gross loss $
>-79599.91
>
>Total # of trades 58 Percent profitable
> 0%
>Number winning trades 0 Number losing trades 58
>
>Largest winning trade $ 0.00 Largest losing trade $
>-1700.00
>Average winning trade $ 0.00 Average losing trade $
>-1372.41
>Ratio avg win/avg loss 0.00 Avg trade(win & loss) $
>-1372.41
>
>Max consec. winners 0 Max consec. losers 58
>Avg # bars in winners 0 Avg # bars in losers 2
>
>Max intraday drawdown $ -79624.91
>Profit factor 0.00 Max # contracts held 100
>Account size required $ 79624.91 Return on account
>-100%
>
>
> Performance Summary: Long Trades
>
>Total net profit $ -79599.91 Open position P/L $
> 115.60
>Gross profit $ 0.00 Gross loss $
>-79599.91
>
>Total # of trades 58 Percent profitable
> 0%
>Number winning trades 0 Number losing trades 58
>
>Largest winning trade $ 0.00 Largest losing trade $
>-1700.00
>Average winning trade $ 0.00 Average losing trade $
>-1372.41
>Ratio avg win/avg loss 0.00 Avg trade(win & loss) $
>-1372.41
>
>Max consec. winners 0 Max consec. losers 58
>Avg # bars in winners 0 Avg # bars in losers 2
>
>Max intraday drawdown $ -79624.91
>Profit factor 0.00 Max # contracts held 100
>Account size required $ 79624.91 Return on account
>-100%
>
>
> Performance Summary: Short Trades
>
>Total net profit $ 0.00 Open position P/L $
> 0.00
>Gross profit $ 0.00 Gross loss $
> 0.00
>
>Total # of trades 0 Percent profitable
> 0%
>Number winning trades 0 Number losing trades 0
>
>Largest winning trade $ 0.00 Largest losing trade $
> 0.00
>Average winning trade $ 0.00 Average losing trade $
> 0.00
>Ratio avg win/avg loss 100.00 Avg trade(win & loss) $
> 0.00
>
>Max consec. winners 0 Max consec. losers 0
>Avg # bars in winners 0 Avg # bars in losers 0
>
>Max intraday drawdown $ 0.00
>Profit factor 100.00 Max # contracts held 0
>Account size required $ 0.00 Return on account
> 0%
>
>
>
Best Regards,
William Brower
Publisher of TS Express
The Journal for Informed Users of TradeStation
Free Sample Available (Send Mail Address)
Email: 1000mileman@xxxxxxxxxxxxxx
Web: http://www.insideedgesystems.com
Tel: 203-454-2754 Fax: 203-221-9195
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