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PureBytes Links
Trading Reference Links
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To all on this list,
Phil Lane and company has done more for this list than TD_whatever has ever
done. The codes he has released for free is a lot more useful than whatever
TD_whatever has sold for his own personal profits. If you don't believe me,
check out the systems report.
So, you can choose who to believe: the guys who actually trade for a living
or people who do "research" and then sell these "research" for personal
gain.
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Phil Lane's Stp SPX-Daily 08/29/94 - 11/30/98
Performance Summary: All Trades
Total net profit $ 272030.00 Open position P/L $ 55402.50
Gross profit $ 344890.00 Gross loss $ -72860.00
Total # of trades 32 Percent profitable 59%
Number winning trades 19 Number losing trades 13
Largest winning trade $ 95760.00 Largest losing trade $ -11202.50
Average winning trade $ 18152.11 Average losing trade $ -5604.62
Ratio avg win/avg loss 3.24 Avg trade(win & loss) $ 8500.94
Max consec. winners 4 Max consec. losers 3
Avg # bars in winners 29 Avg # bars in losers 9
Max intraday drawdown $ -38302.50
Profit factor 4.73 Max # contracts held 2
Account size required $ 51002.50 Return on account 533%
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TD Sequential SPX-Daily 08/29/94 - 11/30/98
Performance Summary: All Trades
Total net profit $ -52497.50 Open position P/L $ 0.00
Gross profit $ 0.00 Gross loss $ -52497.50
Total # of trades 13 Percent profitable 0%
Number winning trades 0 Number losing trades 13
Largest winning trade $ 0.00 Largest losing trade $ -7160.00
Average winning trade $ 0.00 Average losing trade $ -4038.27
Ratio avg win/avg loss 0.00 Avg trade(win & loss) $ -4038.27
Max consec. winners 0 Max consec. losers 13
Avg # bars in winners 0 Avg # bars in losers 16
Max intraday drawdown $ -52497.50
Profit factor 0.00 Max # contracts held 1
Account size required $ 64927.50 Return on account -81%
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