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Is this result for E-mini S&P or S&P full ?
Thanks,
Sudhir
--- James <jtdeux@xxxxxxxxxxxxx> wrote:
> Actual Monthly Performance (Based on Closed
> Trades using Minimum
> Trade/ Multiple)
> Profits Losses Wins TRADES Net Points P/L
> Summary
> Life of system return 149.46%
> 2002 Results $83,275 ($60,300) 34 79 107.70
> $22,975.00 Total Trades
> 289
> 2003 Results $73,018 ($65,167) 55 114 54.20
> $7,850.00 # Winning
> Trades 126
> Jan-04 $2,740 ($2,258) 3 7 3 $482.50 #
> Losing Trades 163
> Feb-04 $2,462 ($3,087) 5 9 (1) ($625.00)
> Sharpe Ratio 0.38
> Mar-04 $4,178 ($5,372) 4 12 (2) ($1,194.38)
> % Winning Trades 43.60%
> Apr-04 $14,063 ($6,578) 3 13 33 $7,485.00
> % Losing Trades 56.40%
> May-04 $7,200 ($8,492) 2 12 (3) ($1,292.50)
> Sterling Ratio 1.29
> Jun-04 $3,148 ($4,175) 3 7 (3) ($1,027.50)
> Avg. Winning Trade
> $1,652.46
> Jul-04 $3,885 ($5,225) 4 9 (4) ($1,340.00)
> Avg. Losing Trade
> ($1,048.13)
> Aug-04 $5,717 ($2,878) 6 9 13 $2,840.00
> Sep-04 $3,275 ($4,975) 3 11 (5) ($1,700.00)
> Profit Factor 1.22
> Oct-04 $5,250 ($2,338) 4 7 13 $2,912.50
> Drawdown Facts
> *Max Draw Down ($11,812.50)
> Duration Jun - Aug 03
> Life of System Profits Losses Wins TRADES Net
> Points P/L *Peak to
> Valley cumulative equity
> Totals $208,210 ($170,844) 126 289 206.26
> $37,366
>
>
>
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