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Hi,
Interesting results, were the test out-of-sample or optimized? What were the priods you tested?
Take care, Herman.
At 03:22 PM 6/10/01 +0300, you wrote: >>>> 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,
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 __________________________________________________________
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
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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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