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Results for Mark's unedited code:
PRE SP SPLIT
TradeStation Strategy Performance Report - Oddball - Original
SP500P~2.TXT-60 min.
Performance Summary: All Trades
Total Net Profit$297,550.00Open position P/L$2,750.00
Gross Profit$1,943,975.00Gross Loss($1,646,425.00)
Total # of trades2,677 Percent profitable43.33%
Number winning trades1,160 Number losing trades1,517
Largest winning trade$30,750.00Largest losing trade($10,700.00)
Average winning trade$1,675.84Average losing trade($1,085.32)
Ratio avg win/avg loss1.54Avg trade (win & loss)$111.15
Max consec. Winners8 Max consec. losers10
Avg # bars in winners10 Avg # bars in losers6
Max intraday drawdown($53,950.00)
Profit Factor1.18Max # contracts held1
Account size required$53,950.00Return on account551.53%
POST SP SPLIT
TradeStation Strategy Performance Report - Oddball - Original
SP500P~1.TXT-60 min. (11/3/97-12/27/01)
Performance Summary: All Trades
Total Net Profit $464,500.00 Open position P/L ($1,000.00)
Gross Profit $1,749,575.00 Gross Loss ($1,285,075.00)
Total # of trades 1,110 Percent profitable 47.03%
Number winning trades 522 Number losing trades 588
Largest winning trade $24,750.00 Largest losing trade ($14,125.00)
Average winning trade $3,351.68 Average losing trade ($2,185.50)
Ratio avg win/avg loss 1.53 Avg trade (win & loss) $418.47
Max consec. Winners 12 Max consec. losers 9
Avg # bars in winners 10 Avg # bars in losers 5
Max intraday drawdown ($72,450.00)
Profit Factor 1.36 Max # contracts held 1
Account size required $72,450.00 Return on account 641.13%
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