tradermaji
Registered: Sep 2004
Posts: 1061 |
09-08-09 12:37 AM
Long Buy& Hold
Starting Capital $1,000,000.00 $1,000,000.00
Ending Capital $1,500,419.46 $1,035,420.85
Net Profit $500,419.46 $35,420.85
Net Profit % 50.04% 3.54%
Annualized Gain % 10.72% 0.88%
Exposure 26.21% 99.94%
Number of Trades 1,202 28
Avg Profit/Loss $416.32 $1,265.03
Avg Profit/Loss % 0.71% 3.42%
Avg Bars Held 4.56 1,002.00
Winning Trades 1,035 9
Winning % 86.11% 32.14%
Gross Profit $1,665,510.96 $231,599.35
Avg Profit $1,609.19 $25,733.26
Avg Profit % 2.73% 71.85%
Avg Bars Held 3.56 1,002.00
Max Consecutive 56 N/A
Losing Trades 167 19
Losing % 13.89% 67.86%
Gross Loss ($1,165,091.51) ($196,178.50)
Avg Loss ($6,976.60) ($10,325.18)
Avg Loss % -11.81% -28.99%
Avg Bars Held 10.71 1,002.00
Max Consecutive 6 N/A
Max Drawdown ($143,801.75) ($1,013,600.06)
Max Drawdown % -11.33% -63.02%
Max Drawdown Date 10/7/2008 11/20/2008
Profit Factor 1.43 1.18
Recovery Factor 3.48 0.03
Payoff Ratio 0.23 2.48
Sharpe Ratio 1.6 0.18
Pessimistic Rate of Return 1.29 0.64
Equity Drop Ratio 0.13 6.1
Trying to edit and format for better reading.
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