bwolinsky
Registered: Jul 2008
Posts: 4559 |
04-28-12 09:33 PM
All Trades Long Trades
Starting Capital $100,000.00 $100,000.00
Ending Capital $243,049.27 $243,049.27
Net Profit $143,049.27 $143,049.27
Net Profit % 143.05% 143.05%
Annualized Gain % 27.05% 27.05%
Exposure 4.84% 4.84%
Total Commission ($1,303.80) ($1,303.80)
Return on Cash $0.00 $0.00
Margin Interest Paid $0.00 $0.00
Dividends Received $0.00 $0.00
Number of Trades 82 82
Average Profit $1,744.50 $1,744.50
Average Profit % 1.19% 1.19%
Average Bars Held 17.54 17.54
Winning Trades 48 48
Win Rate 58.54% 58.54%
Gross Profit $232,345.85 $232,345.85
Average Profit $4,840.54 $4,840.54
Average Profit % 3.00% 3.00%
Average Bars Held 18.4 18.4
Max Consecutive Winners 8 8
Losing Trades 34 34
Loss Rate 41.46% 41.46%
Gross Loss ($89,296.59) ($89,296.59)
Average Loss ($2,626.37) ($2,626.37)
Average Loss % -1.36% -1.36%
Average Bars Held 16.32 16.32
Max Consecutive Losses 6 6
Maximum Drawdown ($28,816.68) ($28,816.68)
Maximum Drawdown Date 11/21/2008 11/21/2008
Maximum Drawdown % -18.26% -18.26%
Maximum Drawdown % Date 11/21/2008 11/21/2008
Wealth-Lab Score 456.41 456.41
Sharpe Ratio 1.12 1.12
Profit Factor 2.6 2.6
Recovery Factor 4.96 4.96
Payoff Ratio 2.21 2.21
So I was looking to see how the alias Scottd's chartscript has done since September 2008 to present.
No trades since April 2011. The system watches the correct JHM symbol .SPX and trades SDS and SSO.
The equity curve, tradeslist, and performance summaries and curve data are in the spreadsheet.
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