Blowout!

Not me. Another system trader.

Action # Symbol Price Date Closed # Price Date Cash Margin Equity P/L

BTO 550 @ESM4 1116.85 3/19/04 10:21 STC 500 1107.25 (16:15t) 3/19/04 10:28 ($239,999) $160,000 ($23,999) ($263,999)
BTO 50 @ESM4 1116.75 3/19/04 10:17 STC 50 1116.00 3/19/04 10:21 ($1,875) $0 $0 ($1,875)
BTO 50 @ESM4 1117.25 3/19/04 9:56 STC 50 1116.00 3/19/04 10:10 ($3,125) $0 $0 ($3,125)
BTO 50 @ESM4 1120.25 3/19/04 9:36 STC 50 1119.25 3/19/04 9:42 ($2,500) $0 $0 ($2,500)
BTO 50 @ESM4 1117.75 3/18/04 13:08 STC 50 1120.50 3/18/04 13:15 $6,875 $0 $0 $6,875
BTO 50 @ESM4 1116.75 3/18/04 12:50 STC 50 1117.75 3/18/04 12:53 $2,500 $0 $0 $2,500
BTO 50 @ESM4 1114.75 3/18/04 12:18 STC 50 1113.25 3/18/04 12:25 ($3,750) $0 $0 ($3,750)
BTO 50 @ESM4 1115.50 3/18/04 11:56 STC 50 1114.50 3/18/04 12:01 ($2,500) $0 $0 ($2,500)
BTO 50 @ESM4 1114.00 3/18/04 11:26 STC 50 1115.75 3/18/04 11:35 $4,375 $0 $0 $4,375
BTO 50 @ESM4 1115.50 3/18/04 11:03 STC 50 1114.25 3/18/04 11:08 ($3,125) $0 $0 ($3,125)
BTO 50 @ESM4 1115.50 3/18/04 10:49 STC 50 1115.75 3/18/04 10:59 $625 $0 $0 $625
BTO 50 @ESM4 1117.25 3/18/04 10:26 STC 50 1118.50 3/18/04 10:31 $3,125 $0 $0 $3,125
BTO 50 @ESM4 1121.75 3/17/04 14:33 STC 50 1123.25 3/17/04 14:39 $3,750 $0 $0 $3,750
BTO 50 @ESM4 1118.50 3/17/04 10:20 STC 50 1118.50 3/17/04 10:32 $0 $0 $0 $0
STO 50 @ESM4 1115.25 3/17/04 9:35 BTC 50 1116.50 3/17/04 9:40 ($3,125) $0 $0 ($3,125)
STO 30 @ESM4 1110.50 3/16/04 15:53 BTC 30 1109.25 3/16/04 16:01 $1,875 $0 $0 $1,875
BTO 30 @ESM4 1107.25 3/16/04 15:38 STC 30 1110.75 3/16/04 15:41 $5,250 $0 $0 $5,250
BTO 30 @ESM4 1107.25 3/16/04 15:25 STC 30 1107.25 3/16/04 15:27 $0 $0 $0 $0
BTO 30 @ESM4 1105.00 3/16/04 15:16 STC 30 1106.50 3/16/04 15:19 $2,250 $0 $0 $2,250
BTO 30 @ESM4 1102.25 3/16/04 15:07 STC 30 1105.75 3/16/04 15:13 $5,250 $0 $0 $5,250
BTO 30 @ESM4 1102.50 3/16/04 14:48 STC 30 1105.00 3/16/04 14:52 $3,750 $0 $0 $3,750
BTO 30 @ESM4 1104.25 3/16/04 14:43 STC 30 1102.00 3/16/04 14:47 ($3,375) $0 $0 ($3,375)
BTO 30 @ESM4 1109.00 3/16/04 14:33 STC 30 1107.50 3/16/04 14:37 ($2,250) $0 $0 ($2,250)
BTO 30 @ESM4 1106.50 3/16/04 14:21 STC 30 1110.00 3/16/04 14:24 $5,250 $0 $0 $5,250
BTO 30 @ESM4 1109.25 3/16/04 14:08 STC 30 1108.00 3/16/04 14:15 ($1,875) $0 $0 ($1,875)

 

Trading System Results

Statistics are for combined open and closed positions. We assume a starting account size of $100,000. Remember that real-time quotes vary from moment-to-moment. The results in this table are updated on a frequent, but periodic basis. This table was last updated on Sat Mar 20 04:31:52 2004. Therefore results here may differ slightly from trade-by-trade details, which are based on real-time quotes.


Trades 236
Profitable 168
Losses 68
Win % 71.2%
Cumu $ $286,300
Avg Win $2,630
Avg Loss $2,288
W:L Ratio 2.8:1
Avg Trade Length 14.7 minutes
Annualized % 2009.61% over 52 days
Sharpe Ratio 7.982
Started Buy Power Cash Long Eqty Margined Open P/L
$100,000 $226,300 $386,300 $0 $160,000 $0

System trade does not work!

 

Could you give us some background so I know what you are talking about.

 

Go through the record.

 

Manz

What the heck are you trying to show here? Your obviously developed a crappy "system". That's all.

It's foolish to base your general statement on this: "System trade does not work!"

nononsense

 

Action # Symbol Price Date Closed # Price Date Cash Margin Equity P/L
BTO 30 @ESM4 1108.25 3/16/04 14:00 STC 30 1109.00 3/16/04 14:05 $1,125 $0 $0 $1,125
BTO 30 @ESM4 1106.50 3/16/04 12:27 STC 30 1108.00 3/16/04 13:17 $2,250 $0 $0 $2,250
BTO 30 @ESM4 1108.50 3/16/04 11:48 STC 30 1107.00 3/16/04 12:10 ($2,250) $0 $0 ($2,250)
BTO 30 @ESM4 1111.50 3/16/04 10:44 STC 30 1110.00 3/16/04 10:56 ($2,250) $0 $0 ($2,250)
BTO 30 @ESM4 1110.00 3/16/04 10:26 STC 30 1111.25 3/16/04 10:35 $1,875 $0 $0 $1,875
BTO 60 @ESM4 1112.12 3/16/04 9:52 STC 60 1110.75 3/16/04 9:56 ($4,125) $0 $0 ($4,125)
BTO 30 @ESM4 1108.25 3/15/04 14:04 STC 30 1110.00 3/15/04 14:06 $2,625 $0 $0 $2,625
BTO 30 @ESM4 1107.25 3/15/04 13:16 STC 30 1106.00 3/15/04 13:19 ($1,875) $0 $0 ($1,875)
BTO 30 @ESM4 1105.25 3/15/04 12:34 STC 30 1106.50 3/15/04 12:39 $1,875 $0 $0 $1,875
BTO 30 @ESM4 1104.25 3/15/04 12:04 STC 30 1105.50 3/15/04 12:10 $1,875 $0 $0 $1,875
BTO 30 @ESM4 1107.25 3/15/04 11:44 STC 30 1107.25 3/15/04 11:52 $0 $0 $0 $0
BTO 30 @ESM4 1108.75 3/15/04 11:29 STC 30 1107.75 3/15/04 11:35 ($1,500) $0 $0 ($1,500)
BTO 30 @ESM4 1107.75 3/15/04 11:15 STC 30 1108.75 3/15/04 11:18 $1,500 $0 $0 $1,500
BTO 30 @ESM4 1107.50 3/15/04 11:01 STC 30 1108.00 3/15/04 11:12 $750 $0 $0 $750
BTO 50 @ESM4 1111.50 3/15/04 10:05 STC 50 1112.75 3/15/04 10:09 $3,125 $0 $0 $3,125
BTO 30 @ESM4 1115.00 3/12/04 15:05 STC 30 1116.25 3/12/04 15:14 $1,875 $0 $0 $1,875
BTO 30 @ESM4 1115.50 3/12/04 14:52 STC 30 1116.00 3/12/04 15:00 $750 $0 $0 $750
BTO 30 @ESM4 1116.25 3/12/04 14:33 STC 30 1117.00 3/12/04 14:37 $1,125 $0 $0 $1,125
BTO 30 @ESH4 1113.00 3/12/04 10:15 STC 30 1113.25 3/12/04 10:15 $375 $0 $0 $375
BTO 30 @ESH4 1112.50 3/12/04 9:44 STC 30 1112.25 3/12/04 9:47 ($375) $0 $0 ($375)
BTO 30 @ESH4 1117.00 3/11/04 15:13 STC 30 1116.00 3/11/04 15:18 ($1,500) $0 $0 ($1,500)
BTO 30 @ESH4 1119.25 3/11/04 15:03 STC 30 1120.25 3/11/04 15:06 $1,500 $0 $0 $1,500
BTO 30 @ESH4 1120.25 3/11/04 14:39 STC 30 1119.00 3/11/04 14:50 ($1,875) $0 $0 ($1,875)
BTO 30 @ESH4 1123.50 3/11/04 14:11 STC 30 1124.75 3/11/04 14:16 $1,875 $0 $0 $1,875
BTO 30 @ESH4 1123.00 3/11/04 13:48 STC 30 1121.50 3/11/04 14:02 ($2,250) $0 $0 ($2,250)


Action # Symbol Price Date Closed # Price Date Cash Margin Equity P/L
BTO 30 @ESH4 1125.25 3/11/04 12:51 STC 30 1126.25 3/11/04 13:02 $1,500 $0 $0 $1,500
BTO 30 @ESH4 1119.25 3/11/04 11:55 STC 30 1120.50 3/11/04 12:06 $1,875 $0 $0 $1,875
BTO 30 @ESH4 1119.25 3/11/04 11:33 STC 30 1120.50 3/11/04 11:40 $1,875 $0 $0 $1,875
BTO 68 @ESH4 1117.50 3/11/04 11:21 STC 68 1118.50 3/11/04 11:27 $3,400 $0 $0 $3,400
BTO 68 @ESH4 1118.25 3/11/04 11:10 STC 68 1119.25 3/11/04 11:12 $3,400 $0 $0 $3,400
BTO 68 @ESH4 1119.50 3/11/04 10:47 STC 68 1120.50 3/11/04 10:58 $3,400 $0 $0 $3,400
BTO 30 @ESH4 1133.00 3/10/04 13:27 STC 30 1134.00 3/10/04 13:36 $1,500 $0 $0 $1,500
BTO 67 @ESH4 1137.50 3/10/04 10:19 STC 67 1138.50 3/10/04 10:22 $3,350 $0 $0 $3,350
BTO 67 @ESH4 1138.50 3/10/04 9:48 STC 67 1139.50 3/10/04 9:53 $3,350 $0 $0 $3,350
BTO 66 @ESH4 1143.00 3/9/04 11:00 STC 66 1144.00 3/9/04 11:04 $3,300 $0 $0 $3,300
BTO 66 @ESH4 1144.25 3/9/04 9:41 STC 66 1145.25 3/9/04 9:59 $3,300 $0 $0 $3,300
BTO 71 @ESH4 1150.25 3/8/04 15:24 STC 71 1148.00 3/8/04 15:54 ($7,987) $0 $0 ($7,987)
BTO 71 @ESH4 1150.75 3/8/04 14:39 STC 71 1149.00 3/8/04 15:04 ($6,212) $0 $0 ($6,212)
BTO 71 @ESH4 1153.00 3/8/04 14:07 STC 71 1151.00 3/8/04 14:25 ($7,100) $0 $0 ($7,100)
BTO 71 @ESH4 1155.50 3/8/04 13:40 STC 71 1154.00 3/8/04 13:52 ($5,325) $0 $0 ($5,325)
BTO 30 @ESH4 1157.00 3/8/04 12:38 STC 30 1155.50 3/8/04 13:20 ($2,250) $0 $0 ($2,250)
BTO 71 @ESH4 1157.00 3/8/04 11:06 STC 71 1157.00 3/8/04 11:07 $0 $0 $0 $0
BTO 71 @ESH4 1157.25 3/8/04 10:24 STC 71 1158.25 3/8/04 10:32 $3,550 $0 $0 $3,550
BTO 60 @ESH4 1156.25 3/5/04 12:15 STC 60 1157.25 3/5/04 12:25 $3,000 $0 $0 $3,000
BTO 69 @ESH4 1154.25 3/5/04 11:32 STC 69 1155.75 3/5/04 11:35 $5,175 $0 $0 $5,175
BTO 65 @ESH4 1152.50 3/4/04 12:01 STC 65 1153.50 3/4/04 12:54 $3,250 $0 $0 $3,250
BTO 65 @ESH4 1150.50 3/4/04 10:25 STC 65 1151.75 3/4/04 11:14 $4,062 $0 $0 $4,062
BTO 65 @ESH4 1151.50 3/4/04 9:43 STC 65 1151.50 3/4/04 10:05 $0 $0 $0 $0
BTO 65 @ESH4 1146.75 3/3/04 12:03 STC 65 1148.50 3/3/04 13:19 $5,687 $0 $0 $5,687
BTO 65 @ESH4 1145.50 3/3/04 11:53 STC 65 1146.75 3/3/04 11:59 $4,062 $0 $0 $4,062


Action # Symbol Price Date Closed # Price Date Cash Margin Equity P/L
BTO 65 @ESH4 1144.50 3/3/04 10:32 STC 65 1143.25 3/3/04 10:37 ($4,062) $0 $0 ($4,062)
BTO 65 @ESH4 1146.25 3/3/04 10:13 STC 65 1145.00 3/3/04 10:24 ($4,062) $0 $0 ($4,062)
BTO 65 @ESH4 1147.00 3/3/04 9:37 STC 65 1148.00 3/3/04 10:03 $3,250 $0 $0 $3,250
BTO 70 @ESH4 1150.75 3/2/04 13:13 STC 70 1149.25 3/2/04 13:39 ($5,250) $0 $0 ($5,250)
BTO 70 @ESH4 1152.75 3/2/04 12:38 STC 70 1151.50 3/2/04 12:47 ($4,375) $0 $0 ($4,375)
BTO 70 @ESH4 1155.25 3/2/04 11:57 STC 70 1154.25 3/2/04 12:05 ($3,500) $0 $0 ($3,500)
BTO 70 @ESH4 1153.75 3/2/04 10:49 STC 70 1155.00 3/2/04 10:53 $4,375 $0 $0 $4,375
BTO 70 @ESH4 1155.50 3/2/04 10:23 STC 70 1154.00 3/2/04 10:31 ($5,250) $0 $0 ($5,250)
STO 71 @ESH4 1156.50 3/1/04 14:53 BTC 71 1156.75 3/1/04 14:54 ($887) $0 $0 ($887)
STO 71 @ESH4 1155.50 3/1/04 14:49 BTC 71 1157.00 3/1/04 14:50 ($5,325) $0 $0 ($5,325)
STO 71 @ESH4 1155.00 3/1/04 14:10 BTC 71 1154.75 3/1/04 14:38 $887 $0 $0 $887
BTO 74 @ESH4 1145.00 2/27/04 13:52 STC 74 1146.00 2/27/04 14:14 $3,700 $0 $0 $3,700
BTO 74 @ESH4 1145.00 2/27/04 11:48 STC 74 1144.00 2/27/04 11:51 ($3,700) $0 $0 ($3,700)
BTO 74 @ESH4 1149.75 2/27/04 11:05 STC 74 1148.25 2/27/04 11:27 ($5,550) $0 $0 ($5,550)
BTO 74 @ESH4 1149.50 2/27/04 10:31 STC 74 1148.50 2/27/04 10:49 ($3,700) $0 $0 ($3,700)
BTO 74 @ESH4 1150.75 2/27/04 10:21 STC 74 1149.50 2/27/04 10:26 ($4,625) $0 $0 ($4,625)
BTO 74 @ESH4 1151.00 2/27/04 10:14 STC 74 1150.75 2/27/04 10:16 ($925) $0 $0 ($925)
BTO 68 @ESH4 1143.75 2/26/04 12:23 STC 68 1146.75 2/26/04 12:34 $10,200 $0 $0 $10,200
BTO 68 @ESH4 1142.50 2/26/04 11:32 STC 68 1143.75 2/26/04 11:39 $4,250 $0 $0 $4,250
BTO 68 @ESH4 1139.50 2/26/04 10:39 STC 68 1141.00 2/26/04 10:59 $5,100 $0 $0 $5,100
BTO 68 @ESH4 1139.00 2/26/04 10:07 STC 68 1140.00 2/26/04 10:14 $3,400 $0 $0 $3,400
BTO 68 @ESH4 1139.50 2/26/04 9:52 STC 68 1140.50 2/26/04 9:58 $3,400 $0 $0 $3,400
BTO 68 @ESH4 1139.50 2/26/04 9:45 STC 68 1139.50 2/26/04 9:46 $0 $0 $0 $0
BTO 66 @ESH4 1141.75 2/25/04 14:48 STC 66 1143.00 2/25/04 14:57 $4,125 $0 $0 $4,125
BTO 66 @ESH4 1142.00 2/25/04 10:49 STC 66 1143.50 2/25/04 11:08 $4,950 $0 $0 $4,950

 

System trade does work!


Action # Symbol Price Date Closed # Price Date Cash Margin Equity P/L
BTO 75 @YMH4 10579 2/26/04 9:07 STC 75 10581 2/26/04 9:08 $750 $0 $0 $750
BTO 75 @YMH4 10576 2/26/04 8:59 STC 75 10578 2/26/04 9:01 $750 $0 $0 $750
BTO 75 @YMH4 10581 2/26/04 8:48 STC 75 10585 2/26/04 8:50 $1,500 $0 $0 $1,500
BTO 75 @YMH4 10599 2/26/04 8:33 STC 75 10604 2/26/04 8:36 $1,875 $0 $0 $1,875
STO 8 NDH4 1489.00 2/23/04 8:30 BTC 8 1485.00 2/23/04 9:42 $3,200 $0 $0 $3,200
BTO 70 @YMH4 10660 2/20/04 8:37 STC 70 10665 2/20/04 8:41 $1,750 $0 $0 $1,750
BTO 70 @YMH4 10679 2/20/04 8:23 STC 70 10681 2/20/04 8:24 $700 $0 $0 $700
BTO 30 DJH4 10675 2/19/04 15:31 STC 30 10685 2/19/04 15:41 $3,000 $0 $0 $3,000
STO 15 @YMH4 10727 2/19/04 11:34 BTC 15 10678 2/19/04 15:31 $3,675 $0 $0 $3,675
STO 30 DJH4 10720 2/19/04 9:26 BTC 30 10678 2/19/04 15:35 $12,600 $0 $0 $12,600
STO 20 DJH4 10720 2/18/04 8:31 BTC 20 10700 2/18/04 9:29 $4,000 $0 $0 $4,000
STO 20 DJH4 10708 2/13/04 8:21 BTC 20 10685 2/13/04 9:47 $4,600 $0 $0 $4,600
STO 20 DJH4 10615 2/11/04 8:21 BTC 20 10590 2/11/04 9:35 $5,000 $0 $0 $5,000
STO 20 DJH4 10576 2/9/04 8:21 BTC 20 10540 2/9/04 9:34 $7,200 $0 $0 $7,200
BTO 20 DJH4 10460 2/6/04 8:31 STC 20 10505 2/6/04 8:35 $9,000 $0 $0 $9,000
BTO 10 NDH4 1473.00 2/4/04 9:31 STC 10 1478.50 2/4/04 10:21 $5,500 $0 $0 $5,500
STO 10 NDH4 1498.00 2/2/04 9:31 BTC 10 1491.00 2/2/04 10:08 $7,000 $0 $0 $7,000
STO 5 NDH4 1500.00 1/29/04 9:54 BTC 5 1493.00 1/29/04 10:42 $3,500 $0 $0 $3,500
STO 5 NDH4 1522.00 1/28/04 14:24 BTC 5 1515.00 1/28/04 15:41 $3,500 $0 $0 $3,500
STO 15 DJH4 10626 1/28/04 10:24 BTC 15 10590 1/28/04 14:16 $5,449 $0 $0 $5,449
STO 4 NDH4 1550.00 1/27/04 9:40 BTC 4 1546.50 1/27/04 11:27 $1,400 $0 $0 $1,400
BTO 4 NDH4 1550.00 1/27/04 9:31 STC 4 1550.00 1/27/04 9:40 $0 $0 $0 $0
STO 5 DJH4 10682 1/27/04 9:11 BTC 5 10650 1/27/04 10:02 $1,600 $0 $0 $1,600
BTO 1 NDH4 1540.00 1/26/04 9:35 STC 1 1550.00 1/26/04 11:29 $1,000 $0 $0 $1,000
BTO 1 SPH4 1140.00 1/26/04 9:31 STC 1 1143.00 1/26/04 11:32 $750 $0 $0 $750


Action # Symbol Price Date Closed # Price Date Cash Margin Equity P/L
STO 8 NDH4 1489.00 2/23/04 8:30 BTC 8 1485.00 2/23/04 9:42 $3,200 $0 $0 $3,200
BTO 70 @YMH4 10660 2/20/04 8:37 STC 70 10665 2/20/04 8:41 $1,750 $0 $0 $1,750
BTO 70 @YMH4 10679 2/20/04 8:23 STC 70 10681 2/20/04 8:24 $700 $0 $0 $700
BTO 30 DJH4 10675 2/19/04 15:31 STC 30 10685 2/19/04 15:41 $3,000 $0 $0 $3,000
STO 15 @YMH4 10727 2/19/04 11:34 BTC 15 10678 2/19/04 15:31 $3,675 $0 $0 $3,675
STO 30 DJH4 10720 2/19/04 9:26 BTC 30 10678 2/19/04 15:35 $12,600 $0 $0 $12,600
STO 20 DJH4 10720 2/18/04 8:31 BTC 20 10700 2/18/04 9:29 $4,000 $0 $0 $4,000
STO 20 DJH4 10708 2/13/04 8:21 BTC 20 10685 2/13/04 9:47 $4,600 $0 $0 $4,600
STO 20 DJH4 10615 2/11/04 8:21 BTC 20 10590 2/11/04 9:35 $5,000 $0 $0 $5,000
STO 20 DJH4 10576 2/9/04 8:21 BTC 20 10540 2/9/04 9:34 $7,200 $0 $0 $7,200
BTO 20 DJH4 10460 2/6/04 8:31 STC 20 10505 2/6/04 8:35 $9,000 $0 $0 $9,000
BTO 10 NDH4 1473.00 2/4/04 9:31 STC 10 1478.50 2/4/04 10:21 $5,500 $0 $0 $5,500
STO 10 NDH4 1498.00 2/2/04 9:31 BTC 10 1491.00 2/2/04 10:08 $7,000 $0 $0 $7,000
STO 5 NDH4 1500.00 1/29/04 9:54 BTC 5 1493.00 1/29/04 10:42 $3,500 $0 $0 $3,500
STO 5 NDH4 1522.00 1/28/04 14:24 BTC 5 1515.00 1/28/04 15:41 $3,500 $0 $0 $3,500
STO 15 DJH4 10626 1/28/04 10:24 BTC 15 10590 1/28/04 14:16 $5,449 $0 $0 $5,449
STO 4 NDH4 1550.00 1/27/04 9:40 BTC 4 1546.50 1/27/04 11:27 $1,400 $0 $0 $1,400
BTO 4 NDH4 1550.00 1/27/04 9:31 STC 4 1550.00 1/27/04 9:40 $0 $0 $0 $0
STO 5 DJH4 10682 1/27/04 9:11 BTC 5 10650 1/27/04 10:02 $1,600 $0 $0 $1,600
BTO 1 NDH4 1540.00 1/26/04 9:35 STC 1 1550.00 1/26/04 11:29 $1,000 $0 $0 $1,000
BTO 1 SPH4 1140.00 1/26/04 9:31 STC 1 1143.00 1/26/04 11:32 $750 $0 $0 $750
BTO 5 DJH4 10540 1/26/04 8:40 STC 5 10550 1/27/04 3:28 $500 $0 $0 $500
STO 15 DJH4 10617 1/23/04 9:23 BTC 15 10590 1/23/04 9:58 $4,100 $0 $0 $4,100
STO 5 NDH4 1554.00 1/22/04 9:31 BTC 5 1548.00 1/22/04 10:06 $3,000 $0 $0 $3,000
BTO 5 DJH4 10600 1/22/04 9:23 STC 5 10605 1/22/04 9:26 $250 $0 $0 $250

This is not my system.

 

Trading System Results

Statistics are for combined open and closed positions. We assume a starting account size of $100,000. Remember that real-time quotes vary from moment-to-moment. The results in this table are updated on a frequent, but periodic basis. This table was last updated on Sat Mar 20 05:29:57 2004. Therefore results here may differ slightly from trade-by-trade details, which are based on real-time quotes.


Trades 29
Profitable 28
Losses 1
Win % 96.6%
Cumu $ $97,145
Avg Win $3,469
Avg Loss $0
W:L Ratio n/a
Avg Trade Length 1.7 hours
Annualized % 611.34% over 58 days
Sharpe Ratio 4.103

Started Buy Power Cash Long Eqty Margined Open P/L
$100,000 $197,145 $197,145 $0 $0 $0

 

This is a swing system:

Action # Symbol Price Date Closed # Price Date Cash Margin Equity P/L
STO 60 @YMH4 10283 3/17/04 12:58 BTC 60 10281 3/17/04 13:03 $600 $0 $0 $600
STO 60 @YMH4 10289 3/17/04 11:52 BTC 60 10284 3/17/04 12:39 $1,500 $0 $0 $1,500
STO 60 @YMH4 10185 3/16/04 11:30 BTC 60 10183 3/16/04 11:43 $600 $0 $0 $600
STO 60 @YMH4 10189 3/16/04 10:35 BTC 60 10187 3/16/04 10:56 $600 $0 $0 $600
STO 60 @YMH4 10192 3/16/04 9:37 BTC 60 10187 3/16/04 9:41 $1,500 $0 $0 $1,500
BTO 60 @YMH4 10174 3/16/04 9:12 STC 60 10175 3/16/04 9:33 $300 $0 $0 $300
BTO 60 @YMH4 10139 3/15/04 14:39 STC 60 10140 3/15/04 14:41 $300 $0 $0 $300
STO 60 @YMH4 10139 3/15/04 14:33 BTC 60 10137 3/15/04 14:38 $600 $0 $0 $600
STO 60 @YMH4 10137 3/15/04 14:25 BTC 60 10135 3/15/04 14:29 $600 $0 $0 $600
BTO 60 @YMH4 10135 3/15/04 13:50 STC 60 10141 3/15/04 13:53 $1,800 $0 $0 $1,800
BTO 60 @YMH4 10155 3/15/04 12:55 STC 60 10156 3/15/04 13:00 $300 $0 $0 $300
STO 60 @YMH4 10194 3/12/04 12:42 BTC 60 10192 3/12/04 12:45 $600 $0 $0 $600
STO 60 @YMH4 10203 3/12/04 12:33 BTC 60 10199 3/12/04 12:39 $1,200 $0 $0 $1,200
STO 60 @YMH4 10211 3/12/04 12:09 BTC 60 10205 3/12/04 12:22 $1,800 $0 $0 $1,800
STO 60 @YMH4 10218 3/12/04 11:52 BTC 60 10214 3/12/04 12:04 $1,200 $0 $0 $1,200
STO 60 @YMH4 10208 3/12/04 11:38 BTC 60 10200 3/12/04 11:43 $2,400 $0 $0 $2,400
STO 60 @YMH4 10205 3/12/04 11:34 BTC 60 10203 3/12/04 11:36 $600 $0 $0 $600
BTO 60 @YMH4 10198 3/12/04 10:06 STC 60 10199 3/12/04 10:09 $300 $0 $0 $300
STO 60 @YMH4 10160 3/12/04 9:45 BTC 60 10159 3/12/04 9:49 $300 $0 $0 $300
BTO 60 @YMH4 10162 3/12/04 9:29 STC 60 10166 3/12/04 9:32 $1,200 $0 $0 $1,200
BTO 60 @YMH4 10263 3/11/04 10:22 STC 60 10265 3/11/04 10:24 $600 $0 $0 $600
STO 60 @YMH4 10247 3/11/04 10:16 BTC 60 10245 3/11/04 10:21 $600 $0 $0 $600
BTO 60 @YMH4 10255 3/11/04 10:09 STC 60 10257 3/11/04 10:11 $600 $0 $0 $600
STO 60 @YMH4 10230 3/11/04 9:40 BTC 60 10228 3/11/04 9:48 $600 $0 $0 $600
STO 60 @YMH4 10242 3/11/04 9:35 BTC 60 10240 3/11/04 9:38 $600 $0 $0 $600

Action # Symbol Price Date Closed # Price Date Cash Margin Equity P/L
STO 60 @YMH4 10491 3/9/04 10:41 BTC 60 10463 3/9/04 12:14 $8,400 $0 $0 $8,400
STO 40 @YMH4 10611 2/24/04 10:59 BTC 40 10592 2/25/04 14:57 $3,800 $0 $0 $3,800
BTO 20 @YMH4 10584 2/23/04 13:47 STC 20 10586 2/23/04 13:50 $200 $0 $0 $200
STO 100 MSQOE MSFT Mar04 25 put 0.15 2/13/04 15:30 BTC 100 0.10 2/25/04 14:52 $500 $0 $0 $500
STO 100 MSQCY MSFT Mar04 27 call 0.35 2/13/04 15:29 BTC 100 0.25 2/23/04 13:37 $1,000 $0 $0 $1,000
STO 40 @YMH4 10454 2/5/04 11:58 BTC 40 10450 2/5/04 12:07 $800 $0 $0 $800
BTO 40 @YMH4 10464 2/5/04 10:44 STC 40 10468 2/5/04 11:44 $800 $0 $0 $800
STO 20 @YMH4 10468 2/4/04 15:27 BTC 20 10464 2/4/04 15:30 $400 $0 $0 $400
STO 1,000 INDU.X 10470.10 1/29/04 14:18 BTC 1,000 10469.70 1/29/04 14:26 $409 $0 $0 $409
STO 1,000 INDU.X 10468.40 1/29/04 12:42 BTC 1,000 10463.30 1/29/04 13:10 $5,100 $0 $0 $5,100
STO 1,000 INDU.X 10478.20 1/29/04 12:36 BTC 1,000 10472.20 1/29/04 12:39 $6,000 $0 $0 $6,000
STO 1,000 INDU.X 10479.70 1/29/04 12:20 BTC 1,000 10477.10 1/29/04 12:23 $2,589 $0 $0 $2,589
STO 1,000 INDU.X 10474.60 1/29/04 11:37 BTC 1,000 10473.80 1/29/04 12:12 $819 $0 $0 $819
STO 1,000 INDU.X 10491.70 1/29/04 11:27 BTC 1,000 10487.50 1/29/04 11:35 $4,200 $0 $0 $4,200
STO 1,000 INDU.X 10489.60 1/29/04 11:03 BTC 1,000 10485.70 1/29/04 11:13 $3,899 $0 $0 $3,899
STO 1,000 NDX.X 1491.38 1/29/04 9:52 BTC 1,000 1489.23 1/29/04 10:04 $2,150 $0 $0 $2,150
STO 1,000 INDU.X 10507.30 1/29/04 9:43 BTC 1,000 10498.40 1/29/04 9:46 $8,899 $0 $0 $8,899
STO 3,000 JNPR 29.58 1/28/04 9:31 BTC 3,000 28.70 1/28/04 15:04 $2,640 $0 $0 $2,640
STO 3,000 JNPR 29.89 1/27/04 10:44 BTC 3,000 29.55 1/27/04 11:49 $1,020 $0 $0 $1,020
STO 1,000 IBM 98.51 1/26/04 11:22 BTC 1,000 98.29 1/28/04 15:02 $220 $0 $0 $220
STO 1,000 EK 30.15 1/22/04 9:40 BTC 1,000 29.90 1/23/04 15:32 $250 $0 $0 $250
STO 2,000 PFE 36.48 1/22/04 9:32 BTC 2,000 36.05 1/23/04 15:35 $860 $0 $0 $860
BTO 1,100 JUXNE JNPR Feb04 25 put 0.45 1/21/04 10:14 STC 1,100 0.50 1/23/04 15:31 $5,500 $0 $0 $5,500
STO 3,000 JNPR 29.50 1/21/04 10:02 BTC 3,000 29.36 1/21/04 10:27 $419 $0 $0 $419
STO 50 NDX.X 1542.78 1/21/04 9:31 BTC 50 1541.03 1/21/04 9:52 $87 $0 $0 $87

Action # Symbol Price Date Closed # Price Date Cash Margin Equity P/L
BTO 20 @YMH4 10584 2/23/04 13:47 STC 20 10586 2/23/04 13:50 $200 $0 $0 $200
STO 100 MSQOE MSFT Mar04 25 put 0.15 2/13/04 15:30 BTC 100 0.10 2/25/04 14:52 $500 $0 $0 $500
STO 100 MSQCY MSFT Mar04 27 call 0.35 2/13/04 15:29 BTC 100 0.25 2/23/04 13:37 $1,000 $0 $0 $1,000
STO 40 @YMH4 10454 2/5/04 11:58 BTC 40 10450 2/5/04 12:07 $800 $0 $0 $800
BTO 40 @YMH4 10464 2/5/04 10:44 STC 40 10468 2/5/04 11:44 $800 $0 $0 $800
STO 20 @YMH4 10468 2/4/04 15:27 BTC 20 10464 2/4/04 15:30 $400 $0 $0 $400
STO 1,000 INDU.X 10470.10 1/29/04 14:18 BTC 1,000 10469.70 1/29/04 14:26 $409 $0 $0 $409
STO 1,000 INDU.X 10468.40 1/29/04 12:42 BTC 1,000 10463.30 1/29/04 13:10 $5,100 $0 $0 $5,100
STO 1,000 INDU.X 10478.20 1/29/04 12:36 BTC 1,000 10472.20 1/29/04 12:39 $6,000 $0 $0 $6,000
STO 1,000 INDU.X 10479.70 1/29/04 12:20 BTC 1,000 10477.10 1/29/04 12:23 $2,589 $0 $0 $2,589
STO 1,000 INDU.X 10474.60 1/29/04 11:37 BTC 1,000 10473.80 1/29/04 12:12 $819 $0 $0 $819
STO 1,000 INDU.X 10491.70 1/29/04 11:27 BTC 1,000 10487.50 1/29/04 11:35 $4,200 $0 $0 $4,200
STO 1,000 INDU.X 10489.60 1/29/04 11:03 BTC 1,000 10485.70 1/29/04 11:13 $3,899 $0 $0 $3,899
STO 1,000 NDX.X 1491.38 1/29/04 9:52 BTC 1,000 1489.23 1/29/04 10:04 $2,150 $0 $0 $2,150
STO 1,000 INDU.X 10507.30 1/29/04 9:43 BTC 1,000 10498.40 1/29/04 9:46 $8,899 $0 $0 $8,899
STO 3,000 JNPR 29.58 1/28/04 9:31 BTC 3,000 28.70 1/28/04 15:04 $2,640 $0 $0 $2,640
STO 3,000 JNPR 29.89 1/27/04 10:44 BTC 3,000 29.55 1/27/04 11:49 $1,020 $0 $0 $1,020
STO 1,000 IBM 98.51 1/26/04 11:22 BTC 1,000 98.29 1/28/04 15:02 $220 $0 $0 $220
STO 1,000 EK 30.15 1/22/04 9:40 BTC 1,000 29.90 1/23/04 15:32 $250 $0 $0 $250
STO 2,000 PFE 36.48 1/22/04 9:32 BTC 2,000 36.05 1/23/04 15:35 $860 $0 $0 $860
BTO 1,100 JUXNE JNPR Feb04 25 put 0.45 1/21/04 10:14 STC 1,100 0.50 1/23/04 15:31 $5,500 $0 $0 $5,500
STO 3,000 JNPR 29.50 1/21/04 10:02 BTC 3,000 29.36 1/21/04 10:27 $419 $0 $0 $419
STO 50 NDX.X 1542.78 1/21/04 9:31 BTC 50 1541.03 1/21/04 9:52 $87 $0 $0 $87
STO 20 SPX.XO 1138.18 1/21/04 9:31 BTC 20 1136.39 1/21/04 9:50 $35 $0 $0 $35

This is not my system.

 

Trading System Results

Statistics are for combined open and closed positions. We assume a starting account size of $100,000. Remember that real-time quotes vary from moment-to-moment. The results in this table are updated on a frequent, but periodic basis. This table was last updated on Sat Mar 20 05:28:04 2004. Therefore results here may differ slightly from trade-by-trade details, which are based on real-time quotes.


Trades 52
Profitable 52
Losses 0
Win % 100.0%
Cumu $ $83,283
Avg Win $1,601
Avg Loss $0
W:L Ratio n/a
Avg Trade Length 14.1 hours
Annualized % 410.79% over 74 days
Sharpe Ratio 3.381
Started Buy Power Cash Long Eqty Margined Open P/L
$100,000 $183,283 $183,283 $0 $0 $0

This is not my system.