7 / 11 Yen Trading System Trade By Trade Report
The hypothetical performance data below was generated using Omega TradeStation, with $100 deducted per trade for commissions and slippage. The prices in the report are back-adjusted prices which are not identical to actual prices on these dates.
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Date
Type
Price
Entry P/L
Cumulative
3/16/88
Buy
101.11
4/6/88
LExit
$102.26
$1,337.50
$1,337.50
4/18/88
Buy
103.03
5/2/88
LExit
$102.18
($1,162.50)
$175.00
5/19/88
Sell
102.41
7/21/88
SExit
$97.31
$6,275.00
$6,450.00
8/11/88
Sell
96.38
9/7/88
SExit
$96.28
$25.00
$6,475.00
10/12/88
Buy
98.64
12/7/88
LExit
$102.29
$4,462.50
$10,937.50
12/30/88
Sell
100.63
2/9/89
SExit
$97.97
$3,225.00
$14,162.50
2/17/89
Buy
99.58
3/2/89
LExit
$97.84
($2,275.00)
$11,887.50
3/14/89
Sell
96.74
4/4/89
SExit
$95.90
$950.00
$12,837.50
5/2/89
Sell
93.8
6/19/89
SExit
$88.03
$7,112.50
$19,950.00
8/1/89
Buy
91.58
8/11/89
LExit
$89.16
($3,125.00)
$16,825.00
8/15/89
Sell
88.52
9/14/89
SExit
$86.54
$2,375.00
$19,200.00
9/27/89
Buy
89.17
10/10/89
LExit
$87.57
($2,100.00)
$17,100.00
12/1/89
Buy
87.32
1/2/90
LExit
$86.74
($825.00)
$16,275.00
1/4/90
Sell
86.57
1/26/90
SExit
$87.08
($737.50)
$15,537.50
1/29/90
Buy
87.43
2/22/90
LExit
$85.93
($1,975.00)
$13,562.50
2/23/90
Sell
85.31
4/9/90
SExit
$80.96
$5,337.50
$18,900.00
5/14/90
Buy
82.49
6/11/90
LExit
$81.88
($862.50)
$18,037.50
6/26/90
Sell
81.6
7/3/90
SExit
$82.99
($1,837.50)
$16,200.00
7/3/90
Buy
82.99
7/20/90
LExit
$84.06
$1,237.50
$17,437.50
8/24/90
Buy
85.32
9/27/90
LExit
$89.41
$5,012.50
$22,450.00
10/5/90
Buy
92.08
10/24/90
LExit
$94.66
$3,125.00
$25,575.00
12/3/90
Sell
91.33
1/21/91
SExit
$92.80
($1,937.50)
$23,637.50
1/23/91
Buy
92.42
2/14/91
LExit
$94.00
$1,875.00
$25,512.50
3/5/91
Sell
91.08
4/3/91
SExit
$89.86
$1,425.00
$26,937.50
5/13/91
Sell
89.03
6/27/91
SExit
$89.81
($1,075.00)
$25,862.50
7/1/91
Buy
89.92
10/21/91
LExit
$94.35
$5,437.50
$31,300.00
11/5/91
Buy
94.67
1/9/92
LExit
$97.60
$3,562.50
$34,862.50
2/24/92
Sell
95.33
3/18/92
SExit
$93.69
$1,950.00
$36,812.50
5/14/92
Buy
94.88
7/21/92
LExit
$97.71
$3,437.50
$40,250.00
8/25/92
Buy
98.39
10/7/92
LExit
$101.36
$3,612.50
$43,862.50
12/14/92
Buy
99.36
12/28/92
LExit
$99.00
($550.00)
$43,312.50
1/15/93
Sell
97.85
1/27/93
SExit
98.98
($1,512.50)
$41,800.00
1/27/93
Buy
98.98
3/10/93
LExit
103.09
$5,037.50
$46,837.50
4/5/93
Buy
106.34
4/27/93
LExit
108.14
$2,150.00
$48,987.50
5/27/93
Buy
110.86
6/16/93
LExit
112.1
$1,450.00
$50,437.50
7/26/93
Buy
112.43
8/19/93
LExit
114.64
$2,662.50
$53,100.00
10/15/93
Sell
111.6
11/11/93
SExit
112.06
($675.00)
$52,425.00
11/30/93
Sell
110.03
1/14/94
SExit
107.99
$2,450.00
$54,875.00
1/28/94
Buy
109.32
2/23/94
LExit
112.6
$4,000.00
$58,875.00
3/30/94
Buy
114.83
5/6/94
LExit
114.89
($25.00)
$58,850.00
6/6/94
Sell
112.59
6/15/94
SExit
114.95
($3,050.00)
$55,800.00
6/15/94
Buy
114.95
7/19/94
LExit
118.65
$4,525.00
$60,325.00
9/20/94
Buy
118.67
9/30/94
LExit
117.49
($1,575.00)
$58,750.00
10/10/94
Sell
116.22
10/17/94
SExit
119.02
($3,600.00)
$55,150.00
10/21/94
Buy
119.81
11/3/94
LExit
118.74
($1,437.50)
$53,712.50
11/17/94
Sell
118.43
12/28/94
SExit
116.2
$2,687.50
$56,400.00
1/16/95
Buy
117.41
3/30/95
LExit
126.89
$11,750.00
$68,150.00
4/11/95
Buy
134.01
4/26/95
LExit
134.38
$362.50
$68,512.50
6/30/95
Sell
131.76
7/19/95
SExit
128.61
$3,837.50
$72,350.00
8/4/95
Sell
123.09
9/21/95
SExit
112.04
$13,712.50
$86,062.50
11/2/95
Sell
108.36
11/9/95
SExit
111.16
($3,600.00)
$82,462.50
12/26/95
Sell
108.75
2/5/96
SExit
105.59
$3,850.00
$86,312.50
3/19/96
Sell
103.96
4/18/96
SExit
102.41
$1,837.50
$88,150.00
4/30/96
Buy
105.26
5/14/96
LExit
104.01
($1,662.50)
$86,487.50
5/29/96
Sell
100.92
7/16/96
SExit
99.66
$1,475.00
$87,962.50
8/2/96
Buy
101.69
8/20/96
LExit
100.43
($1,675.00)
$86,287.50
9/3/96
Sell
99.24
11/7/96
SExit
96.32
$3,550.00
$89,837.50
12/3/96
Sell
94.23
1/7/97
SExit
92.9
$1,562.50
$91,400.00
1/23/97
Sell
89.83
2/20/97
SExit
87.34
$3,012.50
$94,412.50
3/17/97
Sell
86.35
4/21/97
SExit
84.76
$1,887.50
$96,300.00
5/9/97
Buy
86.68
5/27/97
LExit
90.45
$4,612.50
$100,912.50
6/11/97
Buy
94.18
6/13/97
LExit
91.38
($3,600.00)
$97,312.50
7/29/97
Sell
88.66
9/9/97
SExit
87.46
$1,400.00
$98,712.50
10/30/97
Buy
85.82
11/7/97
LExit
83.02
($3,600.00)
$95,112.50
11/10/97
Sell
83.14
11/21/97
SExit
82.3
$950.00
$96,062.50
12/2/97
Sell
80.06
1/14/98
SExit
78.17
$2,262.50
$98,325.00
1/22/98
Buy
80.41
2/12/98
LExit
81.49
$1,250.00
$99,575.00
3/12/98
Sell
78.32
4/8/98
SExit
76.05
$2,737.50
$102,312.50
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Last updated on 02/24/03 01:08:21 PM