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Combined Portfolio
Hypothetical Results Using One Contract Per Trade No
Compounding
Total Net Equity $1,909,400.00
System Analysis 10 / 17 / 88 to 9 / 02 / 99 Net Profit $1,909,400.00 GrossProfit $2,628,596.25 GrossLoss ($719,196.25) Percent profitable 71.29% Profit factor 3.65 Ratio avg. win/avg. loss 1.47 # Total Trades 1383 Average Trade $1,380.62 # Winning Trades 986 Average Winning Trade $2,665.92 # Losing Trades 397 Average Losing Trade ($1,811.58) Max. Equity Drawdown ($47,132.50) Max. Drawdown Date 10/28/97
Included Systems
Start 10/17/88 End 9/1/99System End Equity 25 x 25 $ 58,100.00 $ 64,381.25
$ 40,243.75
$ 64,925.00
$ 93,562.50
$ 95,000.00
$ 166,487.50
$ 221,137.50
$ 292,662.50
$ 191,125.00
$ 45,440.00
$ 46,710.00
$ 81,050.00
$ 95,425.00
$126,550.00
$125,300.00
$ 101,300.00
Download
the Complete Portfolio Maximizer Report [
1163 k ]
(Requires Omega Portfolio Maximizer)
Have a question about this portfolio?
The hypothetical performance data above was generated using Omega TradeStation Portfolio Maximizer, with $100 deducted per trade for commissions and slippage. The Prudent, Remarkable and Mack systems used $150.00 for slippage and commissions. Past performance is not necessarily indicative of future results.
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.
Systems
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| Portfolios
| Reports
Interest Rate Systems
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Currency Systems
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Stock Index Systems
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Crude Oil Systems
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All contents Copyright © 2000 Chuck Le Beau's System Traders Club
Last updated on 02/24/03 01:05:01 PM
