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Stock Index Trading Systems Portfolio
| System Analysis 10 /17/88 to 9 / 02 / 99 | |||
| Net Profit | $871,412.50 | ||
| GrossProfit | $1,225,075.00 | ||
| GrossLoss | ($353,662.50) | ||
| Percent profitable | 72.60% | ||
| Profit factor | 3.46 | Ratio avg. win/avg. loss | 1.31 |
| Number of Total Trades | 489 | Average Trade | $1,782.03 |
| # Winning Trades | 355 | Average Winning Trade | $3,450.92 |
| # Losing Trades | 134 | Average Losing Trade | ($2,639.27) |
| Max. Equity Drawdown | ($17,825.00) | Max. Drawdown Date | 10/28/97 |
Included Systems |
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| System | Start | End | End Equity |
Prudent S & P Mack NYFE Remarkable S & P Piranha S & P |
10/17/88 10/17/88 10/17/88 06/17/88 |
09/02/99 09/02/99 09/02/99 09/02/99 |
$166,487.50 $191,125.00 $221,137.50 $292,652,50 |
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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Systems
| Order Systems
| Portfolios
| Reports
Interest Rate Systems
|
Currency Systems
|
Stock Index Systems
|
Crude Oil Systems
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Last updated on 02/24/03 05:54:49 PM