Swiss Trading Systems Portfolio
System Analysis 10 / 17 / 88 to 9 / 30 / 99 Net Profit $226,600.00 GrossProfit $287,037.50 GrossLoss ($60,437.50) Percent profitable 77.69% Profit factor 4.75 Ratio avg. win/avg. loss 1.36 Number of Total Trades 121 Average Trade $1,872.73 # Winning Trades 94 Average Winning Trade $3,053.59 # Losing Trades 27 Average Losing Trade ($2,238.43) Max. Equity Drawdown ($10,550.00) Max. Drawdown Date 2/10/99
Included Systems
System Start End End Equity
CrossbowFirst Sword
10/17/8810/17/88
09/30/9909/30/99
$101,300.00$125,300.00
Download the Complete Portfolio Maximizer Report [ 252 k ] (Requires Omega Portfolio Maximizer)
The hypothetical performance data above was generated using Omega TradeStation, with $100 deducted per trade for commissions and slippage. In our opinion, the account size required and return on account calculations may not accurately reflect the actual account size required to trade this system nor the return to be expected. 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
| Order Systems
| Portfolios
| Reports
Interest Rate Systems
|
Currency Systems
|
Stock Index Systems
|
Crude Oil Systems
Home | Join | Faq | Links | Forum | Systems | Classifieds | Bulletins | Toolkit | Services | Events | What's New
All contents Copyright © 2000 Chuck Le Beau's System Traders Club
Last updated on 02/24/03 05:54:46 PM