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First Sword 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

         

4/13/88

Buy

104.68

   

4/22/88

LExit

105.59

$1,037.50

$1,037.50

4/25/88

Buy

105.70

   

5/17/88

LExit

105.17

($762.50)

$275.00

6/17/88

Sell

104.45

   

7/22/88

SExit

101.23

$3,925.00

$4,200.00

7/25/88

Sell

100.60

   

8/10/88

SExit

99.30

$1,525.00

$5,725.00

8/26/88

Sell

99.22

   

9/12/88

SExit

99.33

($237.50)

$5,487.50

9/20/88

Sell

99.00

   

10/4/88

SExit

99.34

($525.00)

$4,962.50

10/7/88

Buy

99.26

   

12/7/88

LExit

105.13

$7,237.50

$12,200.00

12/8/88

Buy

105.38

   

12/16/88

LExit

104.16

($1,625.00)

$10,575.00

1/4/89

Sell

103.68

   

1/18/89

SExit

102.13

$1,837.50

$12,412.50

2/10/89

Sell

100.87

   

2/14/89

SExit

101.68

($1,112.50)

$11,300.00

4/5/89

Sell

98.45

   

6/22/89

SExit

92.56

$7,262.50

$18,562.50

8/30/89

Sell

90.55

   

9/15/89

SExit

89.49

$1,225.00

$19,787.50

10/27/89

Buy

91.35

   

11/1/89

LExit

90.48

($1,187.50)

$18,600.00

1/16/90

Sell

89.02

   

1/25/90

SExit

89.58

($800.00)

$17,800.00

3/26/90

Sell

84.33

   

4/19/90

SExit

84.08

$212.50

$18,012.50

4/20/90

Sell

83.67

   

5/9/90

SExit

84.05

($575.00)

$17,437.50

5/22/90

Buy

85.90

   

6/7/90

LExit

85.59

($487.50)

$16,950.00

7/23/90

Buy

87.18

   

7/26/90

LExit

86.45

($1,012.50)

$15,937.50

7/27/90

Buy

86.53

   

8/2/90

LExit

86.19

($525.00)

$15,412.50

8/27/90

Buy

89.12

   

9/27/90

LExit

92.32

$3,900.00

$19,312.50

9/28/90

Buy

92.46

   

10/25/90

LExit

98.06

$6,900.00

$26,212.50

11/9/90

Buy

97.27

   

11/29/90

LExit

96.51

($1,050.00)

$25,162.50

12/10/90

Sell

95.76

   

1/2/91

SExit

94.44

$1,550.00

$26,712.50

1/4/91

Sell

94.89

   

1/17/91

SExit

95.10

($362.50)

$26,350.00

3/13/91

Sell

93.20

   

4/1/91

SExit

91.30

$2,275.00

$28,625.00

4/5/91

Sell

93.18

   

4/9/91

SExit

93.94

($1,050.00)

$27,575.00

7/23/91

Buy

93.47

   

7/25/91

LExit

92.47

($1,350.00)

$26,225.00

7/26/91

Buy

93.18

   

8/15/91

LExit

93.36

$125.00

$26,350.00

9/27/91

Buy

95.64

   

10/8/91

LExit

97.48

$2,200.00

$28,550.00

10/29/91

Buy

96.64

   

11/26/91

LExit

98.51

$2,237.50

$30,787.50

12/12/91

Buy

98.37

   

1/7/92

LExit

101.12

$3,337.50

$34,125.00

1/29/92

Buy

100.83

   

2/10/92

LExit

100.03

($1,100.00)

$33,025.00

3/19/92

Sell

96.33

   

4/8/92

SExit

96.83

($725.00)

$32,300.00

4/10/92

Sell

96.57

   

4/27/92

SExit

96.27

$275.00

$32,575.00

5/22/92

Buy

98.26

   

7/16/92

LExit

101.10

$3,450.00

$36,025.00

9/4/92

Buy

102.47

   

9/16/92

LExit

101.34

($1,512.50)

$34,512.50

1/12/93

Sell

101.17

   

1/20/93

SExit

101.58

($612.50)

$33,900.00

1/21/93

Sell

101.37

   

1/25/93

SExit

101.74

($562.50)

$33,337.50

3/2/93

Buy

106.36

   

4/6/93

LExit

108.58

$2,675.00

$36,012.50

4/15/93

Buy

109.86

   

4/23/93

LExit

111.67

$2,162.50

$38,175.00

7/30/93

Buy

117.20

   

8/18/93

LExit

119.67

$2,987.50

$41,162.50

8/26/93

Buy

116.82

   

9/9/93

LExit

115.71

($1,487.50)

$39,675.00

10/8/93

Sell

116.24

   

10/28/93

SExit

113.69

$3,087.50

$42,762.50

11/26/93

Sell

113.24

   

1/14/94

SExit

110.97

$2,737.50

$45,500.00

1/19/94

Sell

111.08

   

1/21/94

SExit

112.05

($1,312.50)

$44,187.50

3/10/94

Buy

115.95

   

3/14/94

LExit

115.15

($1,100.00)

$43,087.50

4/15/94

Buy

117.10

   

5/10/94

LExit

116.88

($375.00)

$42,712.50

5/19/94

Sell

116.93

   

6/7/94

SExit

116.03

$1,025.00

$43,737.50

6/17/94

Buy

117.52

   

7/19/94

LExit

120.91

$4,137.50

$47,875.00

8/31/94

Sell

119.90

   

9/6/94

SExit

121.50

($2,100.00)

$45,775.00

9/27/94

Buy

121.71

   

9/30/94

LExit

120.47

($1,650.00)

$44,125.00

10/13/94

Sell

119.84

   

10/14/94

SExit

121.44

($2,100.00)

$42,025.00

10/31/94

Buy

123.02

   

11/2/94

LExit

121.80

($1,625.00)

$40,400.00

2/27/95

Buy

121.88

   

3/8/95

LExit

128.10

$7,675.00

$48,075.00

3/28/95

Buy

130.82

   

4/20/95

LExit

137.80

$8,625.00

$56,700.00

7/20/95

Sell

130.39

   

9/21/95

SExit

116.11

$17,750.00

$74,450.00

9/29/95

Sell

115.55

   

11/6/95

SExit

112.01

$4,325.00

$78,775.00

12/19/95

Sell

112.63

   

2/5/96

SExit

108.57

$4,975.00

$83,750.00

2/6/96

Sell

108.45

   

2/16/96

SExit

108.53

($200.00)

$83,550.00

3/12/96

Sell

107.59

   

4/3/96

SExit

106.31

$1,500.00

$85,050.00

4/4/96

Sell

106.12

   

4/18/96

SExit

105.39

$812.50

$85,862.50

6/19/96

Sell

104.17

   

7/9/96

SExit

102.22

$2,337.50

$88,200.00

9/25/96

Sell

101.24

   

10/3/96

SExit

100.11

$1,312.50

$89,512.50

10/8/96

Sell

100.02

   

10/30/96

SExit

97.77

$2,712.50

$92,225.00

11/4/96

Sell

97.76

   

11/7/96

SExit

99.30

($2,025.00)

$90,200.00

1/8/97

Sell

95.51

   

2/20/97

SExit

90.25

$6,475.00

$96,675.00

2/21/97

Sell

89.73

   

2/26/97

SExit

91.12

($1,837.50)

$94,837.50

3/3/97

Sell

91.05

   

3/18/97

SExit

89.86

$1,387.50

$96,225.00

3/19/97

Sell

89.53

   

4/1/97

SExit

90.20

($937.50)

$95,287.50

4/17/97

Sell

87.42

   

5/7/97

SExit

87.81

($587.50)

$94,700.00

5/23/97

Buy

94.03

   

6/19/97

LExit

94.92

$1,012.50

$95,712.50

8/22/97

Sell

91.26

   

9/3/97

SExit

89.11

$2,587.50

$98,300.00

9/10/97

Sell

90.06

   

10/28/97

SExit

88.95

$1,287.50

$99,587.50

12/18/97

Sell

83.17

   

1/16/98

SExit

82.47

$775.00

$100,362.50

2/2/98

Buy

83.42

   

2/11/98

LExit

84.98

$1,850.00

$102,212.50

2/18/98

Buy

83.78

   

2/20/98

LExit

82.67

($1,487.50)

$100,725.00

3/11/98

Sell

81.25

   

4/7/98

SExit

78.73

$3,050.00

$103,775.00

4/9/98

Sell

78.78

   

4/9/98

SExit

80.38

($2,100.00)

$101,675.00

5/6/98

Sell

78.82

   

5/21/98

SExit

77.31

$1,787.50

$103,462.50

5/22/98

Sell

76.81

   

6/16/98

SExit

72.63

$5,125.00

$108,587.50

7/2/98

Sell

73.92

   

8/20/98

SExit

72.80

$1,300.00

$109,887.50

8/21/98

Sell

71.45

   

8/31/98

SExit

73.05

($2,100.00)

$107,787.50

9/10/98

Buy

76.24

   

9/24/98

LExit

75.06

($1,575.00)

$106,212.50

10/1/98

Buy

75.67

   

10/27/98

LExit

85.32

$11,962.50

$118,175.00

11/11/98

Buy

83.32

   

11/12/98

LExit

82.13

($1,587.50)

$116,587.50

 

First Sword Equity Chart $116,587.00

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All contents Copyright © 2000 Chuck Le Beau's System Traders Club
Last updated on 02/24/03 01:07:38 PM