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Phoenix Bond 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 |
6/2/88 |
Buy |
63^06 |
||
6/17/88 |
LExit |
63^12 |
$87.50 |
$87.50 |
6/23/88 |
Buy |
65^06 |
||
7/7/88 |
LExit |
63^16 |
($1,787.50) |
($1,700.00) |
8/31/88 |
Buy |
62^28 |
||
11/11/88 |
LExit |
65^22 |
$2,712.50 |
$1,012.50 |
12/7/88 |
Buy |
66^31 |
||
1/6/89 |
LExit |
65^15 |
($1,600.00) |
($587.50) |
5/15/89 |
Buy |
68^26 |
||
8/2/89 |
LExit |
77^28 |
$8,962.50 |
$8,375.00 |
8/14/89 |
Buy |
74^21 |
||
8/22/89 |
LExit |
73^24 |
($1,006.25) |
$7,368.75 |
10/6/89 |
Buy |
75^05 |
||
12/8/89 |
LExit |
76^17 |
$1,275.00 |
$8,643.75 |
3/21/90 |
Buy |
71^14 |
||
3/30/90 |
LExit |
69^30 |
($1,600.00) |
$7,043.75 |
4/5/90 |
Buy |
70^28 |
||
4/17/90 |
LExit |
69^19 |
($1,381.25) |
$5,662.50 |
5/7/90 |
Buy |
68^15 |
||
7/10/90 |
LExit |
70^27 |
$2,275.00 |
$7,937.50 |
9/10/90 |
Buy |
67^27 |
||
9/18/90 |
LExit |
66^05 |
($1,787.50) |
$6,150.00 |
10/1/90 |
Buy |
67^31 |
||
12/13/90 |
LExit |
75^29 |
$7,837.50 |
$13,987.50 |
1/3/91 |
Buy |
75^24 |
||
1/7/91 |
LExit |
74^08 |
($1,600.00) |
$12,387.50 |
1/18/91 |
Buy |
74^24 |
||
2/28/91 |
LExit |
74^30 |
$87.50 |
$12,475.00 |
4/1/91 |
Buy |
74^15 |
||
4/22/91 |
LExit |
74^21 |
$87.50 |
$12,562.50 |
7/1/91 |
Buy |
73^28 |
||
10/21/91 |
LExit |
79^08 |
$5,275.00 |
$17,837.50 |
10/30/91 |
Buy |
80^20 |
||
1/23/92 |
LExit |
83^25 |
$3,056.25 |
$20,893.75 |
2/28/92 |
Buy |
82^19 |
||
3/6/92 |
LExit |
81^03 |
($1,600.00) |
$19,293.75 |
5/8/92 |
Buy |
82^08 |
||
8/11/92 |
LExit |
90^04 |
$7,775.00 |
$27,068.75 |
9/28/92 |
Buy |
90^20 |
||
10/7/92 |
LExit |
89^04 |
($1,600.00) |
$25,468.75 |
1/18/93 |
Buy |
91^22 |
||
3/5/93 |
LExit |
98^28 |
$7,087.50 |
$32,556.25 |
5/3/93 |
Buy |
97^21 |
||
5/13/93 |
LExit |
97^27 |
$87.50 |
$32,643.75 |
7/30/93 |
Buy |
104^10 |
||
10/18/93 |
LExit |
111^12 |
$6,962.50 |
$39,606.25 |
7/15/94 |
Buy |
95^28 |
||
8/9/94 |
LExit |
96^02 |
$87.50 |
$39,693.75 |
11/11/94 |
Buy |
90^20 |
||
2/28/95 |
LExit |
97^27 |
$7,118.75 |
$46,812.50 |
3/9/95 |
Buy |
97^16 |
||
5/11/95 |
LExit |
104^08 |
$6,650.00 |
$53,462.50 |
8/25/95 |
Buy |
106^31 |
||
12/6/95 |
LExit |
116^20 |
$9,556.25 |
$63,018.75 |
5/20/96 |
Buy |
106^24 |
||
5/30/96 |
LExit |
105^08 |
($1,600.00) |
$61,418.75 |
9/25/96 |
Buy |
106^14 |
||
12/4/96 |
LExit |
114^00 |
$7,462.50 |
$68,881.25 |
4/18/97 |
Buy |
106^18 |
||
7/24/97 |
LExit |
114^12 |
$7,712.50 |
$76,593.75 |
10/24/97 |
Buy |
115^15 |
||
1/13/98 |
LExit |
123^05 |
$7,587.50 |
$84,181.25 |
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Last updated on 02/24/03 01:06:20 PM
