Normal
OK tech heres a strategy i ran through the back test tonight to give you a look at how it presents the data.the first picture is the feilds i chose to base the backtest on, and used 10k as the total capitol.heres the output fileSummary Report By Code for - linc Trading System Settings Run Date: 8/30/2006 7:38:19 PMCheck Entry Signals (Custom): OXR.AX,LHG.AX,EQN.AX,PDN.AXInitial Equity: $10,000.00 Brokerage Fee Type: FixedFee Amount: $60.00 Allow Multiple entry per code: False Total Trading System Summary Bars in Test: 418Total Net Profit: $6,571.345Open Position Gain/Loss: ($16.94) Total Commission (Fees): $6,840.00 Return on account: 65.71% Max System Drawdown: ($1,445.22) Max System Drawdown Percent: -22.42% Total Trades: 65 Total Trades (Inc. Open Positions): 68Percent Profitable: 53.85% Percent Profitable (Inc. Open Positions): 52.94%Profit of Winners: $16,030.86 Profit of Winners (Inc. Open Positions): $16,185.90 Loss of Losers: ($9,442.575) Loss of Losers (Inc. Open Positions): ($9,614.555)Total Winning Bars: 283 Total Winning Bars (Inc. Open Positions): 306Total Losing Bars: 200 Total Losing Bars (Inc. Open Positions): 205 Largest Winning Trade: $1,325.22 Avg. Winning Trade: $458.025Largest Losing Trade: ($659.94) Avg. Losing Trade: ($314.753)Number of Bars in Largest Winning trade: 43Avg. Bars for Winning Trades: 8.09Number of Bars in Largest Losing trade: 3Avg. Bars for Losing Trades: 6.67 Trading Summary for - OXR.AX Open Position Gain/Loss: ($112.98) Total Commission (Fees): $1,920.00 Max Trade Drawdown: ($1,445.22) Max Trade Drawdown Percent: -22.42% Total Trades: 17 Total Trades (Inc. Open Positions): 18Percent Profitable: 15.38% Percent Profitable (Inc. Open Positions): 14.71%Profit of Winners: $5,331.86 Profit of Winners (Inc. Open Positions): $5,331.86 Loss of Losers: ($2,057.525) Loss of Losers (Inc. Open Positions): ($2,170.505)Total Winning Bars: 116 Total Winning Bars (Inc. Open Positions): 116Total Losing Bars: 47 Total Losing Bars (Inc. Open Positions): 52 Largest Winning Trade: $1,325.22 Avg. Winning Trade: $533.186Largest Losing Trade: ($369.24) Avg. Losing Trade: ($293.932)Number of Bars in Largest Winning trade: 43Avg. Bars for Winning Trades: 11.60Number of Bars in Largest Losing trade: 10Avg. Bars for Losing Trades: 6.71 Trading Summary for - LHG.AX Open Position Gain/Loss: $155.04 Total Commission (Fees): $1,560.00 Max Trade Drawdown: ($1,439.25) Max Trade Drawdown Percent: -22.35% Total Trades: 15 Total Trades (Inc. Open Positions): 16Percent Profitable: 10.77% Percent Profitable (Inc. Open Positions): 11.76%Profit of Winners: $4,288.55 Profit of Winners (Inc. Open Positions): $4,443.59 Loss of Losers: ($2,444.84) Loss of Losers (Inc. Open Positions): ($2,444.84) Total Winning Bars: 106 Total Winning Bars (Inc. Open Positions): 129Total Losing Bars: 72 Total Losing Bars (Inc. Open Positions): 72 Largest Winning Trade: $1,117.25 Avg. Winning Trade: $612.65 Largest Losing Trade: ($506.85) Avg. Losing Trade: ($305.605)Number of Bars in Largest Winning trade: 56Avg. Bars for Winning Trades: 15.14Number of Bars in Largest Losing trade: 10Avg. Bars for Losing Trades: 9.00 Trading Summary for - EQN.AX Open Position Gain/Loss: ($59.00) Total Commission (Fees): $2,040.00 Max Trade Drawdown: ($965.44) Max Trade Drawdown Percent: -16.72% Total Trades: 21 Total Trades (Inc. Open Positions): 22Percent Profitable: 13.85% Percent Profitable (Inc. Open Positions): 13.24%Profit of Winners: $3,020.49 Profit of Winners (Inc. Open Positions): $3,020.49 Loss of Losers: ($3,754.59) Loss of Losers (Inc. Open Positions): ($3,813.59) Total Winning Bars: 29 Total Winning Bars (Inc. Open Positions): 29Total Losing Bars: 74 Total Losing Bars (Inc. Open Positions): 74 Largest Winning Trade: $637.50 Avg. Winning Trade: $335.61 Largest Losing Trade: ($659.94) Avg. Losing Trade: ($312.883)Number of Bars in Largest Winning trade: 1Avg. Bars for Winning Trades: 3.22Number of Bars in Largest Losing trade: 3Avg. Bars for Losing Trades: 6.17 Trading Summary for - PDN.AX Open Position Gain/Loss: $0.00 Total Commission (Fees): $1,320.00 Max Trade Drawdown: ($999.97) Max Trade Drawdown Percent: -16.96% Total Trades: 12 Total Trades (Inc. Open Positions): 12Percent Profitable: 13.85% Percent Profitable (Inc. Open Positions): 13.24%Profit of Winners: $3,389.96 Profit of Winners (Inc. Open Positions): $3,389.96 Loss of Losers: ($1,185.62) Loss of Losers (Inc. Open Positions): ($1,185.62) Total Winning Bars: 32 Total Winning Bars (Inc. Open Positions): 32Total Losing Bars: 7 Total Losing Bars (Inc. Open Positions): 7 Largest Winning Trade: $774.71 Avg. Winning Trade: $376.662Largest Losing Trade: ($577.92) Avg. Losing Trade: ($395.207)Number of Bars in Largest Winning trade: 4Avg. Bars for Winning Trades: 3.56Number of Bars in Largest Losing trade: 3Avg. Bars for Losing Trades: 2.33
OK tech heres a strategy i ran through the back test tonight to give you a look at how it presents the data.
the first picture is the feilds i chose to base the backtest on, and used 10k as the total capitol.
heres the output file
Summary Report By Code for - linc
Trading System Settings
Run Date: 8/30/2006 7:38:19 PM
Check Entry Signals (Custom): OXR.AX,LHG.AX,EQN.AX,PDN.AX
Initial Equity: $10,000.00
Brokerage Fee Type: Fixed
Fee Amount: $60.00
Allow Multiple entry per code: False
Total Trading System Summary
Bars in Test: 418
Total Net Profit: $6,571.345
Open Position Gain/Loss: ($16.94)
Total Commission (Fees): $6,840.00
Return on account: 65.71%
Max System Drawdown: ($1,445.22)
Max System Drawdown Percent: -22.42%
Total Trades: 65 Total Trades (Inc. Open Positions): 68
Percent Profitable: 53.85% Percent Profitable (Inc. Open Positions): 52.94%
Profit of Winners: $16,030.86 Profit of Winners (Inc. Open Positions): $16,185.90
Loss of Losers: ($9,442.575) Loss of Losers (Inc. Open Positions): ($9,614.555)
Total Winning Bars: 283 Total Winning Bars (Inc. Open Positions): 306
Total Losing Bars: 200 Total Losing Bars (Inc. Open Positions): 205
Largest Winning Trade: $1,325.22
Avg. Winning Trade: $458.025
Largest Losing Trade: ($659.94)
Avg. Losing Trade: ($314.753)
Number of Bars in Largest Winning trade: 43
Avg. Bars for Winning Trades: 8.09
Number of Bars in Largest Losing trade: 3
Avg. Bars for Losing Trades: 6.67
Trading Summary for - OXR.AX
Open Position Gain/Loss: ($112.98)
Total Commission (Fees): $1,920.00
Max Trade Drawdown: ($1,445.22)
Max Trade Drawdown Percent: -22.42%
Total Trades: 17 Total Trades (Inc. Open Positions): 18
Percent Profitable: 15.38% Percent Profitable (Inc. Open Positions): 14.71%
Profit of Winners: $5,331.86 Profit of Winners (Inc. Open Positions): $5,331.86
Loss of Losers: ($2,057.525) Loss of Losers (Inc. Open Positions): ($2,170.505)
Total Winning Bars: 116 Total Winning Bars (Inc. Open Positions): 116
Total Losing Bars: 47 Total Losing Bars (Inc. Open Positions): 52
Avg. Winning Trade: $533.186
Largest Losing Trade: ($369.24)
Avg. Losing Trade: ($293.932)
Avg. Bars for Winning Trades: 11.60
Number of Bars in Largest Losing trade: 10
Avg. Bars for Losing Trades: 6.71
Trading Summary for - LHG.AX
Open Position Gain/Loss: $155.04
Total Commission (Fees): $1,560.00
Max Trade Drawdown: ($1,439.25)
Max Trade Drawdown Percent: -22.35%
Total Trades: 15 Total Trades (Inc. Open Positions): 16
Percent Profitable: 10.77% Percent Profitable (Inc. Open Positions): 11.76%
Profit of Winners: $4,288.55 Profit of Winners (Inc. Open Positions): $4,443.59
Loss of Losers: ($2,444.84) Loss of Losers (Inc. Open Positions): ($2,444.84)
Total Winning Bars: 106 Total Winning Bars (Inc. Open Positions): 129
Total Losing Bars: 72 Total Losing Bars (Inc. Open Positions): 72
Largest Winning Trade: $1,117.25
Avg. Winning Trade: $612.65
Largest Losing Trade: ($506.85)
Avg. Losing Trade: ($305.605)
Number of Bars in Largest Winning trade: 56
Avg. Bars for Winning Trades: 15.14
Avg. Bars for Losing Trades: 9.00
Trading Summary for - EQN.AX
Open Position Gain/Loss: ($59.00)
Total Commission (Fees): $2,040.00
Max Trade Drawdown: ($965.44)
Max Trade Drawdown Percent: -16.72%
Total Trades: 21 Total Trades (Inc. Open Positions): 22
Percent Profitable: 13.85% Percent Profitable (Inc. Open Positions): 13.24%
Profit of Winners: $3,020.49 Profit of Winners (Inc. Open Positions): $3,020.49
Loss of Losers: ($3,754.59) Loss of Losers (Inc. Open Positions): ($3,813.59)
Total Winning Bars: 29 Total Winning Bars (Inc. Open Positions): 29
Total Losing Bars: 74 Total Losing Bars (Inc. Open Positions): 74
Largest Winning Trade: $637.50
Avg. Winning Trade: $335.61
Avg. Losing Trade: ($312.883)
Number of Bars in Largest Winning trade: 1
Avg. Bars for Winning Trades: 3.22
Avg. Bars for Losing Trades: 6.17
Trading Summary for - PDN.AX
Open Position Gain/Loss: $0.00
Total Commission (Fees): $1,320.00
Max Trade Drawdown: ($999.97)
Max Trade Drawdown Percent: -16.96%
Total Trades: 12 Total Trades (Inc. Open Positions): 12
Profit of Winners: $3,389.96 Profit of Winners (Inc. Open Positions): $3,389.96
Loss of Losers: ($1,185.62) Loss of Losers (Inc. Open Positions): ($1,185.62)
Total Winning Bars: 32 Total Winning Bars (Inc. Open Positions): 32
Total Losing Bars: 7 Total Losing Bars (Inc. Open Positions): 7
Largest Winning Trade: $774.71
Avg. Winning Trade: $376.662
Largest Losing Trade: ($577.92)
Avg. Losing Trade: ($395.207)
Number of Bars in Largest Winning trade: 4
Avg. Bars for Winning Trades: 3.56
Avg. Bars for Losing Trades: 2.33
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