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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

 

 

Largest Winning Trade: $1,325.22 

Avg. Winning Trade: $533.186

Largest Losing Trade: ($369.24) 

Avg. Losing Trade: ($293.932)

Number of Bars in Largest Winning trade: 43

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

Number of Bars in Largest Losing trade: 10

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 

Largest Losing Trade: ($659.94) 

Avg. Losing Trade: ($312.883)

Number of Bars in Largest Winning trade: 1

Avg. Bars for Winning Trades: 3.22

Number of Bars in Largest Losing trade: 3

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

Percent 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): 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

Number of Bars in Largest Losing trade: 3

Avg. Bars for Losing Trades: 2.33


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