| Osamu U's Blog | ||||||||||||
| I am a trader. I can be the world gratest trader. | ||||||||||||
the performance of systems
period: 0501-2001 to 0501-2002 profit %: 78.82% PF: 1.34 payoff: 40.84 # of total trades: 193trades win%: 23.32% Max DD: 38.32% the BSOL: 11 losers ---------------------------------- period: 0501-02 to 0501-03 profit%: 56.79% PF:1.17 payoff: 21.51 win%: 21.59% Max DD: 39.71% # of total trades: 264 the BSOL: 4 --------------------------------- period: 0501-03 to 0501-04 profit %: -90.96% PF: 0.67 payoff: -42.31 win%: 24.19% Max DD: 93.57% # of total trades: 215 the BSOL: 4 -------------------------------------- period: 0501-04 to 0501-05 profit%: -90.57% PF: 0.55 payoff: -63.02 win%: 20.83% Max DD: 93.01% # of trades: 144 the BSOL: 4 ------------------------------ 0501-05 to 0501-06 profit%: 115.22% PF: 1.50 payoff: 57.61 # of trades: 200 win%: 27.00% Max DD: 40.86% the BSOL: 4 ----------------------------- 0501-06 to 0501-07 profit%: 1.57% PF: 1.01 payoff: 0.68 Max DD:40.18% win%: 23.04% # of trades: 230 the BSOL: 4 ------------------------ 0501-07 to 0501-08 profit%: 27.95% PF: 1.08 payoff: 9.77 win%: 22.38% # of trades: 286 Max DD: 57.74% the BSOL: 4 ------------------------------- mkts: USD/JPY initial equity: $10k 1contract:10000units used system: A3620 i do not control the size of any position, i.e. in any time, the size of position is 1 contract. 2008-05-29 08:49:48 GMT
|
||||||||||||