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


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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


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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


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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


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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


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