Eman93
4,750 posts
msg #95090
- Ignore Eman93
modified |
7/26/2010 12:34:26 AM
for all you back test junkies
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Eman93
4,750 posts
msg #95091
- Ignore Eman93 |
7/26/2010 12:50:44 AM
Approach Information
Approach Name: 222
Test started on 06/30/2009 ended on 07/23/2010, covering 268 days
Filter used:
Average Volume(2) > 500000
close 1 day ago < 2
close < 2.08
close > 2.01
Trade Statistics
There were 168 total stocks entered. Of those, 167 or 99.40% were complete and 1 or 0.60% were open.
Of the 167 completed trades, 107 trades or 64.07%resulted in a net gain.
Your average net change for completed trades was: 2.11%.
The average draw down of your approach was: -7.09%.
The average max profit of your approach was: 11.51%
The Reward/Risk ratio for this approach is: 1.62
Annualized Return on Investment (ROI): 326.74%, the ROI of ^SPX was: 17.45%.
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Eman93
4,750 posts
msg #95092
- Ignore Eman93 |
7/26/2010 12:52:17 AM
Exit Setup
Stop Loss: 10%
Profit Stop: 3%
Trailing Stop Loss: N/A
Minimum Holding Days: 1
Maximum holding days: 10
Exit Trigger #1: close < low 1 day ago
Extra Indicators
Entry Columns:
Show Performance After: after 1 day
after 2 days
after 3 days
after 4 days
after 10 days
Advanced Options
Selection Method: select by volume descending
Entry Price: open
Conditional Entry: No
Exit Price: open
Maximum Trades Per Day: 25
Maximum Open Positions: 250
Maximum Selected Stocks: All
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