xxxg0t_ric3xxx
21 posts
msg #52993
- Ignore xxxg0t_ric3xxx |
7/11/2007 6:05:11 PM
Not asking for anyone filter, but just out of curiousity what are some of the best performance have anyone gotten so far? Such as ROI, Percent win/ lose ratio etc.
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xxxg0t_ric3xxx
21 posts
msg #52994
- Ignore xxxg0t_ric3xxx |
7/11/2007 6:05:53 PM
Also like how many trades a day
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kram1056
21 posts
msg #52995
- Ignore kram1056 |
7/11/2007 6:56:01 PM
Here is one that I did!!
Approach Name: best
Test started on 05/01/2007 ended on 07/09/2007, covering 47 days
Filter used:
best (saved filter)
Trade Statistics
There were 112 total stocks entered. Of those, 84 or 75.00% were complete and 28 or 25.00% were open.
Of the 84 completed trades, 73 trades or 86.90%resulted in a net gain.
Your average net change for completed trades was: 6.98%.
The average draw down of your approach was: -3.82%.
The average max profit of your approach was: 10.24%
The Reward/Risk ratio for this approach is: 6.63
Annualized Return on Investment (ROI): 154.85%, the ROI of ^SPX was: 17.31%.
Exit Statistics
Stop Loss was triggered 10 times or 11.90% of the time.
Stop Profit was triggered 62 times or 73.81% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (25 days) 12 times or 14.29% of the time.
An exit trigger was executed 0 times or 0.00% of the time.
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xxxg0t_ric3xxx
21 posts
msg #52996
- Ignore xxxg0t_ric3xxx |
7/11/2007 7:48:13 PM
hehe nice this one is mine
Approach Name: New stock filter
Test started on 05/31/2007 ended on 07/11/2007, covering 28 days
Filter used:
New stock filter (saved filter)
Trade Statistics
There were 53 total stocks entered. Of those, 51 or 96.23% were complete and 2 or 3.77% were open.
Of the 51 completed trades, 48 trades or 94.12%resulted in a net gain.
Your average net change for completed trades was: 3.80%.
The average draw down of your approach was: -1.98%.
The average max profit of your approach was: 5.93%
The Reward/Risk ratio for this approach is: 8.51
Annualized Return on Investment (ROI): 343.97%, the ROI of ^SPX was: -7.00%.
Exit Statistics
Stop Loss was triggered 2 times or 3.92% of the time.
Stop Profit was triggered 38 times or 74.51% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (5 days) 11 times or 21.57% of the time.
An exit trigger was executed 0 times or 0.00% of the time.
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kram1056
21 posts
msg #52997
- Ignore kram1056 |
7/11/2007 8:02:24 PM
Here is one up on you!!!
Approach Information
Approach Name: best
Test started on 04/30/2007 ended on 05/11/2007, covering 9 days
Filter used:
best (saved filter)
Trade Statistics
There were 24 total stocks entered. Of those, 7 or 29.17% were complete and 17 or 70.83% were open.
Of the 7 completed trades, 6 trades or 85.71%resulted in a net gain.
Your average net change for completed trades was: 8.88%.
The average draw down of your approach was: -2.10%.
The average max profit of your approach was: 12.30%
The Reward/Risk ratio for this approach is: 7.22
Annualized Return on Investment (ROI): 1096.68%, the ROI of ^SPX was: 21.64%.
Exit Statistics
Stop Loss was triggered 1 times or 14.29% of the time.
Stop Profit was triggered 6 times or 85.71% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (25 days) 0 times or 0.00% of the time.
An exit trigger was executed 0 times or 0.00% of the time.
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heypa
283 posts
msg #52998
- Ignore heypa |
7/11/2007 8:05:41 PM
I've heard that song before."Anything you can do I can do better. I can do anything better than you." Stupid game.
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nikoschopen
2,824 posts
msg #53002
- Ignore nikoschopen |
7/11/2007 9:35:57 PM
Since when were badass braggadocio backtests ever taken seriously? Is everyone here paper trading? Next time, hit me with REAL results and I just might believe you.
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psheridan050
52 posts
msg #53014
- Ignore psheridan050 |
7/12/2007 7:26:29 AM
There is nothing wrong with the idea that back tests will result in profitable actual trades in the future. You have to back test ideas in order to see if they will have a positive expectancy in the future. The back test results have to be taken with a grain of salt though if they don’t cover all types of market conditions or have unrealistic stop losses (example: risking more than 2% of trading capital per trade). I noticed these filters were only covering short periods of time with statistically insignificant results. Can you guys show the back tests for a few years worth of trades and still hold an equity line that doesn’t zigzag all over the place? If not then its probably a good idea to rethink the filter.
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psheridan050
52 posts
msg #53015
- Ignore psheridan050 |
7/12/2007 7:29:20 AM
BTW, it might be a good idea to clairify if your filter is for real stocks or penny crap.
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cello13
88 posts
msg #53017
- Ignore cello13 |
7/12/2007 8:08:17 AM
Why don't you publish your "mega"-Filters? ;-)
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