DEFENSE INDEX RESULTS (updated monthly) See trade page for current status.
DFX050602_013103.txt DFXnu.M
ENTRY EXIT CLOSE
Type Bar# Time Price Bar# Time Price P/L
Date 020531
S 49 149 1300 201.57 158 1400 197.57 196.00
Date 020614
B 51 227 1100 192.67 244 1200 200.02 374.85
Date 020702
B 52 326 1400 189.39 353 1200 192.24 148.20
Date 020717
S 56 399 1000 177.17 426 1300 162.25 835.52
Date 020722
B 61 426 1300 162.25 449 1200 166.47 257.42
Date 020819
S 55 584 1100 181.04 618 1300 176.86 229.90
Date 020826
B 57 625 1200 174.60 634 1300 178.58 226.86
Date 020904
B 57 670 900 174.73 683 1400 177.52 159.03
Date 020918
B 56 749 1100 177.30 798 1200 176.97 -18.48
Date 021003
B 58 840 1400 170.47 888 1400 158.33 -704.12
Date 021011
S 63 888 1400 158.33 979 900 154.57 236.88
Date 021105
B 64 1019 900 155.94 1031 1300 161.81 375.68
Date 021106
S 61 1031 1300 161.81 1059 900 159.49 141.52
Date 021204
B 63 1178 1000 158.11 1201 900 155.87 -141.12
Date 030109
B 62 1371 1300 160.58 1378 1200 162.00 88.04
File Name $WnLng $LssLg $Long $WnSht $LsSht $Short $Wins $Loss Net$
DFX050602_013103.txt 1630 -864 766 1640 0 1640 3270 -864 2406
HISTORICAL Test REPORT DFXnu.MDL Data : DFX050602_013103.txt
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All Trades
Total Net Profit 2406
Gross Trading Profit 3270 Gross Trading Loss -864
Total Number Trades 15 Percentage profitable 80.00
Number Winning Trades 12 Number Losing Trades 3
Biggest Winner 836 Biggest Loser -704
Average Winning Trade 272.49 Average Losing Trade -287.91
Ratio avg win/avg loss 0.95 Ave trade(win & loss) 160.41
Max Unrecognized Gain 291 Max Adverse Posn -1329
Max Consec Winners 8 Max Consec Losers 2
Average # bars in winners 24.75 Average # bars in losers 40.00
Average DrawDown -224 StanDev Agv DD 332
Mx Intday d/down(021010) -1401 Sharpe Ratio 2.12
Max Closed Draw Down -723 Max Number Posns 64
Profit Factor 3.79
Return on 10000 24.06 Return on account, %/year 33.02
BarsInMkt 417 %Bars 29 $ / Bar In Mkt 5.77
Optimal Capital 13 TWR, annualized 1.00
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Long Trades
Total Net Profit 766
Gross Trading Profit 1630 Gross Trading Loss -864
Total Number Trades 10 Percentage profitable 70.00
Number Winning Trades 7 Number Losing Trades 3
Biggest Winner 376 Biggest Loser -704
Average Winning Trade 233 Average Losing Trade -288
Ratio avg win/avg loss 0.81 Ave trade(win & loss) 77
Average # bars in winners 15.43 Average # bars in losers 40.00
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Short Trades
Total Net Profit 1640
Gross Trading Profit 1640 Gross Trading Loss 0
Total Number Trades 5 Percentage profitable 100.00
Number Winning Trades 5 Number Losing Trades 0
Biggest Winner 836 Biggest Loser 0
Average Winning Trade 328 Average Losing Trade 0
Ratio avg win/avg loss 99999.00 Ave trade(win & loss) 327.96
Average # bars in winners 37.80 Average # bars in losers 0.00
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See manual for key to descriptors