DIA-DOW JONES INDUSTRIAL AVERAGE INDEX (updated monthly) See trade page for current status.
DIAHOURLY040102_013103.txtDIAnu.M
ENTRY EXIT CLOSE
Type Bar# Time Price Bar# Time Price P/L
Date 020528
B 99 318 1400 100.11 342 1400 100.33 21.78
Date 020531
S 99 342 1400 100.33 358 1400 97.11 318.78
Date 020611
S 102 396 1200 97.22 405 1300 95.16 210.12
Date 020625
S 107 477 1300 93.31 484 1200 90.90 257.87
Date 020708
S 107 535 1000 93.44 552 1100 91.00 261.08
Date 020718
S 116 603 1400 85.83 611 1400 81.54 497.64
Date 020722
B 124 615 1000 80.43 639 1000 81.60 145.08
Date 020725
S 122 642 1300 81.86 691 1400 83.15 -157.38
Date 020802
B 120 691 1400 83.15 720 1100 84.65 180.00
Date 020822
S 111 799 1000 89.60 815 1000 88.83 85.47
Date 020911
S 115 904 1300 86.84 918 1100 83.22 416.30
Date 021002
S 127 1021 1000 78.44 1034 1500 77.86 73.66
Date 021015
S 122 1097 1400 81.88 1177 1400 82.88 -122.00
Date 021217
S 115 1443 1000 86.43 1505 1100 82.99 395.60
Date 030102
S 116 1524 1400 85.60 1596 1400 87.39 -207.64
Date 030127
B 124 1651 1300 80.20 1686 1600 80.84 79.36 (open trade)
File Name $WnLng $LssLg $Long $WnSht $LsSht $Short $Wins $Loss Net$
DIAHOURLY040102_013103.426 0 426 2517 -487 2029 2943 -487 2456
HISTORICAL Test REPORT DIAnu.MDL Data : DIAHOURLY040102_013103.txt
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All Trades
Total Net Profit 2456
Gross Trading Profit 2943 Gross Trading Loss -487
Total Number Trades 16 Percentage profitable 81.25
Number Winning Trades 13 Number Losing Trades 3
Biggest Winner 498 Biggest Loser -208
Average Winning Trade 226.36 Average Losing Trade -162.34
Ratio avg win/avg loss 1.39 Ave trade(win & loss) 153.48
Max Unrecognized Gain 318 Max Adverse Posn -719
Max Consec Winners 7 Max Consec Losers 1
Average # bars in winners 21.08 Average # bars in losers 67.00
Average DrawDown -209 StanDev Agv DD 229
Mx Intday d/down(020730) -864 Sharpe Ratio 2.01
Max Closed Draw Down -208 Max Number Posns 127
Profit Factor 6.04
Return on 10000 24.56 Return on account, %/year 30.08
BarsInMkt 475 %Bars 29 $ / Bar In Mkt 5.17
Optimal Capital 3 TWR, annualized 1.00
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Long Trades
Total Net Profit 426
Gross Trading Profit 426 Gross Trading Loss 0
Total Number Trades 4 Percentage profitable 100.00
Number Winning Trades 4 Number Losing Trades 0
Biggest Winner 180 Biggest Loser 0
Average Winning Trade 107 Average Losing Trade 0
Ratio avg win/avg loss 99999.00 Ave trade(win & loss) 107
Average # bars in winners 28.00 Average # bars in losers 0.00
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Short Trades
Total Net Profit 2029
Gross Trading Profit 2517 Gross Trading Loss -487
Total Number Trades 12 Percentage profitable 75.00
Number Winning Trades 9 Number Losing Trades 3
Biggest Winner 498 Biggest Loser -208
Average Winning Trade 280 Average Losing Trade -162
Ratio avg win/avg loss 1.72 Ave trade(win & loss) 169.12
Average # bars in winners 18.00 Average # bars in losers 67.00
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See manual for key to descriptors