DTX-DOW JONES TRANSPORTATION INDEX (updated monthly) See trade page for current status.
DTXHOURLY050602_013103.txtDTXnu.M
ENTRY EXIT CLOSE
Type Bar# Time Price Bar# Time Price P/L
Date 020524
S 36 115 1100 275.97 126 1400 271.76 151.56
Date 020618
S 36 244 1200 273.50 292 1200 262.44 398.16
Date 020626
B 38 292 1200 262.44 311 1500 272.19 370.50
Date 020724
B 46 441 1200 215.35 467 1400 237.19 1004.64
Date 020819
S 42 585 1200 235.18 648 1100 225.64 400.68
Date 020829
B 44 648 1100 225.64 703 1000 226.10 20.24
Date 020927
S 44 805 1000 224.90 817 1400 211.91 571.56
Date 020930
B 47 817 1400 211.91 890 1500 216.78 228.89
Date 021104
S 42 1017 1400 236.39 1045 1000 236.33 2.52
Date 021230
B 43 1313 1200 227.83 1331 1400 234.20 273.91
Date 030121
B 43 1426 1300 230.97 1480 1100 215.91 -647.58
File Name $WnLng $LssLg $Long $WnSht $LsSht $Short $Wins $Loss Net$
DTXHOURLY050602_0131031898 -648 1251 1524 0 1524 3423 -648 2775
HISTORICAL Test REPORT DTXnu.MDL Data : DTXHOURLY050602_013103.txt
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All Trades
Total Net Profit 2775
Gross Trading Profit 3423 Gross Trading Loss -648
Total Number Trades 11 Percentage profitable 90.91
Number Winning Trades 10 Number Losing Trades 1
Biggest Winner 1005 Biggest Loser -648
Average Winning Trade 342.27 Average Losing Trade -647.58
Ratio avg win/avg loss 0.53 Ave trade(win & loss) 252.28
Max Unrecognized Gain 270 Max Adverse Posn -808
Max Consec Winners 10 Max Consec Losers 1
Average # bars in winners 35.30 Average # bars in losers 54.00
Average DrawDown -262 StanDev Agv DD 239
Mx Intday d/down(021010) -1017 Sharpe Ratio 2.15
Max Closed Draw Down -648 Max Number Posns 47
Profit Factor 5.29
Return on 10000 27.75 Return on account, %/year 38.51
BarsInMkt 407 %Bars 28 $ / Bar In Mkt 6.82
Optimal Capital 27 TWR, annualized 1.00
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Long Trades
Total Net Profit 1251
Gross Trading Profit 1898 Gross Trading Loss -648
Total Number Trades 6 Percentage profitable 83.33
Number Winning Trades 5 Number Losing Trades 1
Biggest Winner 1005 Biggest Loser -648
Average Winning Trade 380 Average Losing Trade -648
Ratio avg win/avg loss 0.59 Ave trade(win & loss) 208
Average # bars in winners 38.20 Average # bars in losers 54.00
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Short Trades
Total Net Profit 1524
Gross Trading Profit 1524 Gross Trading Loss 0
Total Number Trades 5 Percentage profitable 100.00
Number Winning Trades 5 Number Losing Trades 0
Biggest Winner 572 Biggest Loser 0
Average Winning Trade 305 Average Losing Trade 0
Ratio avg win/avg loss 99999.00 Ave trade(win & loss) 304.90
Average # bars in winners 32.40 Average # bars in losers 0.00
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See manual for key to descriptors