OSX-OIL SERVICE SECTOR INDEX(updated monthly) See trade page for current status.
OSXHOURLY050602_013103.txtOSXnu.M
ENTRY EXIT CLOSE
Type Bar# Time Price Bar# Time Price P/L
Date 020523
S 94 121 1200 106.26 148 1200 105.10 109.04
Date 020604
B 100 185 1400 99.21 215 1000 99.44 23.00
Date 020611
B 104 226 1200 95.44 247 1400 97.66 230.88
Date 020722
B 132 474 1300 75.60 501 1300 77.12 200.64
Date 020725
S 129 501 1300 77.12 556 1400 72.54 590.82
Date 020805
B 142 564 1300 70.28 599 1300 78.17 1120.38
Date 020813
S 121 617 1300 82.56 626 1300 80.23 281.93
Date 020827
S 115 696 1100 86.42 714 1300 81.13 608.35
Date 020909
S 127 763 1400 78.74 814 1200 77.43 166.37
Date 021002
S 125 896 1400 79.77 925 1100 74.89 610.00
Date 021015
S 123 965 1100 81.28 1032 1400 79.11 266.91
Date 021025
B 126 1032 1400 79.11 1063 1300 82.85 471.24
Date 021217
S 108 1314 1000 92.22 1324 1200 89.98 241.92
Date 021223
S 109 1350 1400 91.69 1368 1000 89.87 198.38
Date 030110
S 120 1440 1000 83.14 1460 1400 80.38 331.20
File Name $WnLng $LssLg $Long $WnSht $LsSht $Short $Wins $Loss Net$
OSXHOURLY050602_0131032046 0 2046 3405 0 3405 5451 0 5451
HISTORICAL Test REPORT OSXnu.MDL Data : OSXHOURLY050602_013103.txt
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All Trades
Total Net Profit 5451
Gross Trading Profit 5451 Gross Trading Loss 0
Total Number Trades 15 Percentage profitable 100.00
Number Winning Trades 15 Number Losing Trades 0
Biggest Winner 1120 Biggest Loser 0
Average Winning Trade 363.40 Average Losing Trade 0.00
Ratio avg win/avg loss 99999.00 Ave trade(win & loss) 363.40
Max Unrecognized Gain 220 Max Adverse Posn -998
Max Consec Winners 15 Max Consec Losers 0
Average # bars in winners 29.87 Average # bars in losers 0.00
Average DrawDown -288 StanDev Agv DD 298
Mx Intday d/down(020730) -1098 Sharpe Ratio 3.03
Max Closed Draw Down 0 Max Number Posns 142
Profit Factor 9999.00
Return on 10000 54.51 Return on account, %/year 74.80
BarsInMkt 448 %Bars 30 $ / Bar In Mkt 12.17
Optimal Capital 99999 TWR, annualized 1.00
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Long Trades
Total Net Profit 2046
Gross Trading Profit 2046 Gross Trading Loss 0
Total Number Trades 5 Percentage profitable 100.00
Number Winning Trades 5 Number Losing Trades 0
Biggest Winner 1120 Biggest Loser 0
Average Winning Trade 409 Average Losing Trade 0
Ratio avg win/avg loss 99999.00 Ave trade(win & loss) 409
Average # bars in winners 28.80 Average # bars in losers 0.00
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Short Trades
Total Net Profit 3405
Gross Trading Profit 3405 Gross Trading Loss 0
Total Number Trades 10 Percentage profitable 100.00
Number Winning Trades 10 Number Losing Trades 0
Biggest Winner 610 Biggest Loser 0
Average Winning Trade 340 Average Losing Trade 0
Ratio avg win/avg loss 99999.00 Ave trade(win & loss) 340.49
Average # bars in winners 30.40 Average # bars in losers 0.00
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See manual for key to descriptors