QQQ-NASDAQ 100 INDEX SHARES(updated monthly) See trade page for current status.
QQQHOURLY040102_013103.txtQQQnu.M
ENTRY EXIT CLOSE
Type Bar# Time Price Bar# Time Price P/L
Date 020415
S 296 87 1500 33.700 134 1400 33.250 133.20
Date 020503
B 337 198 1400 29.670 263 1500 32.840 1068.29
Date 020515
S 304 263 1500 32.840 294 1400 31.470 416.48
Date 020624
B 392 467 1100 25.500 475 1100 26.340 329.28
Date 020702
B 413 517 1300 24.200 535 1000 25.900 702.10
Date 020708
S 386 535 1000 25.900 554 1300 24.610 497.94
Date 020712
S 397 571 1400 25.160 612 1500 24.340 325.54
Date 020729
S 419 660 1500 23.850 683 1400 23.170 284.92
Date 020802
B 452 691 1400 22.090 730 1300 23.300 546.92
Date 020911
S 419 904 1300 23.830 918 1100 22.810 427.38
Date 020926
S 455 990 1100 21.960 1009 1400 20.920 473.20
Date 021002
S 467 1021 1000 21.410 1034 1500 21.000 191.47
Date 021011
S 451 1082 1500 22.130 1157 1000 24.250 -956.12
Date 021031
S 404 1194 1500 24.730 1242 1500 25.100 -149.48
Date 021114
S 385 1273 1400 25.950 1296 1300 25.830 46.20
Date 030107
S 376 1548 1300 26.560 1612 1300 25.570 372.24
File Name $WnLng $LssLg $Long $WnSht $LsSht $Short $Wins $Loss Net$
QQQHOURLY040102_0131032647 0 2647 3169 -1106 2063 5815 -1106 4710
HISTORICAL Test REPORT QQQnu.MDL Data : QQQHOURLY040102_013103.txt
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All Trades
Total Net Profit 4710
Gross Trading Profit 5815 Gross Trading Loss -1106
Total Number Trades 16 Percentage profitable 87.50
Number Winning Trades 14 Number Losing Trades 2
Biggest Winner 1068 Biggest Loser -956
Average Winning Trade 415.37 Average Losing Trade -552.80
Ratio avg win/avg loss 0.75 Ave trade(win & loss) 294.35
Max Unrecognized Gain 266 Max Adverse Posn -1231
Max Consec Winners 12 Max Consec Losers 2
Average # bars in winners 30.29 Average # bars in losers 61.50
Average DrawDown -389 StanDev Agv DD 293
Mx Intday d/down(021104) -1783 Sharpe Ratio 2.20
Max Closed Draw Down -1106 Max Number Posns 467
Profit Factor 5.26
Return on 10000 47.10 Return on account, %/year 57.68
BarsInMkt 547 %Bars 33 $ / Bar In Mkt 8.61
Optimal Capital 2 TWR, annualized 1.00
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Long Trades
Total Net Profit 2647
Gross Trading Profit 2647 Gross Trading Loss 0
Total Number Trades 4 Percentage profitable 100.00
Number Winning Trades 4 Number Losing Trades 0
Biggest Winner 1068 Biggest Loser 0
Average Winning Trade 662 Average Losing Trade 0
Ratio avg win/avg loss 99999.00 Ave trade(win & loss) 662
Average # bars in winners 32.50 Average # bars in losers 0.00
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Short Trades
Total Net Profit 2063
Gross Trading Profit 3169 Gross Trading Loss -1106
Total Number Trades 12 Percentage profitable 83.33
Number Winning Trades 10 Number Losing Trades 2
Biggest Winner 498 Biggest Loser -956
Average Winning Trade 317 Average Losing Trade -553
Ratio avg win/avg loss 0.57 Ave trade(win & loss) 171.91
Average # bars in winners 29.40 Average # bars in losers 61.50
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