RLX-S&P RETAIL INDEX (updated monthly) See trade page for current status.
RLXHOURLY060502_013103.txtRLXnu.M
ENTRY EXIT CLOSE
Type Bar# Time Price Bar# Time Price P/L
Date 020624
B 30 106 1000 323.94 132 1200 322.68 -37.80
Date 020701
B 30 150 1400 324.38 175 1000 328.14 112.80
Date 020708
S 30 175 1000 328.14 191 1000 319.37 263.10
Date 020802
B 38 331 1400 261.10 404 1500 291.69 1162.42
Date 020826
B 33 458 1300 296.13 491 1400 295.23 -29.70
Date 020904
B 34 503 1000 286.16 535 1000 297.57 387.94
Date 020924
B 35 614 1100 279.77 633 1400 284.94 180.95
Date 021015
S 34 737 1400 287.98 813 1000 291.99 -136.34
Date 021114
S 34 913 1400 287.85 936 1300 278.90 304.30
Date 021119
B 35 936 1300 278.90 952 1300 284.66 201.60
Date 021231
S 37 1152 1000 266.46 1237 1500 269.16 -99.90
Date 030127
B 39 1291 1300 251.11 1326 1600 252.86 68.25 (OPEN TRADE)
File Name $WnLng $LssLg $Long $WnSht $LsSht $Short $Wins $Loss Net$
RLXHOURLY060502_0131032114 -67 2046 567 -236 331 2681 -304 2378
HISTORICAL Test REPORT RLXnu.MDL Data : RLXHOURLY060502_013103.txt
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All Trades
Total Net Profit 2378
Gross Trading Profit 2681 Gross Trading Loss -304
Total Number Trades 12 Percentage profitable 66.67
Number Winning Trades 8 Number Losing Trades 4
Biggest Winner 1162 Biggest Loser -136
Average Winning Trade 335.17 Average Losing Trade -75.93
Ratio avg win/avg loss 4.41 Ave trade(win & loss) 198.14
Max Unrecognized Gain 246 Max Adverse Posn -515
Max Consec Winners 3 Max Consec Losers 1
Average # bars in winners 29.88 Average # bars in losers 55.00
Average DrawDown -234 StanDev Agv DD 139
Mx Intday d/down(020703) -708 Sharpe Ratio 1.90
Max Closed Draw Down -136 Max Number Posns 39
Profit Factor 8.83
Return on 10000 23.78 Return on account, %/year 37.25
BarsInMkt 459 %Bars 36 $ / Bar In Mkt 5.18
Optimal Capital 7 TWR, annualized 1.09
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Long Trades
Total Net Profit 2046
Gross Trading Profit 2114 Gross Trading Loss -67
Total Number Trades 8 Percentage profitable 75.00
Number Winning Trades 6 Number Losing Trades 2
Biggest Winner 1162 Biggest Loser -38
Average Winning Trade 352 Average Losing Trade -34
Ratio avg win/avg loss 10.44 Ave trade(win & loss) 256
Average # bars in winners 33.33 Average # bars in losers 29.50
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Short Trades
Total Net Profit 331
Gross Trading Profit 567 Gross Trading Loss -236
Total Number Trades 4 Percentage profitable 50.00
Number Winning Trades 2 Number Losing Trades 2
Biggest Winner 304 Biggest Loser -136
Average Winning Trade 284 Average Losing Trade -118
Ratio avg win/avg loss 2.40 Ave trade(win & loss) 82.79
Average # bars in winners 19.50 Average # bars in losers 80.50
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