SMH-SEMICONDUCTORS HOLDERS TRUST(updated monthly) See trade page for current status.
SMHHOURLY040102_013103.txtSMHnu.M
ENTRY EXIT CLOSE
Type Bar# Time Price Bar# Time Price P/L
Date 020503
B 261 197 1400 38.170 252 1300 43.180 1307.61
Date 020514
S 231 252 1300 43.180 285 1400 43.260 -18.48
Date 020618
S 280 443 1200 35.600 457 1000 32.500 868.00
Date 020620
B 320 460 1300 31.250 499 1200 30.400 -272.00
Date 020628
S 317 507 1200 31.490 524 1300 27.900 1138.03
Date 020702
B 358 524 1300 27.900 542 1000 30.550 948.70
Date 020708
S 327 542 1000 30.550 561 1300 28.330 725.94
Date 020710
B 352 561 1300 28.330 576 1200 29.740 496.32
Date 020716
S 312 593 1300 31.950 614 1000 29.650 717.60
Date 020730
S 364 672 1200 27.430 698 1400 24.020 1241.24
Date 020802
B 416 698 1400 24.020 719 1100 24.500 199.68
Date 020819
S 351 787 1500 28.430 825 1300 26.550 659.88
Date 020826
B 376 825 1300 26.550 904 1200 23.870 -1007.68
Date 020911
S 404 911 1300 24.750 924 1000 23.080 674.68
Date 020913
B 433 924 1000 23.080 997 1100 20.850 -965.59
Date 021002
S 479 1032 1400 20.840 1049 1500 18.870 943.63
Date 021008
B 558 1063 1300 17.900 1089 1500 20.410 1400.58
Date 021011
S 489 1089 1500 20.410 1184 1400 22.560 -1051.35
Date 021104
S 372 1216 1400 26.810 1240 1400 25.000 673.32
Date 021108
B 411 1248 1400 24.300 1294 1200 25.870 645.27
Date 021204
B 372 1382 1500 26.850 1421 1400 25.660 -442.68
Date 021211
S 389 1421 1400 25.660 1436 1300 24.750 353.99
Date 021219
B 421 1465 1000 23.700 1484 1300 23.720 8.42
Date 030117
B 436 1617 1300 22.910 1643 1500 23.140 100.28
File Name $WnLng $LssLg $Long $WnSht $LsSht $Short $Wins $Loss Net$
SMHHOURLY040102_0131035107 -2688 2419 7996 -1070 6926 13103 -3758 9345
HISTORICAL Test REPORT SMHnu.MDL Data : SMHHOURLY040102_013103.txt
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All Trades
Total Net Profit 9345
Gross Trading Profit 13103 Gross Trading Loss -3758
Total Number Trades 24 Percentage profitable 75.00
Number Winning Trades 18 Number Losing Trades 6
Biggest Winner 1401 Biggest Loser -1051
Average Winning Trade 727.95 Average Losing Trade -626.30
Ratio avg win/avg loss 1.16 Ave trade(win & loss) 389.39
Max Unrecognized Gain 448 Max Adverse Posn -2000
Max Consec Winners 8 Max Consec Losers 1
Average # bars in winners 23.89 Average # bars in losers 59.67
Average DrawDown -521 StanDev Agv DD 574
Mx Intday d/down(020923) -2207 Sharpe Ratio 2.55
Max Closed Draw Down -1299 Max Number Posns 558
Profit Factor 3.49
Return on 10000 93.45 Return on account, %/year 114.47
BarsInMkt 788 %Bars 48 $ / Bar In Mkt 11.86
Optimal Capital 4 TWR, annualized 1.00
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Long Trades
Total Net Profit 2419
Gross Trading Profit 5107 Gross Trading Loss -2688
Total Number Trades 12 Percentage profitable 66.67
Number Winning Trades 8 Number Losing Trades 4
Biggest Winner 1401 Biggest Loser -1008
Average Winning Trade 638 Average Losing Trade -672
Ratio avg win/avg loss 0.95 Ave trade(win & loss) 202
Average # bars in winners 28.25 Average # bars in losers 57.50
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Short Trades
Total Net Profit 6926
Gross Trading Profit 7996 Gross Trading Loss -1070
Total Number Trades 12 Percentage profitable 83.33
Number Winning Trades 10 Number Losing Trades 2
Biggest Winner 1241 Biggest Loser -1051
Average Winning Trade 800 Average Losing Trade -535
Ratio avg win/avg loss 1.49 Ave trade(win & loss) 577.21
Average # bars in winners 20.40 Average # bars in losers 64.00
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See manual for key to descriptors