xau-gold & silver index (updated monthly) See trade page for current status.
XAUHOURLY050602_013103.txtXAUnu.M
ENTRY EXIT CLOSE
Type Bar# Time Price Bar# Time Price P/L
Date 020517
S 126 86 1300 78.940 150 1400 87.140 -1033.20
Date 020530
B 118 159 1400 84.490 183 1200 88.380 459.02
Date 020621
S 127 301 1400 78.710 334 1200 75.200 445.77
Date 020627
B 132 334 1200 75.200 411 1300 77.590 315.48
Date 020724
B 169 490 1100 59.000 527 1200 61.440 412.36
Date 020805
S 156 562 1100 63.890 570 1000 60.630 508.56
Date 020816
S 150 639 1000 66.500 739 1400 69.540 -456.00
Date 020911
B 137 775 1300 72.480 788 1000 75.730 445.25
Date 020913
S 132 788 1000 75.730 807 1300 75.130 79.20
Date 020926
B 146 863 1300 68.480 881 1500 70.240 256.96
Date 021010
B 166 943 1300 59.980 1033 1500 62.660 444.88
Date 021029
S 153 1046 1200 65.350 1120 1400 67.910 -391.68
Date 021118
S 146 1156 1000 68.030 1164 1000 68.050 -2.92
Date 021120
B 151 1172 1000 65.960 1243 1100 67.850 285.39
Date 021209
S 140 1269 1300 71.150 1278 1400 68.740 337.40
Date 021217
S 128 1314 1000 77.880 1340 1200 74.260 463.36
Date 021230
B 130 1381 1500 76.850 1409 1100 80.360 456.30
Date 030123
S 123 1508 1400 80.790 1531 1300 78.800 244.77
Date 030128
B 126 1531 1300 78.800 1558 1600 77.000 -226.80 (open trade)
File Name $WnLng $LssLg $Long $WnSht $LsSht $Short $Wins $Loss Net$
XAUHOURLY050602_0131033076 -227 2849 2079 -1884 195 5155 -2111 3044
HISTORICAL Test REPORT XAUnu.MDL Data : XAUHOURLY050602_013103.txt
============================================================================
All Trades
Total Net Profit 3044
Gross Trading Profit 5155 Gross Trading Loss -2111
Total Number Trades 19 Percentage profitable 73.68
Number Winning Trades 14 Number Losing Trades 5
Biggest Winner 509 Biggest Loser -1033
Average Winning Trade 368.19 Average Losing Trade -422.12
Ratio avg win/avg loss 0.87 Ave trade(win & loss) 160.22
Max Unrecognized Gain 805 Max Adverse Posn -1271
Max Consec Winners 5 Max Consec Losers 2
Average # bars in winners 34.00 Average # bars in losers 54.60
Average DrawDown -364 StanDev Agv DD 341
Mx Intday d/down(020903) -1405 Sharpe Ratio 1.40
Max Closed Draw Down -1033 Max Number Posns 169
Profit Factor 2.44
Return on 10000 30.44 Return on account, %/year 41.77
BarsInMkt 749 %Bars 49 $ / Bar In Mkt 4.06
Optimal Capital 9 TWR, annualized 1.00
----------------------------------------------------------------------------
Long Trades
Total Net Profit 2849
Gross Trading Profit 3076 Gross Trading Loss -227
Total Number Trades 9 Percentage profitable 88.89
Number Winning Trades 8 Number Losing Trades 1
Biggest Winner 459 Biggest Loser -227
Average Winning Trade 384 Average Losing Trade -227
Ratio avg win/avg loss 1.70 Ave trade(win & loss) 317
Average # bars in winners 44.75 Average # bars in losers 27.00
----------------------------------------------------------------------------
Short Trades
Total Net Profit 195
Gross Trading Profit 2079 Gross Trading Loss -1884
Total Number Trades 10 Percentage profitable 60.00
Number Winning Trades 6 Number Losing Trades 4
Biggest Winner 509 Biggest Loser -1033
Average Winning Trade 347 Average Losing Trade -471
Ratio avg win/avg loss 0.74 Ave trade(win & loss) 19.53
Average # bars in winners 19.67 Average # bars in losers 61.50
____________________________________________________________________________
See manual for key to descriptors