To see the equity curve at the testing period click here.
System equity curve at the developing period from 1999 to 2001 (points only test, commissions 0.3 points per round trade) :
System Report (Points Only Test) - IGALUKU Results :
Total net profit 3239.2327
Buy/Hold profit -57.9000 Days in test 1097
Total closed trades 527 Commissions paid 158.2497
Avg profit per trade 6.1340 Avg Win/Avg Loss ratio 2.22
Total long trades 218 Total short trades 309
Winning long trades 135 Winning short trades 181
Total winning trades 316 Total losing trades 211
Amount of winning trades 4620.6162 Amount of losing trades -1387.9839
Average win 14.6222 Average loss -6.5781
Largest win 54.9502 Largest loss -28.0000
Average length of win 86.42 Average length of loss 42.47
Longest winning trade 337 Longest losing trade 316
Most consecutive wins 14 Most consecutive losses 8
Total bars out 30085 Average length out 87.20
Longest out period 1687
System close drawdown 0.0000 Profit/Loss index 70.00
System open drawdown 0.0000 Reward/Risk index 100.00
Max open trade drawdown -25.7500 Buy/Hold index 5705.93
