To see the equity curve at the developing period click here.
Equity of the testing period of 2002 (points only test, commissions 0.3 points per round trade) :
System Report (Points Only Test) - IGALUKU Results :
Total net profit 824.5978
Buy/Hold profit -263.4000 Days in test 370
Buy/Hold pct gain/loss N/A Annual B/H pct gain/loss N/A
Total closed trades 145 Commissions paid 43.6501
Avg profit per trade 5.6948 Avg Win/Avg Loss ratio 2.13
Total long trades 55 Total short trades 90
Winning long trades 35 Winning short trades 50
Total winning trades 85 Total losing trades 60
Amount of winning trades 1233.6989 Amount of losing trades -407.9510
Average win 14.5141 Average loss -6.7992
Largest win 38.0000 Largest loss -28.0000
Average length of win 114.91 Average length of loss 49.18
Longest winning trade 719 Longest losing trade 256
Most consecutive wins 9 Most consecutive losses 4
Total bars out 10187 Average length out 99.87
Longest out period 1669
System close drawdown 0.0000 Profit/Loss index 66.90
System open drawdown -11.7500 Reward/Risk index 98.60
Max open trade drawdown -24.5000 Buy/Hold index 412.62
