| StockFetcher Forums · General Discussion · Trade statistics breakdown | << 1 2 3 4 >>Post Follow-up |
| Eman93 4,750 posts msg #99163 - Ignore Eman93 |
2/16/2011 4:18:23 PM duke56468 msg #99159 - Ignore duke56468 2/16/2011 9:26:46 AM Eman93.......did you stick with garsworld? ========================================= I bought the software... paid for it first day... great tool. very easy to use... only no real date off set so you could see what happened with your filter in the past... |
| bagsby32 23 posts msg #99265 - Ignore bagsby32 modified |
2/19/2011 9:17:20 PM Approach Information Approach Name: MY BEST WORK YET Test started on 01/03/2011 ended on 02/18/2011, covering 33 days Filter used: MY BEST WORK YET (saved filter) Trade Statistics There were 128 total stocks entered. Of those, 74 or 57.81% were complete and 54 or 42.19% were open. Of the 74 completed trades, 66 trades or 89.19%resulted in a net gain. Your average net change for completed trades was: 16.50%. The average draw down of your approach was: -11.18%. The average max profit of your approach was: 31.30% The Reward/Risk ratio for this approach is: 9.74 Annualized Return on Investment (ROI): 911.19%, the ROI of ^SPX was: 50.82%. Exit Statistics Stop Loss was triggered 0 times or 0.00% of the time. Stop Profit was triggered 66 times or 89.19% of the time. Trailing Stop Loss was triggered 0 times or 0.00% of the time. You held for the maximum period of time (20 days) 8 times or 10.81% of the time. An exit trigger was executed 0 times or 0.00% of the time. How can I get my draw down lower? |
| Eman93 4,750 posts msg #99271 - Ignore Eman93 modified |
2/20/2011 12:32:29 AM this is no stop loss and no profit stop just sell at end of day..... good luck Statistics · Performance Chart · Trades · Equity Summary new! · System Summary · Edit Backtests · Backtest Forum · Help Approach Information Approach Name: 222 Test started on 06/30/2009 ended on 02/15/2011, covering 411 days Filter used: Average Volume(2) > 500000 close 1 day ago < 2.00 close > 2.01 close < 2.10 Trade Statistics There were 302 total stocks entered. Of those, 301 or 99.67% were complete and 1 or 0.33% were open. Of the 301 completed trades, 137 trades or 45.51%resulted in a net gain. Your average net change for completed trades was: 1.01%. The average draw down of your approach was: -5.07%. The average max profit of your approach was: 5.75% The Reward/Risk ratio for this approach is: 1.39 Annualized Return on Investment (ROI): 249.08%, the ROI of ^SPX was: 25.98%. Exit Statistics Stop Loss was triggered 0 times or 0.00% of the time. Stop Profit was triggered 0 times or 0.00% of the time. Trailing Stop Loss was triggered 0 times or 0.00% of the time. You held for the maximum period of time (1 days) 301 times or 100.00% of the time. An exit trigger was executed 0 times or 0.00% of the time. |
| Eman93 4,750 posts msg #99276 - Ignore Eman93 |
2/20/2011 11:31:04 AM I do think the filter Kevin posted has the most merit,,, 81% win rate is pretty damm good.. and the highest I have seen. |
| Rick67 64 posts msg #99296 - Ignore Rick67 |
2/21/2011 8:49:07 AM RE: How can I get my draw down lower? I have done a lot of system testing in Amibroker. This is a program that allows one to optimize various variables (including stop losses) to find the best value. Sounds good, but in a nutshell, optimization can be a trap. Anyway back to the subject. Basically you can lower drawdowns but at a trade-off. Once you lower drawdowns with stop losses etc,. you start reducing the percentage of winners and overall profit. You have to find a happy medium you can live with. Rick |
| bagsby32 23 posts msg #100090 - Ignore bagsby32 |
4/3/2011 7:41:32 PM This looks decent. Approach Information Approach Name: TEST Test started on 11/24/2010 ended on 03/30/2011, covering 86 days Filter used: TEST (saved filter) Trade Statistics There were 207 total stocks entered. Of those, 197 or 95.17% were complete and 10 or 4.83% were open. Of the 197 completed trades, 180 trades or 91.37%resulted in a net gain. Your average net change for completed trades was: 7.14%. The average draw down of your approach was: -6.99%. The average max profit of your approach was: 12.10% The Reward/Risk ratio for this approach is: 10.95 Annualized Return on Investment (ROI): 583.92%, the ROI of ^SPX was: 35.08%. Exit Statistics Stop Loss was triggered 0 times or 0.00% of the time. Stop Profit was triggered 173 times or 87.82% of the time. Trailing Stop Loss was triggered 0 times or 0.00% of the time. You held for the maximum period of time (25 days) 10 times or 5.08% of the time. An exit trigger was executed 14 times or 7.11% of the time. |
| bagsby32 23 posts msg #100091 - Ignore bagsby32 |
4/3/2011 7:45:06 PM Approach Information Approach Name: TEST Test started on 02/14/2011 ended on 03/30/2011, covering 31 days Filter used: TEST (saved filter) Trade Statistics There were 87 total stocks entered. Of those, 77 or 88.51% were complete and 10 or 11.49% were open. Of the 77 completed trades, 74 trades or 96.10%resulted in a net gain. Your average net change for completed trades was: 6.81%. The average draw down of your approach was: -6.23%. The average max profit of your approach was: 11.26% The Reward/Risk ratio for this approach is: 12.75 Annualized Return on Investment (ROI): 886.92%, the ROI of ^SPX was: -0.28%. Exit Statistics Stop Loss was triggered 0 times or 0.00% of the time. Stop Profit was triggered 72 times or 93.51% of the time. Trailing Stop Loss was triggered 0 times or 0.00% of the time. You held for the maximum period of time (25 days) 2 times or 2.60% of the time. An exit trigger was executed 3 times or 3.90% of the time. |
| bagsby32 23 posts msg #100398 - Ignore bagsby32 |
4/24/2011 12:05:44 AM Approach Information Approach Name: TEST Test started on 02/14/2011 ended on 04/21/2011, covering 47 days Filter used: TEST (saved filter) Trade Statistics There were 77 total stocks entered. Of those, 73 or 94.81% were complete and 4 or 5.19% were open. Of the 73 completed trades, 66 trades or 90.41%resulted in a net gain. Your average net change for completed trades was: 6.08%. The average draw down of your approach was: -5.90%. The average max profit of your approach was: 11.46% The Reward/Risk ratio for this approach is: 6.94 Annualized Return on Investment (ROI): 1118.15%, the ROI of ^SPX was: 3.42%. Exit Statistics Stop Loss was triggered 0 times or 0.00% of the time. Stop Profit was triggered 65 times or 89.04% of the time. Trailing Stop Loss was triggered 0 times or 0.00% of the time. You held for the maximum period of time (25 days) 1 times or 1.37% of the time. An exit trigger was executed 7 times or 9.59% of the time. My draw down is getting lower guys. Work in progress. |
| Eman93 4,750 posts msg #100404 - Ignore Eman93 modified |
4/24/2011 11:51:24 AM bagsby32 Unless you post the filter your numbers are meaningless to me. Any one can just change the numbers. Unless they are reproducible it means nothing. |
| bagsby32 23 posts msg #100405 - Ignore bagsby32 modified |
4/24/2011 6:12:23 PM You are correct. Sorry about that. |
| StockFetcher Forums · General Discussion · Trade statistics breakdown | << 1 2 3 4 >>Post Follow-up |
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