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MasterDATA's Composite Plug-in for MetaStock and historical composite breadth datafiles on 34 major stock indexes and the 181 highest trade volume ETFs.
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Summary
AD Moving Average Cross no stopsPS QQQ (QQQQ) (QQQQ)
Simulation Date 6/17/2008 6:40:51 PM2000 Daily Bars 6/29/2000 Through 6/13/2008 (2906 Days)
Optimized System Points Only Test 
 
Performance
Profit46.0177 Pts
PerformanceN/A
Annualized PerformanceN/A
Buy & Hold Profit-43.2706 Pts
Buy & Hold PerformanceN/A
Buy & Hold Annualized PerformanceN/A

 

Trade Summary
Total Trades181
Trade Efficiency-13.01 %
Average Profit/Average LossN/A
 

 

Profitable Trades
Total71
Long42
Short29
  
Average Profit1.7386 Pts
Highest Profit15.5400 Pts
Lowest Profit0.0100 Pts
Most Consecutive6
 

 

Unprofitable Trades
Total110
Long60
Short50
  
Average Loss-0.7039 Pts
Highest Loss-4.5000 Pts
Lowest Loss0.0000 Pts
Most Consecutive6
 

 

Maximum Position Excursions
Long Favorable8.9375 Pts
Short Favorable19.3000 Pts
Long Adverse-4.5000 Pts
Short Adverse-4.7656 Pts
 

 

Trade Efficiency
Average Entry49.80 %
Average Exit36.63 %
Average Total-13.01 %
  
Average Long Entry51.14 %
Average Long Exit36.56 %
Average Long Total-12.30 %
  
Average Short Entry48.07 %
Average Short Exit36.73 %
Average Short Total-13.93 %
 

 
Performance Indices
Buy & Hold Index206.35 %
Profit/Loss Index37.28 %
Reward/Risk Index100.00 %

 

Accounting
Initial Equity0.0000 Pts
Trade Profit123.4438 Pts
Trade Loss-77.4261 Pts
Commissions0.0000 Pts
Interest Credited0.0000 Pts
Interest Charged0.0000 Pts
Final Equity46.0177 Pts
Open Positions0.6600 Pts
 

 

Account Variation
Highest Account Balance52.2982 Pts
Lowest Account Balance0.0000 Pts
Highest Portfolio Value16.9900 Pts
Highest Open Drawdown0.0000 Pts
Highest Closed Drawdown0.0000 Pts
 

 

Account Events
Margin Calls0
Overdrafts0
 

 

Profitable Timing
Average Trade Length10
Longest Trade Length32
Shortest Trade Length1
Total Trade Length724
 

 

Unprofitable Timing
Average Trade Length3
Longest Trade Length11
Shortest Trade Length1
Total Trade Length343
 

 

Out of Market Timing
Average7
Longest38
Total932
 

 

Optimization Variables
OPT113.00
OPT27.00
OPT346.00
OPT454.00
OPT5N/A
OPT6N/A
OPT7N/A
OPT8N/A
OPT9N/A
OPT10N/A
 

 
     

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Disclaimer: This material is for your private information. We are not soliciting any action based upon it. Opinions expressed are present opinions only. The material is based upon information considered reliable, but we do not represent that is accurate or complete, and it should not be relied upon as such. We, or persons involved in the preparation or issuance of this material may, from time to time, have long or short positions in, and buy or sell the securities or options of companies mentioned herein.