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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 with stopsPS QQQ (QQQQ) (QQQQ)
Simulation Date 6/18/2008 11:25:42 PM2000 Daily Bars 6/29/2000 Through 6/13/2008 (2906 Days)
Optimized System Points Only Test 
 
Performance
Profit47.5377 Pts
PerformanceN/A
Annualized PerformanceN/A
Buy & Hold Profit-43.2706 Pts
Buy & Hold PerformanceN/A
Buy & Hold Annualized PerformanceN/A

 

Trade Summary
Total Trades209
Trade Efficiency1.64 %
Average Profit/Average LossN/A
 

 

Profitable Trades
Total136
Long82
Short54
  
Average Profit0.6825 Pts
Highest Profit7.0161 Pts
Lowest Profit0.0091 Pts
Most Consecutive12
 

 

Unprofitable Trades
Total73
Long42
Short31
  
Average Loss-0.6204 Pts
Highest Loss-4.5000 Pts
Lowest Loss0.0000 Pts
Most Consecutive6
 

 

Maximum Position Excursions
Long Favorable8.1900 Pts
Short Favorable9.9062 Pts
Long Adverse-4.5000 Pts
Short Adverse-4.7656 Pts
 

 

Trade Efficiency
Average Entry43.84 %
Average Exit57.79 %
Average Total1.64 %
  
Average Long Entry44.36 %
Average Long Exit58.77 %
Average Long Total3.14 %
  
Average Short Entry43.09 %
Average Short Exit56.36 %
Average Short Total-0.55 %
 

 
Performance Indices
Buy & Hold Index209.86 %
Profit/Loss Index51.21 %
Reward/Risk Index100.00 %

 

Accounting
Initial Equity0.0000 Pts
Trade Profit92.8245 Pts
Trade Loss-45.2868 Pts
Commissions0.0000 Pts
Interest Credited0.0000 Pts
Interest Charged0.0000 Pts
Final Equity47.5377 Pts
Open Positions0.0000 Pts
 

 

Account Variation
Highest Account Balance50.4848 Pts
Lowest Account Balance0.0000 Pts
Highest Portfolio Value8.1900 Pts
Highest Open Drawdown0.0000 Pts
Highest Closed Drawdown0.0000 Pts
 

 

Account Events
Margin Calls0
Overdrafts0
 

 

Profitable Timing
Average Trade Length2
Longest Trade Length7
Shortest Trade Length1
Total Trade Length332
 

 

Unprofitable Timing
Average Trade Length1
Longest Trade Length2
Shortest Trade Length1
Total Trade Length98
 

 

Out of Market Timing
Average9
Longest45
Total1570
 

 

Optimization Variables
OPT113.00
OPT24.00
OPT340.00
OPT454.00
OPT59.00
OPT69.00
OPT72.00
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.