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117 Performance Summary: All Trades (Long) Total net profit | $ 62375.00 | Open position P/L | $ 0.00 | Gross profit | $109550.00 | Gross loss | $-47175.00 | Total # of trades | | Percent profitable | | Number winning trades | | Number losing trades | | Largest winning trade | $ 2450.00 | Largest losing trade | $ -6500.00 | Average winning trade | $ 2028.70 | Average losing trade | $ -4717.50 | Ratio avg win/avg loss | 0.43 | Avg trade (win & loss) | $ 974.61 | Max consec. winners | | Max consec. losers | | Avg # bars in winners | | Avg # bars in losers | | Max intraday drawdown | $-10175.00 | | | Profit factor | 2.32 | Max # contracts held | | Account size required | $ 10175.00 | Return on account | 613% |
Short Positions Figure 18.2 illustrates the short positions for pull-backs-in-trends. These signals are not necessarily exactly where we would have placed them by hand, but they are fairly close and illustrative of the pattern; the first short signal is perhaps the closest to the kind we marked. Table 18.2 presents the performance summary for this pattern. There were fewer trades taken for the shorts (only 26) than the longs; 81 percent were wins. The drawdown was a little lower than that for the longs: $8,975, which is a little on the high side for a net profit of $20,425. The basic behavior of the two systems was similar; however, we would not feel comfortable trading this system on its own because of the small number of trades taken over the three-year period. results for the Multiple-Bottoms and Multiple-Tops Patterns Bottoms (Long) Positions Figure 18.3 is the chart for the multiple-bottoms pattern (long positions). This chart clearly illustrates the multiple-bottoms pattern and, in many cases, the network marked the bottoms almost exactly where we would have by hand. Table 18.3 provides the performance summary for this pattern. This system did very well: 95 percent (or 18 out of the 19 trades taken) were winners. Again, the drawdown ($12,025) is a little high for the net profit ($29,500). The number of trades is smaller than we would like for statistical reasons. Table 18.1 Trading performance summary using the pattern in Figure 18.1
Table i 8.1 Trading performance summary using the pattern in Figure 18.L Performance Summary: All Trades (Long) Total net profit Gross profit Total # of trades Number winning trades Largest winning trade Average winning trade Ratio avg win/avg loss Max consec. winners Avg # bars in winners Max intraday drawdown Profit factor Account size required $ 62375.00 $109550.00 64 54 $ 2450.00 $ 2028.70 0.43 15 3 $-10175.00 2.32 $ 10175.00 Gross loss Percent profitable Number losing trades Largest losing trade Average losing trade Avg trade (win & loss) Max consec. losers Avg # bars in losers Max # contracts held Return on account $ 0.00 $-47175.00 84% 10 $ -6500.00 $ -4717.50 $ 974.61 613% Short Positions Figure 18.2 illustrates the short positions for pull-backs-in-trends. These signals are not necessarily exactly where we would have placed them by hand, but they are fairly close and illustrative of the pattern; the first short signal is perhaps the closest to the kind we marked. Table 18.2 presents the performance summary for this pattern. There were fewer trades taken for the shorts (only 26) than the longs; 81 percent were wins. The drawdown was a little lower than that for the longs: $8,975, which is a little on the high side for a net profit of $20,425. The basic behavior of the two systems was similar; however, we would not feel comfortable trading this system on its own because of the small number of trades taken over the three-year period. Results for the Multiple-Bottoms and Multiple-Tops Patterns Bottoms (Long) Positions Figure 18.3 is the chart for the multiple-bottoms pattern (long positions). This chart clearly illustrates the multiple-bottoms pattern and, in many cases, the network marked the bottoms almost exactly where we would have by hand. Table 18.3 provides the performance summary for this pattern. This system did very well: 95 percent (or 18 out of the 19 trades taken) were winners. Again, the drawdown ($12,025) is a little high for the net profit ($29,500). The number of trades is smaller than we would like for statistical reasons.
JUL. Source: Chartereated with TradeStation® by Omega Research, Inc. Table .2 trading performance summary using the pattern in Figure 18.2 Performance Summary: All Trades (Short) Total net pnfit | | 20425.00 | Open position P/L | $ 0.00 | Gross profit | | 42225.00 | Gross loss | $-21800.00 | Total # of trades | | | Percent profitable | | Number winaing trades | | | Number losing trades | | Largest winneBj trade | | 2225.00 | Largest losing trade | $ -6500.00 | Average winning trade | | 2010.71 | Average losing trade | $ -4360.00 | Ratio avg winftwg loss | | 0.46 | Avg trade (win & loss) | $ 785.58 | Max consec. winners | | | Max consec. losers | | Avg # bars in winners | | | Avg # bars in losers | | Max intraday Aawdown | | -8975.00 | | | Profit factor | | 1.94 | Max # contracts held | | Account size required | | 8975.00 | Return on account | 228% |
figure1&2 The short positions of the pull-backs-in-trends pattern.
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