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Foliage's E-Mini NQ100 trading system


http://www.collective2.com/cgi-perl/systems.mpl?session=1806120558510333256636390093&want=publicdetails&systemid=17894465&fromoutside=1&donealready=1

C2 rank list:
http://www.collective2.com/cgi-perl/newsearch.mpl?want=all&session=47585529117521092135066799110662783

This is a computer auto trade system.

This system only trades Emini NQ100.
Buy or short after market open(around 9:30AM EST)
Sell or cover before market close(around 16:00PM EST)

Backtest from Mar. 10th, 1999 to Jan. 19th, 2006.

Capital increase percentage based on average NQ price.

On yearly1 chart:
Red line shows the trades on C2 from 01/20/2006 to 02/06/2006

I trade 40 contracts every time, assume average NQ price is
$1700, profit $52000, capital = 1700 * 40 = 68000
Capital increasement = 52000/ 68000 = 76%
On the following chart, it is about 83% because I use average NQ
price is $1565.5 from 2005 -01-01 to present

Lost trades:(My fucntion get_last_quote() has a small bug,
there are three days can not go to C2 although my system
send a signal. I keep narrowing the line range for this bug)

long 40 @NQH6 1693 2006-01-24 09:31 sell 1696.5 2006-01-24 15:58
short 40 @NQH6 1719 2006-02-02 09:31 sell 1695 2006-02-02 15:58
long 40 @NQH6 1675 2006-02-08 09:31 sell 1680 2006-02-08 15:58

There is one thing I need to mention here:
If I do not set up stop loss limit, I can earn more 20% percent every
year. But I use stop loss limit in case some thing like 911 happens
during my trading time.

If you can want to earn more, you may increase the stop loss range
several points than mine. I will public my stop loss limit for every
trade on C2.
Backtest result statistics.

Overall statistics:

winratio= 6957.630/(6957.630 + 3897.550) = 64.095%
nprofit = 3060.080 avgprofit 5.698 avgearn 12.956 avglose -7.258
Gross Profit (Points): 6957.630
Gross Loss (Points): (3897.550)
Net Profit (Points): 3060.080
Total # of Trades: 537
Num. WinningTrade: 311 57.91%
Num. Losing Trade: 226 42.09%
Num. Long: 292 54.38%
Num. Short: 245 45.62%
Max.WinningTrade (Points): 212.380
Max.Losing Trade (Points):(121.170)
Avg.WinningTrade (Points): 22.372
Avg.Losing Trade (Points): (17.246)
Stoloss (Points): (14.000)



Year 1999 statistics:

winratio= 870.210/(870.210 + 508.190) = 63.132%
profit = 362.020 avgprofit 8.045 avgearn 19.338 avglose -11.293
Gross Profit (Points): 870.210
Gross Loss (Points): ( 508.190)
Net Profit (Points): 362.020
Total # of Trades: 45
Num. WinningTrade: 28 62.22%
Num. Losing Trade: 17 37.78%
Num. Long: 29 64.44%
Num. Short: 16 35.56%
Max.WinningTrade (Points): 119.770
Max.Losing Trade (Points) 37.150)
Avg.WinningTrade (Points): 31.079
Avg.Losing Trade (Points): (29.894)



Year 2000 statistics:

winratio= 1965.010/(1965.010 + 805.980) = 70.914%
profit = 1159.030 avgprofit 34.089 avgearn 57.794 avglose -23.705
Gross Profit (Points): 1965.010
Gross Loss (Points): ( 805.980)
Net Profit (Points): 1159.030
Total # of Trades: 34
Num. WinningTrade: 19 55.88%
Num. Losing Trade: 15 44.12%
Num. Long: 14 41.18%
Num. Short: 20 58.82%
Max.WinningTrade (Points): 303.570
Max.Losing Trade (Points):(121.170)
Avg.WinningTrade (Points): 103.422
Avg.Losing Trade (Points): (53.732)



Year 2001 statistics:

winratio= 814.270/(814.270 + 620.680) = 56.746%
profit = 193.590 avgprofit 4.119 avgearn 17.325 avglose -13.206
Gross Profit (Points): 814.270
Gross Loss (Points): ( 620.680)
Net Profit (Points): 193.590
Total # of Trades: 47
Num. WinningTrade: 26 55.32%
Num. Losing Trade: 21 44.68%
Num. Long: 24 51.06%
Num. Short: 23 48.94%
Max.WinningTrade (Points): 121.280
Max.Losing Trade (Points) 53.250)
Avg.WinningTrade (Points): 31.318
Avg.Losing Trade (Points): (29.556)



Year 2002 statistics:

winratio= 787.210/(787.210 + 410.770) = 65.711%
profit = 376.440 avgprofit 6.971 avgearn 14.578 avglose -7.607
Gross Profit (Points): 787.210
Gross Loss (Points): ( 410.770)
Net Profit (Points): 376.440
Total # of Trades: 54
Num. WinningTrade: 29 53.70%
Num. Losing Trade: 25 46.30%
Num. Long: 28 51.85%
Num. Short: 26 48.15%
Max.WinningTrade (Points): 88.630
Max.Losing Trade (Points) 29.220)
Avg.WinningTrade (Points): 27.145
Avg.Losing Trade (Points): (16.431)



Year 2003 statistics:

winratio= 831.960/(831.960 + 492.980) = 62.792%
profit = 338.980 avgprofit 3.291 avgearn 8.077 avglose -4.786
Gross Profit (Points): 831.960
Gross Loss (Points): ( 492.980)
Net Profit (Points): 338.980
Total # of Trades: 103
Num. WinningTrade: 63 61.17%
Num. Losing Trade: 40 38.83%
Num. Long: 53 51.46%
Num. Short: 50 48.54%
Max.WinningTrade (Points): 55.300
Max.Losing Trade (Points) 36.570)
Avg.WinningTrade (Points): 13.206
Avg.Losing Trade (Points): (12.324)



Year 2004 statistics:

winratio= 883.400/(883.400 + 593.120) = 59.830%
profit = 290.280 avgprofit 2.502 avgearn 7.616 avglose -5.113
Gross Profit (Points): 883.400
Gross Loss (Points): ( 593.120)
Net Profit (Points): 290.280
Total # of Trades: 116
Num. WinningTrade: 64 55.17%
Num. Losing Trade: 52 44.83%
Num. Long: 63 54.31%
Num. Short: 53 45.69%
Max.WinningTrade (Points): 56.500
Max.Losing Trade (Points) 41.310)
Avg.WinningTrade (Points): 13.803
Avg.Losing Trade (Points): (11.406)



Year 2005 statistics:

winratio= 759.610/(759.610 + 464.240) = 62.067%
profit = 295.370 avgprofit 2.238 avgearn 5.755 avglose -3.517
Gross Profit (Points): 759.610
Gross Loss (Points): ( 464.240)
Net Profit (Points): 295.370
Total # of Trades: 132
Num. WinningTrade: 77 58.33%
Num. Losing Trade: 55 41.67%
Num. Long: 75 56.82%
Num. Short: 57 43.18%
Max.WinningTrade (Points): 32.510
Max.Losing Trade (Points) 31.750)
Avg.WinningTrade (Points): 9.865
Avg.Losing Trade (Points): ( 8.441)



Year 2006 statistics:

winratio= 45.960/( 45.960 + 1.590) = 96.656%
profit = 44.370 avgprofit 7.395 avgearn 7.660 avglose -0.265
Gross Profit (Points): 45.960
Gross Loss (Points): ( 1.590)
Net Profit (Points): 44.370
Total # of Trades: 6
Num. WinningTrade: 5 83.33%
Num. Losing Trade: 1 16.67%
Num. Long: 6 100.00%
Num. Short: 0 0.00%
Max.WinningTrade (Points): 16.820
Max.Losing Trade (Points) 1.590)
Avg.WinningTrade (Points): 9.192
Avg.Losing Trade (Points): ( 1.590)

Realtime test record on C2 from 01/20/2006
http://www.collective2.com/cgi-perl/systems.mpl?session=1806120558510333256636390093&want=publicdetails&systemid=17894465&fromoutside=1&donealready=1
Backtest record:
long 19990317 1 entry 2073.14 close 2064.50 profit(P) -8.64 Total profit(P) -8.64
long 19990415 2 entry 2103.63 close 2135.81 profit(P) 32.18 Total profit(P) 23.54
long 19990505 3 entry 2097.55 close 2155.77 profit(P) 58.22 Total profit(P) 81.76
short 19990519 4 entry 2159.36 close 2186.20 profit(P) -26.84 Total profit(P) 54.92
short 19990520 5 entry 2186.31 close 2139.95 profit(P) 46.36 Total profit(P) 101.28
short 19990525 6 entry 2060.59 close 1999.04 profit(P) 61.55 Total profit(P) 162.83
short 19990601 7 entry 2089.70 close 2025.79 profit(P) 63.91 Total profit(P) 226.74
long 19990602 8 entry 2025.79 close 2074.54 profit(P) 48.75 Total profit(P) 275.49
long 19990621 9 entry 2205.46 close 2268.66 profit(P) 63.20 Total profit(P) 338.69
short 19990630 10 entry 2280.07 close 2296.77 profit(P) -16.70 Total profit(P) 321.99
long 19990702 11 entry 2322.32 close 2347.88 profit(P) 25.56 Total profit(P) 347.55
long 19990707 12 entry 2331.12 close 2340.67 profit(P) 9.55 Total profit(P) 357.10
long 19990716 13 entry 2429.27 close 2459.48 profit(P) 30.21 Total profit(P) 387.31
short 19990721 14 entry 2329.32 close 2363.63 profit(P) -34.31 Total profit(P) 353.00
long 19990722 15 entry 2363.63 stop 2314.63 profit(P) -49.00 Total profit(P) 304.00
short 19990730 16 entry 2263.06 close 2270.93 profit(P) -7.87 Total profit(P) 296.13
short 19990802 17 entry 2270.93 close 2264.81 profit(P) 6.12 Total profit(P) 302.25
long 19990804 18 entry 2239.18 close 2204.33 profit(P) -34.85 Total profit(P) 267.40
long 19990805 19 entry 2204.33 close 2232.23 profit(P) 27.90 Total profit(P) 295.30
short 19990809 20 entry 2212.15 close 2187.61 profit(P) 24.54 Total profit(P) 319.84
long 19990810 21 entry 2187.61 stop 2123.61 profit(P) -64.00 Total profit(P) 255.84
long 19990812 22 entry 2241.80 close 2214.33 profit(P) -27.47 Total profit(P) 228.37
long 19990816 23 entry 2307.06 close 2313.08 profit(P) 6.02 Total profit(P) 234.39
short 19990818 24 entry 2337.37 close 2317.39 profit(P) 19.98 Total profit(P) 254.37
long 19990824 25 entry 2385.84 close 2404.82 profit(P) 18.98 Total profit(P) 273.35
long 19990825 26 entry 2404.82 close 2460.92 profit(P) 56.10 Total profit(P) 329.45
long 19990827 27 entry 2417.30 close 2402.57 profit(P) -14.73 Total profit(P) 314.72
short 19990830 28 entry 2402.57 close 2366.88 profit(P) 35.69 Total profit(P) 350.41
long 19990908 29 entry 2491.82 close 2454.67 profit(P) -37.15 Total profit(P) 313.26
short 19990916 30 entry 2459.79 close 2466.88 profit(P) -7.09 Total profit(P) 306.17
long 19990922 31 entry 2474.57 close 2513.94 profit(P) 39.37 Total profit(P) 345.54
long 19990929 32 entry 2428.32 close 2398.78 profit(P) -29.54 Total profit(P) 316.00
long 19991004 33 entry 2406.45 close 2467.92 profit(P) 61.47 Total profit(P) 377.47
long 19991005 34 entry 2468.44 close 2471.50 profit(P) 3.06 Total profit(P) 380.53
short 19991007 35 entry 2535.69 close 2532.00 profit(P) 3.69 Total profit(P) 384.22
long 19991011 36 entry 2556.86 close 2578.88 profit(P) 22.02 Total profit(P) 406.24
long 19991014 37 entry 2463.26 close 2470.99 profit(P) 7.73 Total profit(P) 413.97
long 19991018 38 entry 2401.20 stop 2335.20 profit(P) -66.00 Total profit(P) 347.97
short 19991102 39 entry 2617.07 close 2626.99 profit(P) -9.92 Total profit(P) 338.05
long 19991112 40 entry 2851.36 stop 2787.36 profit(P) -64.00 Total profit(P) 274.05
short 19991115 41 entry 2891.58 close 2875.87 profit(P) 15.71 Total profit(P) 289.76
long 19991119 42 entry 3001.28 close 3028.84 profit(P) 27.56 Total profit(P) 317.32
long 19991210 43 entry 3172.38 close 3203.28 profit(P) 30.90 Total profit(P) 348.22
long 19991223 44 entry 3566.40 close 3590.28 profit(P) 23.88 Total profit(P) 372.10
short 19991227 45 entry 3588.43 close 3598.51 profit(P) -10.08 Total profit(P) 362.02
long 20000128 46 entry 3595.89 stop 3430.89 profit(P) -165.00 Total profit(P) 197.02
short 20000202 47 entry 3700.20 close 3724.46 profit(P) -24.26 Total profit(P) 172.76
short 20000204 48 entry 3858.60 close 3874.37 profit(P) -15.77 Total profit(P) 156.99
short 20000211 49 entry 4090.26 close 3968.89 profit(P) 121.37 Total profit(P) 278.36
short 20000216 50 entry 3997.03 close 3997.97 profit(P) -0.94 Total profit(P) 277.42
long 20000302 51 entry 4311.97 close 4234.26 profit(P) -77.71 Total profit(P) 199.71
short 20000320 52 entry 4443.35 close 4261.15 profit(P) 182.20 Total profit(P) 381.91
short 20000329 53 entry 4583.81 close 4413.92 profit(P) 169.89 Total profit(P) 551.80
long 20000515 54 entry 3404.56 close 3512.11 profit(P) 107.55 Total profit(P) 659.35
long 20000518 55 entry 3547.52 close 3426.35 profit(P) -121.17 Total profit(P) 538.18
long 20000524 56 entry 3023.49 close 3180.31 profit(P) 156.82 Total profit(P) 695.00
long 20000525 57 entry 3181.50 close 3099.28 profit(P) -82.22 Total profit(P) 612.78
short 20000606 58 entry 3730.31 close 3646.32 profit(P) 83.99 Total profit(P) 696.77
short 20000612 59 entry 3761.15 close 3638.42 profit(P) 122.73 Total profit(P) 819.50
long 20000620 60 entry 3933.70 close 3933.83 profit(P) 0.13 Total profit(P) 819.63
short 20000622 61 entry 3968.85 close 3804.11 profit(P) 164.74 Total profit(P) 984.37
long 20000706 62 entry 3648.13 close 3793.48 profit(P) 145.35 Total profit(P) 1129.72
long 20000713 63 entry 3901.12 close 3956.67 profit(P) 55.55 Total profit(P) 1185.27
short 20000714 64 entry 3962.82 close 4041.15 profit(P) -78.33 Total profit(P) 1106.94
short 20000728 65 entry 3689.69 close 3477.31 profit(P) 212.38 Total profit(P) 1319.32
long 20000804 66 entry 3624.17 close 3618.63 profit(P) -5.54 Total profit(P) 1313.78
short 20000807 67 entry 3618.63 close 3710.39 profit(P) -91.76 Total profit(P) 1222.02
long 20000814 68 entry 3644.63 close 3719.61 profit(P) 74.98 Total profit(P) 1297.00
short 20000818 69 entry 3830.59 close 3807.51 profit(P) 23.08 Total profit(P) 1320.08
long 20000822 70 entry 3832.10 close 3827.89 profit(P) -4.21 Total profit(P) 1315.87
long 20000824 71 entry 3897.05 close 3949.57 profit(P) 52.52 Total profit(P) 1368.39
short 20000830 72 entry 3951.67 close 3968.73 profit(P) -17.06 Total profit(P) 1351.33
short 20000906 73 entry 3978.23 close 3837.62 profit(P) 140.61 Total profit(P) 1491.94
short 20000918 74 entry 3676.33 close 3585.52 profit(P) 90.81 Total profit(P) 1582.75
short 20000920 75 entry 3756.40 close 3790.45 profit(P) -34.05 Total profit(P) 1548.70
long 20000927 76 entry 3631.08 close 3571.90 profit(P) -59.18 Total profit(P) 1489.52
short 20001023 77 entry 3451.40 close 3422.00 profit(P) 29.40 Total profit(P) 1518.92
short 20001226 78 entry 2435.51 close 2404.60 profit(P) 30.91 Total profit(P) 1549.83
short 20001228 79 entry 2435.84 close 2464.62 profit(P) -28.78 Total profit(P) 1521.05
long 20010116 80 entry 2502.66 close 2470.72 profit(P) -31.94 Total profit(P) 1489.11
long 20010123 81 entry 2642.33 close 2730.05 profit(P) 87.72 Total profit(P) 1576.83
long 20010202 82 entry 2605.64 stop 2509.64 profit(P) -96.00 Total profit(P) 1480.83
long 20010212 83 entry 2247.20 close 2286.76 profit(P) 39.56 Total profit(P) 1520.39
long 20010321 84 entry 1624.31 close 1605.04 profit(P) -19.27 Total profit(P) 1501.12
short 20010507 85 entry 1924.68 close 1895.41 profit(P) 29.27 Total profit(P) 1530.39
long 20010511 86 entry 1842.65 close 1821.20 profit(P) -21.45 Total profit(P) 1508.94
long 20010521 87 entry 1931.29 close 2052.57 profit(P) 121.28 Total profit(P) 1630.22
short 20010525 88 entry 2000.12 close 1960.74 profit(P) 39.38 Total profit(P) 1669.60
long 20010605 89 entry 1853.65 close 1923.90 profit(P) 70.25 Total profit(P) 1739.85
long 20010606 90 entry 1931.45 close 1903.84 profit(P) -27.61 Total profit(P) 1712.24
long 20010621 91 entry 1714.00 close 1751.22 profit(P) 37.22 Total profit(P) 1749.46
short 20010627 92 entry 1755.25 close 1756.02 profit(P) -0.77 Total profit(P) 1748.69
short 20010702 93 entry 1831.42 close 1830.19 profit(P) 1.23 Total profit(P) 1749.92
long 20010713 94 entry 1741.36 close 1751.11 profit(P) 9.75 Total profit(P) 1759.67
short 20010725 95 entry 1609.37 close 1627.86 profit(P) -18.49 Total profit(P) 1741.18
long 20010726 96 entry 1624.22 close 1673.39 profit(P) 49.17 Total profit(P) 1790.35
long 20010730 97 entry 1689.21 close 1670.03 profit(P) -19.18 Total profit(P) 1771.17
short 20010731 98 entry 1678.71 close 1683.61 profit(P) -4.90 Total profit(P) 1766.27
long 20010809 99 entry 1622.45 close 1628.92 profit(P) 6.47 Total profit(P) 1772.74
short 20010810 100 entry 1621.50 close 1617.45 profit(P) 4.05 Total profit(P) 1776.79
long 20010820 101 entry 1518.19 close 1535.99 profit(P) 17.80 Total profit(P) 1794.59
short 20010821 102 entry 1538.80 close 1480.74 profit(P) 58.06 Total profit(P) 1852.65
short 20010823 103 entry 1513.37 close 1496.98 profit(P) 16.39 Total profit(P) 1869.04
long 20010827 104 entry 1576.16 close 1578.33 profit(P) 2.17 Total profit(P) 1871.21
long 20010828 105 entry 1579.55 close 1526.30 profit(P) -53.25 Total profit(P) 1817.96
short 20010829 106 entry 1538.16 close 1499.76 profit(P) 38.40 Total profit(P) 1856.36
short 20010904 107 entry 1466.32 close 1424.12 profit(P) 42.20 Total profit(P) 1898.56
long 20010919 108 entry 1230.14 stop 1178.14 profit(P) -52.00 Total profit(P) 1846.56
long 20010925 109 entry 1194.09 close 1187.77 profit(P) -6.32 Total profit(P) 1840.24
short 20010928 110 entry 1158.07 stop 1215.07 profit(P) -57.00 Total profit(P) 1783.24
short 20011001 111 entry 1161.74 close 1151.24 profit(P) 10.50 Total profit(P) 1793.74
long 20011009 112 entry 1278.99 close 1244.56 profit(P) -34.43 Total profit(P) 1759.31
long 20011016 113 entry 1390.37 close 1404.81 profit(P) 14.44 Total profit(P) 1773.75
long 20011018 114 entry 1315.34 close 1330.33 profit(P) 14.99 Total profit(P) 1788.74
short 20011022 115 entry 1340.96 close 1383.07 profit(P) -42.11 Total profit(P) 1746.63
short 20011106 116 entry 1471.11 stop 1518.11 profit(P) -47.00 Total profit(P) 1699.63
short 20011116 117 entry 1586.80 close 1582.14 profit(P) 4.66 Total profit(P) 1704.29
long 20011204 118 entry 1582.07 close 1634.27 profit(P) 52.20 Total profit(P) 1756.49
long 20011206 119 entry 1715.01 close 1717.97 profit(P) 2.96 Total profit(P) 1759.45
short 20011214 120 entry 1601.22 close 1605.67 profit(P) -4.45 Total profit(P) 1755.00
short 20011217 121 entry 1607.08 stop 1650.08 profit(P) -43.00 Total profit(P) 1712.00
short 20011224 122 entry 1581.16 close 1577.31 profit(P) 3.85 Total profit(P) 1715.85
short 20011226 123 entry 1583.69 stop 1614.69 profit(P) -31.00 Total profit(P) 1684.85
short 20011227 124 entry 1599.25 close 1606.48 profit(P) -7.23 Total profit(P) 1677.62
short 20011228 125 entry 1617.85 close 1621.13 profit(P) -3.28 Total profit(P) 1674.34
short 20011231 126 entry 1617.35 close 1577.05 profit(P) 40.30 Total profit(P) 1714.64
short 20020103 127 entry 1618.30 stop 1651.30 profit(P) -33.00 Total profit(P) 1681.64
short 20020115 128 entry 1607.01 close 1612.46 profit(P) -5.45 Total profit(P) 1676.19
long 20020123 129 entry 1511.95 close 1549.21 profit(P) 37.26 Total profit(P) 1713.45
long 20020128 130 entry 1573.39 close 1564.86 profit(P) -8.53 Total profit(P) 1704.92
short 20020129 131 entry 1570.70 close 1519.33 profit(P) 51.37 Total profit(P) 1756.29
short 20020131 132 entry 1549.47 close 1550.17 profit(P) -0.70 Total profit(P) 1755.59
short 20020201 133 entry 1544.42 close 1528.15 profit(P) 16.27 Total profit(P) 1771.86
long 20020205 134 entry 1468.61 close 1462.86 profit(P) -5.75 Total profit(P) 1766.11
short 20020207 135 entry 1445.11 close 1413.86 profit(P) 31.25 Total profit(P) 1797.36
long 20020211 136 entry 1451.13 close 1477.64 profit(P) 26.51 Total profit(P) 1823.87
short 20020215 137 entry 1477.46 close 1436.70 profit(P) 40.76 Total profit(P) 1864.63
long 20020219 138 entry 1421.07 stop 1386.07 profit(P) -35.00 Total profit(P) 1829.63
short 20020222 139 entry 1351.24 close 1356.16 profit(P) -4.92 Total profit(P) 1824.71
long 20020225 140 entry 1366.44 close 1407.99 profit(P) 41.55 Total profit(P) 1866.26
short 20020226 141 entry 1416.10 close 1401.19 profit(P) 14.91 Total profit(P) 1881.17
long 20020228 142 entry 1386.15 close 1359.22 profit(P) -26.93 Total profit(P) 1854.24
short 20020314 143 entry 1488.36 close 1477.19 profit(P) 11.17 Total profit(P) 1865.41
long 20020315 144 entry 1484.46 close 1495.41 profit(P) 10.95 Total profit(P) 1876.36
short 20020320 145 entry 1482.10 close 1451.02 profit(P) 31.08 Total profit(P) 1907.44
short 20020325 146 entry 1473.62 close 1427.60 profit(P) 46.02 Total profit(P) 1953.46
long 20020401 147 entry 1440.38 close 1478.52 profit(P) 38.14 Total profit(P) 1991.60
short 20020423 148 entry 1348.93 close 1322.81 profit(P) 26.12 Total profit(P) 2017.72
long 20020425 149 entry 1295.59 close 1302.32 profit(P) 6.73 Total profit(P) 2024.45
short 20020521 150 entry 1300.82 close 1255.91 profit(P) 44.91 Total profit(P) 2069.36
short 20020523 151 entry 1270.28 close 1286.77 profit(P) -16.49 Total profit(P) 2052.87
long 20020528 152 entry 1264.13 close 1244.82 profit(P) -19.31 Total profit(P) 2033.56
long 20020529 153 entry 1232.16 close 1218.68 profit(P) -13.48 Total profit(P) 2020.08
long 20020531 154 entry 1237.56 close 1208.34 profit(P) -29.22 Total profit(P) 1990.86
short 20020605 155 entry 1182.74 close 1195.60 profit(P) -12.86 Total profit(P) 1978.00
short 20020610 156 entry 1142.51 close 1135.62 profit(P) 6.89 Total profit(P) 1984.89
long 20020611 157 entry 1148.72 stop 1113.72 profit(P) -35.00 Total profit(P) 1949.89
long 20020612 158 entry 1092.45 close 1123.34 profit(P) 30.89 Total profit(P) 1980.78
long 20020613 159 entry 1117.22 close 1106.54 profit(P) -10.68 Total profit(P) 1970.10
short 20020620 160 entry 1094.53 close 1062.45 profit(P) 32.08 Total profit(P) 2002.18
short 20020628 161 entry 1047.56 close 1051.41 profit(P) -3.85 Total profit(P) 1998.33
short 20020702 162 entry 989.25 close 963.66 profit(P) 25.59 Total profit(P) 2023.92
long 20020703 163 entry 957.26 close 995.68 profit(P) 38.42 Total profit(P) 2062.34
short 20020723 164 entry 943.29 close 896.82 profit(P) 46.47 Total profit(P) 2108.81
long 20020801 165 entry 954.56 stop 913.56 profit(P) -41.00 Total profit(P) 2067.81
long 20020813 166 entry 933.74 close 907.62 profit(P) -26.12 Total profit(P) 2041.69
long 20021024 167 entry 992.50 close 964.91 profit(P) -27.59 Total profit(P) 2014.10
long 20021025 168 entry 964.01 close 995.55 profit(P) 31.54 Total profit(P) 2045.64
long 20021031 169 entry 990.39 close 989.54 profit(P) -0.85 Total profit(P) 2044.79
long 20021101 170 entry 981.24 close 1019.06 profit(P) 37.82 Total profit(P) 2082.61
short 20021106 171 entry 1057.59 close 1065.86 profit(P) -8.27 Total profit(P) 2074.34
long 20021111 172 entry 1004.41 stop 974.41 profit(P) -30.00 Total profit(P) 2044.34
short 20021125 173 entry 1118.01 close 1127.06 profit(P) -9.05 Total profit(P) 2035.29
long 20021210 174 entry 1022.39 close 1033.07 profit(P) 10.68 Total profit(P) 2045.97
short 20021212 175 entry 1047.47 close 1039.95 profit(P) 7.52 Total profit(P) 2053.49
long 20021223 176 entry 1012.46 close 1032.30 profit(P) 19.84 Total profit(P) 2073.33
long 20021224 177 entry 1026.57 close 1023.29 profit(P) -3.28 Total profit(P) 2070.05
short 20021226 178 entry 1026.44 close 1016.46 profit(P) 9.98 Total profit(P) 2080.03
short 20021227 179 entry 1012.34 close 997.85 profit(P) 14.49 Total profit(P) 2094.52
long 20021231 180 entry 987.81 close 984.37 profit(P) -3.44 Total profit(P) 2091.08
long 20030106 181 entry 1034.02 close 1061.48 profit(P) 27.46 Total profit(P) 2118.54
long 20030107 182 entry 1063.18 close 1071.85 profit(P) 8.67 Total profit(P) 2127.21
short 20030113 183 entry 1101.24 close 1083.00 profit(P) 18.24 Total profit(P) 2145.45
short 20030115 184 entry 1096.96 close 1073.60 profit(P) 23.36 Total profit(P) 2168.81
long 20030121 185 entry 1022.94 close 1008.93 profit(P) -14.01 Total profit(P) 2154.80
long 20030128 186 entry 996.88 close 1001.41 profit(P) 4.53 Total profit(P) 2159.33
long 20030203 187 entry 987.37 close 987.07 profit(P) -0.30 Total profit(P) 2159.03
short 20030210 188 entry 961.69 close 969.96 profit(P) -8.27 Total profit(P) 2150.76
short 20030213 189 entry 959.56 close 951.90 profit(P) 7.66 Total profit(P) 2158.42
long 20030218 190 entry 990.21 close 1014.91 profit(P) 24.70 Total profit(P) 2183.12
long 20030220 191 entry 1010.50 close 1001.47 profit(P) -9.03 Total profit(P) 2174.09
long 20030228 192 entry 998.26 close 1009.74 profit(P) 11.48 Total profit(P) 2185.57
short 20030303 193 entry 1015.87 close 991.07 profit(P) 24.80 Total profit(P) 2210.37
long 20030304 194 entry 991.60 close 982.98 profit(P) -8.62 Total profit(P) 2201.75
long 20030305 195 entry 981.67 close 990.23 profit(P) 8.56 Total profit(P) 2210.31
short 20030311 196 entry 966.74 close 958.82 profit(P) 7.92 Total profit(P) 2218.23
long 20030312 197 entry 954.66 close 970.54 profit(P) 15.88 Total profit(P) 2234.11
short 20030314 198 entry 1034.43 close 1030.45 profit(P) 3.98 Total profit(P) 2238.09
long 20030326 199 entry 1065.78 close 1066.30 profit(P) 0.52 Total profit(P) 2238.61
long 20030415 200 entry 1044.33 close 1053.08 profit(P) 8.75 Total profit(P) 2247.36
long 20030421 201 entry 1083.75 close 1081.04 profit(P) -2.71 Total profit(P) 2244.65
short 20030424 202 entry 1100.84 close 1108.12 profit(P) -7.28 Total profit(P) 2237.37
long 20030428 203 entry 1086.58 close 1107.13 profit(P) 20.55 Total profit(P) 2257.92
long 20030430 204 entry 1111.54 close 1106.06 profit(P) -5.48 Total profit(P) 2252.44
long 20030501 205 entry 1104.38 close 1113.21 profit(P) 8.83 Total profit(P) 2261.27
short 20030505 206 entry 1139.60 close 1136.26 profit(P) 3.34 Total profit(P) 2264.61
long 20030513 207 entry 1152.75 close 1155.97 profit(P) 3.22 Total profit(P) 2267.83
long 20030514 208 entry 1161.47 stop 1141.47 profit(P) -20.00 Total profit(P) 2247.83
long 20030515 209 entry 1155.11 close 1162.93 profit(P) 7.82 Total profit(P) 2255.65
short 20030520 210 entry 1118.30 close 1112.85 profit(P) 5.45 Total profit(P) 2261.10
short 20030521 211 entry 1110.78 close 1113.68 profit(P) -2.90 Total profit(P) 2258.20
short 20030522 212 entry 1116.21 stop 1136.21 profit(P) -20.00 Total profit(P) 2238.20
short 20030523 213 entry 1128.41 close 1130.05 profit(P) -1.64 Total profit(P) 2236.56
short 20030527 214 entry 1123.66 stop 1144.66 profit(P) -21.00 Total profit(P) 2215.56
short 20030529 215 entry 1175.40 stop 1197.40 profit(P) -22.00 Total profit(P) 2193.56
short 20030602 216 entry 1210.77 close 1185.13 profit(P) 25.64 Total profit(P) 2219.20
long 20030603 217 entry 1183.60 close 1198.57 profit(P) 14.97 Total profit(P) 2234.17
short 20030609 218 entry 1206.95 close 1195.55 profit(P) 11.40 Total profit(P) 2245.57
long 20030610 219 entry 1201.26 close 1212.99 profit(P) 11.73 Total profit(P) 2257.30
short 20030612 220 entry 1233.48 close 1229.32 profit(P) 4.16 Total profit(P) 2261.46
short 20030613 221 entry 1231.75 close 1203.91 profit(P) 27.84 Total profit(P) 2289.30
short 20030617 222 entry 1247.57 close 1239.63 profit(P) 7.94 Total profit(P) 2297.24
long 20030618 223 entry 1233.83 close 1247.90 profit(P) 14.07 Total profit(P) 2311.31
long 20030623 224 entry 1220.19 stop 1194.19 profit(P) -26.00 Total profit(P) 2285.31
long 20030624 225 entry 1196.62 close 1191.70 profit(P) -4.92 Total profit(P) 2280.39
short 20030625 226 entry 1193.16 close 1188.33 profit(P) 4.83 Total profit(P) 2285.22
short 20030702 227 entry 1223.19 close 1245.75 profit(P) -22.56 Total profit(P) 2262.66
short 20030703 228 entry 1233.40 close 1231.34 profit(P) 2.06 Total profit(P) 2264.72
long 20030709 229 entry 1294.58 close 1295.16 profit(P) 0.58 Total profit(P) 2265.30
long 20030711 230 entry 1273.94 close 1280.57 profit(P) 6.63 Total profit(P) 2271.93
short 20030715 231 entry 1309.69 close 1294.47 profit(P) 15.22 Total profit(P) 2287.15
long 20030718 232 entry 1265.00 close 1259.91 profit(P) -5.09 Total profit(P) 2282.06
short 20030721 233 entry 1256.12 close 1240.78 profit(P) 15.34 Total profit(P) 2297.40
long 20030723 234 entry 1262.59 close 1268.52 profit(P) 5.93 Total profit(P) 2303.33
short 20030729 235 entry 1284.24 close 1275.17 profit(P) 9.07 Total profit(P) 2312.40
short 20030730 236 entry 1276.58 close 1263.78 profit(P) 12.80 Total profit(P) 2325.20
long 20030801 237 entry 1274.61 close 1264.34 profit(P) -10.27 Total profit(P) 2314.93
long 20030804 238 entry 1263.62 stop 1242.62 profit(P) -21.00 Total profit(P) 2293.93
long 20030805 239 entry 1263.79 stop 1238.79 profit(P) -25.00 Total profit(P) 2268.93
short 20030808 240 entry 1223.66 close 1207.28 profit(P) 16.38 Total profit(P) 2285.31
long 20030811 241 entry 1209.35 close 1223.14 profit(P) 13.79 Total profit(P) 2299.10
short 20030813 242 entry 1247.56 close 1240.37 profit(P) 7.19 Total profit(P) 2306.29
long 20030814 243 entry 1241.17 close 1251.90 profit(P) 10.73 Total profit(P) 2317.02
long 20030819 244 entry 1291.37 close 1299.69 profit(P) 8.32 Total profit(P) 2325.34
long 20030825 245 entry 1302.50 close 1306.64 profit(P) 4.14 Total profit(P) 2329.48
long 20030826 246 entry 1298.23 close 1309.05 profit(P) 10.82 Total profit(P) 2340.30
short 20030827 247 entry 1305.98 close 1318.93 profit(P) -12.95 Total profit(P) 2327.35
short 20030829 248 entry 1328.49 close 1341.20 profit(P) -12.71 Total profit(P) 2314.64
long 20030903 249 entry 1370.35 close 1360.19 profit(P) -10.16 Total profit(P) 2304.48
short 20030904 250 entry 1360.22 close 1373.26 profit(P) -13.04 Total profit(P) 2291.44
short 20030908 251 entry 1366.55 close 1386.73 profit(P) -20.18 Total profit(P) 2271.26
long 20030909 252 entry 1380.13 close 1370.56 profit(P) -9.57 Total profit(P) 2261.69
short 20030912 253 entry 1340.78 close 1357.63 profit(P) -16.85 Total profit(P) 2244.84
long 20030915 254 entry 1359.97 close 1347.77 profit(P) -12.20 Total profit(P) 2232.64
long 20030918 255 entry 1374.56 close 1400.13 profit(P) 25.57 Total profit(P) 2258.21
short 20030922 256 entry 1371.18 close 1366.32 profit(P) 4.86 Total profit(P) 2263.07
long 20030923 257 entry 1367.91 close 1388.15 profit(P) 20.24 Total profit(P) 2283.31
short 20030924 258 entry 1388.54 close 1339.64 profit(P) 48.90 Total profit(P) 2332.21
short 20031001 259 entry 1312.43 close 1335.34 profit(P) -22.91 Total profit(P) 2309.30
short 20031002 260 entry 1332.16 close 1337.10 profit(P) -4.94 Total profit(P) 2304.36
long 20031006 261 entry 1378.20 close 1381.70 profit(P) 3.50 Total profit(P) 2307.86
long 20031007 262 entry 1372.09 close 1392.56 profit(P) 20.47 Total profit(P) 2328.33
short 20031008 263 entry 1398.46 close 1382.40 profit(P) 16.06 Total profit(P) 2344.39
long 20031010 264 entry 1399.18 close 1404.87 profit(P) 5.69 Total profit(P) 2350.08
short 20031013 265 entry 1412.37 close 1414.72 profit(P) -2.35 Total profit(P) 2347.73
short 20031017 266 entry 1423.99 close 1394.02 profit(P) 29.97 Total profit(P) 2377.70
short 20031023 267 entry 1371.90 close 1378.11 profit(P) -6.21 Total profit(P) 2371.49
short 20031027 268 entry 1378.95 close 1377.41 profit(P) 1.54 Total profit(P) 2373.03
short 20031103 269 entry 1423.13 close 1443.13 profit(P) -20.00 Total profit(P) 2353.03
short 20031105 270 entry 1428.04 close 1429.56 profit(P) -1.52 Total profit(P) 2351.51
long 20031111 271 entry 1412.50 close 1409.64 profit(P) -2.86 Total profit(P) 2348.65
short 20031114 272 entry 1438.99 close 1407.51 profit(P) 31.48 Total profit(P) 2380.13
long 20031117 273 entry 1399.38 close 1393.75 profit(P) -5.63 Total profit(P) 2374.50
long 20031118 274 entry 1401.46 stop 1376.46 profit(P) -25.00 Total profit(P) 2349.50
long 20031124 275 entry 1385.20 close 1419.31 profit(P) 34.11 Total profit(P) 2383.61
short 20031125 276 entry 1418.26 close 1411.36 profit(P) 6.90 Total profit(P) 2390.51
long 20031202 277 entry 1441.71 close 1431.89 profit(P) -9.82 Total profit(P) 2380.69
short 20031203 278 entry 1440.37 close 1419.77 profit(P) 20.60 Total profit(P) 2401.29
long 20031204 279 entry 1424.65 close 1432.38 profit(P) 7.73 Total profit(P) 2409.02
long 20031211 280 entry 1388.88 close 1416.96 profit(P) 28.08 Total profit(P) 2437.10
short 20031212 281 entry 1419.70 close 1417.27 profit(P) 2.43 Total profit(P) 2439.53
short 20031218 282 entry 1404.08 stop 1430.08 profit(P) -26.00 Total profit(P) 2413.53
long 20031223 283 entry 1431.64 close 1448.17 profit(P) 16.53 Total profit(P) 2430.06
short 20040102 284 entry 1474.16 close 1463.57 profit(P) 10.59 Total profit(P) 2440.65
long 20040105 285 entry 1474.55 close 1496.58 profit(P) 22.03 Total profit(P) 2462.68
short 20040109 286 entry 1516.59 stop 1536.59 profit(P) -20.00 Total profit(P) 2442.68
long 20040120 287 entry 1558.89 close 1552.87 profit(P) -6.02 Total profit(P) 2436.66
long 20040121 288 entry 1545.53 close 1546.60 profit(P) 1.07 Total profit(P) 2437.73
long 20040122 289 entry 1550.98 close 1530.42 profit(P) -20.56 Total profit(P) 2417.17
short 20040123 290 entry 1535.41 close 1531.21 profit(P) 4.20 Total profit(P) 2421.37
long 20040126 291 entry 1526.57 close 1553.66 profit(P) 27.09 Total profit(P) 2448.46
short 20040127 292 entry 1548.64 close 1519.23 profit(P) 29.41 Total profit(P) 2477.87
long 20040129 293 entry 1499.84 close 1496.40 profit(P) -3.44 Total profit(P) 2474.43
long 20040130 294 entry 1494.88 close 1493.08 profit(P) -1.80 Total profit(P) 2472.63
long 20040202 295 entry 1497.78 close 1487.84 profit(P) -9.94 Total profit(P) 2462.69
long 20040206 296 entry 1472.02 close 1498.95 profit(P) 26.93 Total profit(P) 2489.62
long 20040211 297 entry 1498.08 close 1514.18 profit(P) 16.10 Total profit(P) 2505.72
short 20040212 298 entry 1508.19 close 1501.34 profit(P) 6.85 Total profit(P) 2512.57
long 20040213 299 entry 1504.70 stop 1486.70 profit(P) -18.00 Total profit(P) 2494.57
short 20040217 300 entry 1498.70 close 1506.57 profit(P) -7.87 Total profit(P) 2486.70
long 20040219 301 entry 1522.39 stop 1502.39 profit(P) -20.00 Total profit(P) 2466.70
short 20040220 302 entry 1490.81 close 1482.10 profit(P) 8.71 Total profit(P) 2475.41
short 20040224 303 entry 1458.38 close 1462.05 profit(P) -3.67 Total profit(P) 2471.74
short 20040225 304 entry 1465.83 close 1470.22 profit(P) -4.39 Total profit(P) 2467.35
long 20040226 305 entry 1465.40 close 1477.13 profit(P) 11.73 Total profit(P) 2479.08
short 20040301 306 entry 1476.04 close 1489.49 profit(P) -13.45 Total profit(P) 2465.63
long 20040302 307 entry 1487.70 close 1473.22 profit(P) -14.48 Total profit(P) 2451.15
short 20040303 308 entry 1469.77 close 1466.09 profit(P) 3.68 Total profit(P) 2454.83
short 20040305 309 entry 1464.89 stop 1484.89 profit(P) -20.00 Total profit(P) 2434.83
short 20040308 310 entry 1476.85 close 1441.12 profit(P) 35.73 Total profit(P) 2470.56
long 20040309 311 entry 1441.28 close 1437.47 profit(P) -3.81 Total profit(P) 2466.75
short 20040310 312 entry 1438.53 close 1417.50 profit(P) 21.03 Total profit(P) 2487.78
long 20040312 313 entry 1415.90 close 1431.40 profit(P) 15.50 Total profit(P) 2503.28
short 20040315 314 entry 1423.15 close 1399.87 profit(P) 23.28 Total profit(P) 2526.56
short 20040318 315 entry 1423.86 close 1417.77 profit(P) 6.09 Total profit(P) 2532.65
long 20040323 316 entry 1391.64 stop 1371.64 profit(P) -20.00 Total profit(P) 2512.65
short 20040329 317 entry 1429.54 close 1442.31 profit(P) -12.77 Total profit(P) 2499.88
short 20040330 318 entry 1435.59 close 1445.25 profit(P) -9.66 Total profit(P) 2490.22
long 20040331 319 entry 1445.17 close 1438.41 profit(P) -6.76 Total profit(P) 2483.46
short 20040412 320 entry 1489.59 close 1495.93 profit(P) -6.34 Total profit(P) 2477.12
short 20040416 321 entry 1458.51 close 1449.06 profit(P) 9.45 Total profit(P) 2486.57
short 20040419 322 entry 1448.89 stop 1471.89 profit(P) -23.00 Total profit(P) 2463.57
short 20040420 323 entry 1473.98 close 1436.90 profit(P) 37.08 Total profit(P) 2500.65
long 20040421 324 entry 1446.02 close 1451.01 profit(P) 4.99 Total profit(P) 2505.64
long 20040422 325 entry 1450.38 close 1485.50 profit(P) 35.12 Total profit(P) 2540.76
short 20040426 326 entry 1496.67 close 1480.53 profit(P) 16.14 Total profit(P) 2556.90
short 20040427 327 entry 1485.67 close 1479.47 profit(P) 6.20 Total profit(P) 2563.10
short 20040428 328 entry 1475.88 close 1453.03 profit(P) 22.85 Total profit(P) 2585.95
long 20040429 329 entry 1451.40 stop 1427.40 profit(P) -24.00 Total profit(P) 2561.95
short 20040430 330 entry 1435.16 close 1401.36 profit(P) 33.80 Total profit(P) 2595.75
short 20040504 331 entry 1417.12 close 1422.11 profit(P) -4.99 Total profit(P) 2590.76
short 20040525 332 entry 1412.59 stop 1430.59 profit(P) -18.00 Total profit(P) 2572.76
long 20040526 333 entry 1443.13 close 1453.87 profit(P) 10.74 Total profit(P) 2583.50
long 20040528 334 entry 1464.83 close 1466.22 profit(P) 1.39 Total profit(P) 2584.89
long 20040601 335 entry 1457.71 close 1468.54 profit(P) 10.83 Total profit(P) 2595.72
short 20040602 336 entry 1472.54 close 1464.22 profit(P) 8.32 Total profit(P) 2604.04
long 20040610 337 entry 1475.71 close 1481.27 profit(P) 5.56 Total profit(P) 2609.60
short 20040614 338 entry 1470.62 close 1458.64 profit(P) 11.98 Total profit(P) 2621.58
long 20040616 339 entry 1478.72 close 1479.99 profit(P) 1.27 Total profit(P) 2622.85
short 20040618 340 entry 1457.88 stop 1471.88 profit(P) -14.00 Total profit(P) 2608.85
short 20040622 341 entry 1455.92 stop 1472.92 profit(P) -17.00 Total profit(P) 2591.85
long 20040625 342 entry 1488.82 close 1498.38 profit(P) 9.56 Total profit(P) 2601.41
short 20040629 343 entry 1490.65 close 1505.65 profit(P) -15.00 Total profit(P) 2586.41
short 20040630 344 entry 1507.60 close 1516.64 profit(P) -9.04 Total profit(P) 2577.37
short 20040702 345 entry 1488.34 close 1481.19 profit(P) 7.15 Total profit(P) 2584.52
short 20040706 346 entry 1470.47 close 1445.71 profit(P) 24.76 Total profit(P) 2609.28
long 20040707 347 entry 1445.10 close 1452.49 profit(P) 7.39 Total profit(P) 2616.67
short 20040714 348 entry 1414.42 stop 1430.42 profit(P) -16.00 Total profit(P) 2600.67
short 20040720 349 entry 1398.64 stop 1418.64 profit(P) -20.00 Total profit(P) 2580.67
long 20040722 350 entry 1385.89 close 1408.51 profit(P) 22.62 Total profit(P) 2603.29
long 20040726 351 entry 1376.80 close 1368.40 profit(P) -8.40 Total profit(P) 2594.89
long 20040802 352 entry 1390.21 close 1406.33 profit(P) 16.12 Total profit(P) 2611.01
long 20040803 353 entry 1402.34 stop 1380.34 profit(P) -22.00 Total profit(P) 2589.01
long 20040809 354 entry 1320.83 close 1318.83 profit(P) -2.00 Total profit(P) 2587.01
short 20040810 355 entry 1325.96 close 1346.71 profit(P) -20.75 Total profit(P) 2566.26
short 20040813 356 entry 1311.84 close 1307.82 profit(P) 4.02 Total profit(P) 2570.28
long 20040816 357 entry 1309.50 close 1326.84 profit(P) 17.34 Total profit(P) 2587.62
long 20040818 358 entry 1328.99 close 1363.73 profit(P) 34.74 Total profit(P) 2622.36
short 20040824 359 entry 1376.99 close 1369.78 profit(P) 7.21 Total profit(P) 2629.57
long 20040825 360 entry 1369.20 close 1389.17 profit(P) 19.97 Total profit(P) 2649.54
short 20040826 361 entry 1383.80 close 1383.98 profit(P) -0.18 Total profit(P) 2649.36
short 20040901 362 entry 1363.27 stop 1379.27 profit(P) -16.00 Total profit(P) 2633.36
short 20040902 363 entry 1374.69 stop 1389.69 profit(P) -15.00 Total profit(P) 2618.36
short 20040903 364 entry 1384.41 close 1371.82 profit(P) 12.59 Total profit(P) 2630.95
long 20040907 365 entry 1382.48 close 1381.84 profit(P) -0.64 Total profit(P) 2630.31
short 20040908 366 entry 1378.40 close 1376.77 profit(P) 1.63 Total profit(P) 2631.94
long 20040914 367 entry 1425.29 close 1434.37 profit(P) 9.08 Total profit(P) 2641.02
long 20040915 368 entry 1425.51 close 1415.30 profit(P) -10.21 Total profit(P) 2630.81
short 20040921 369 entry 1429.85 close 1435.91 profit(P) -6.06 Total profit(P) 2624.75
long 20040923 370 entry 1405.76 close 1405.77 profit(P) 0.01 Total profit(P) 2624.76
long 20040927 371 entry 1389.94 close 1385.55 profit(P) -4.39 Total profit(P) 2620.37
long 20040929 372 entry 1389.69 close 1410.86 profit(P) 21.17 Total profit(P) 2641.54
long 20041001 373 entry 1426.38 close 1452.94 profit(P) 26.56 Total profit(P) 2668.10
long 20041004 374 entry 1463.22 close 1459.01 profit(P) -4.21 Total profit(P) 2663.89
long 20041005 375 entry 1456.19 close 1461.76 profit(P) 5.57 Total profit(P) 2669.46
long 20041006 376 entry 1460.19 close 1474.36 profit(P) 14.17 Total profit(P) 2683.63
short 20041008 377 entry 1449.49 close 1430.96 profit(P) 18.53 Total profit(P) 2702.16
short 20041014 378 entry 1434.92 close 1425.21 profit(P) 9.71 Total profit(P) 2711.87
long 20041015 379 entry 1430.31 close 1430.98 profit(P) 0.67 Total profit(P) 2712.54
long 20041019 380 entry 1463.01 close 1443.80 profit(P) -19.21 Total profit(P) 2693.33
long 20041027 381 entry 1441.79 close 1480.03 profit(P) 38.24 Total profit(P) 2731.57
long 20041029 382 entry 1485.68 close 1486.72 profit(P) 1.04 Total profit(P) 2732.61
short 20041104 383 entry 1498.06 stop 1519.06 profit(P) -21.00 Total profit(P) 2711.61
long 20041109 384 entry 1527.25 close 1527.00 profit(P) -0.25 Total profit(P) 2711.36
short 20041110 385 entry 1524.10 close 1517.06 profit(P) 7.04 Total profit(P) 2718.40
long 20041111 386 entry 1524.62 close 1541.70 profit(P) 17.08 Total profit(P) 2735.48
short 20041116 387 entry 1554.79 close 1548.53 profit(P) 6.26 Total profit(P) 2741.74
long 20041117 388 entry 1561.80 close 1571.12 profit(P) 9.32 Total profit(P) 2751.06
long 20041119 389 entry 1578.86 stop 1562.86 profit(P) -16.00 Total profit(P) 2735.06
long 20041123 390 entry 1566.71 close 1562.60 profit(P) -4.11 Total profit(P) 2730.95
long 20041129 391 entry 1586.46 stop 1567.46 profit(P) -19.00 Total profit(P) 2711.95
long 20041202 392 entry 1602.11 close 1613.15 profit(P) 11.04 Total profit(P) 2722.99
long 20041213 393 entry 1617.53 close 1621.16 profit(P) 3.63 Total profit(P) 2726.62
long 20041215 394 entry 1626.99 close 1623.63 profit(P) -3.36 Total profit(P) 2723.26
short 20041221 395 entry 1598.60 close 1609.26 profit(P) -10.66 Total profit(P) 2712.60
long 20041222 396 entry 1605.72 close 1613.57 profit(P) 7.85 Total profit(P) 2720.45
long 20041229 397 entry 1619.36 close 1624.95 profit(P) 5.59 Total profit(P) 2726.04
long 20041230 398 entry 1626.21 close 1623.76 profit(P) -2.45 Total profit(P) 2723.59
long 20041231 399 entry 1624.37 close 1621.12 profit(P) -3.25 Total profit(P) 2720.34
long 20050104 400 entry 1611.22 stop 1596.22 profit(P) -15.00 Total profit(P) 2705.34
short 20050106 401 entry 1567.66 close 1557.52 profit(P) 10.14 Total profit(P) 2715.48
short 20050107 402 entry 1565.63 close 1564.81 profit(P) 0.82 Total profit(P) 2716.30
long 20050110 403 entry 1561.23 close 1564.92 profit(P) 3.69 Total profit(P) 2719.99
long 20050112 404 entry 1561.84 stop 1543.84 profit(P) -18.00 Total profit(P) 2701.99
short 20050113 405 entry 1567.55 close 1545.18 profit(P) 22.37 Total profit(P) 2724.36
short 20050114 406 entry 1552.11 close 1561.11 profit(P) -9.00 Total profit(P) 2715.36
long 20050121 407 entry 1519.30 close 1503.64 profit(P) -15.66 Total profit(P) 2699.70
short 20050124 408 entry 1507.79 close 1480.66 profit(P) 27.13 Total profit(P) 2726.83
long 20050128 409 entry 1510.88 stop 1490.88 profit(P) -20.00 Total profit(P) 2706.83
short 20050131 410 entry 1515.16 close 1519.63 profit(P) -4.47 Total profit(P) 2702.36
long 20050202 411 entry 1527.29 close 1525.10 profit(P) -2.19 Total profit(P) 2700.17
short 20050203 412 entry 1516.22 close 1508.24 profit(P) 7.98 Total profit(P) 2708.15
long 20050204 413 entry 1507.74 close 1534.49 profit(P) 26.75 Total profit(P) 2734.90
short 20050207 414 entry 1534.48 close 1529.05 profit(P) 5.43 Total profit(P) 2740.33
short 20050208 415 entry 1529.55 close 1532.69 profit(P) -3.14 Total profit(P) 2737.19
long 20050209 416 entry 1534.41 stop 1516.41 profit(P) -18.00 Total profit(P) 2719.19
long 20050210 417 entry 1512.71 close 1506.83 profit(P) -5.88 Total profit(P) 2713.31
long 20050214 418 entry 1531.19 close 1538.21 profit(P) 7.02 Total profit(P) 2720.33
long 20050215 419 entry 1538.38 close 1547.30 profit(P) 8.92 Total profit(P) 2729.25
short 20050223 420 entry 1502.83 close 1497.09 profit(P) 5.74 Total profit(P) 2734.99
long 20050224 421 entry 1493.59 close 1517.71 profit(P) 24.12 Total profit(P) 2759.11
short 20050304 422 entry 1524.21 close 1520.58 profit(P) 3.63 Total profit(P) 2762.74
long 20050309 423 entry 1526.90 close 1521.98 profit(P) -4.92 Total profit(P) 2757.82
short 20050311 424 entry 1528.65 close 1505.64 profit(P) 23.01 Total profit(P) 2780.83
short 20050315 425 entry 1520.26 close 1502.06 profit(P) 18.20 Total profit(P) 2799.03
short 20050317 426 entry 1487.72 close 1487.63 profit(P) 0.09 Total profit(P) 2799.12
long 20050318 427 entry 1488.55 close 1484.40 profit(P) -4.15 Total profit(P) 2794.97
short 20050321 428 entry 1483.16 close 1484.45 profit(P) -1.29 Total profit(P) 2793.68
long 20050322 429 entry 1484.13 stop 1466.13 profit(P) -18.00 Total profit(P) 2775.68
long 20050323 430 entry 1463.43 close 1471.77 profit(P) 8.34 Total profit(P) 2784.02
long 20050328 431 entry 1476.40 close 1472.71 profit(P) -3.69 Total profit(P) 2780.33
long 20050329 432 entry 1471.25 close 1464.34 profit(P) -6.91 Total profit(P) 2773.42
short 20050330 433 entry 1470.13 stop 1489.13 profit(P) -19.00 Total profit(P) 2754.42
short 20050404 434 entry 1469.42 close 1476.72 profit(P) -7.30 Total profit(P) 2747.12
short 20050405 435 entry 1480.99 close 1483.75 profit(P) -2.76 Total profit(P) 2744.36
short 20050406 436 entry 1487.15 close 1480.67 profit(P) 6.48 Total profit(P) 2750.84
long 20050407 437 entry 1481.13 close 1499.71 profit(P) 18.58 Total profit(P) 2769.42
short 20050408 438 entry 1499.93 close 1485.60 profit(P) 14.33 Total profit(P) 2783.75
short 20050411 439 entry 1490.43 close 1478.55 profit(P) 11.88 Total profit(P) 2795.63
long 20050412 440 entry 1477.01 stop 1461.01 profit(P) -16.00 Total profit(P) 2779.63
long 20050418 441 entry 1406.30 close 1409.98 profit(P) 3.68 Total profit(P) 2783.31
short 20050419 442 entry 1419.53 close 1420.80 profit(P) -1.27 Total profit(P) 2782.04
short 20050421 443 entry 1423.62 stop 1443.62 profit(P) -20.00 Total profit(P) 2762.04
long 20050426 444 entry 1431.75 close 1420.43 profit(P) -11.32 Total profit(P) 2750.72
long 20050427 445 entry 1413.22 close 1423.76 profit(P) 10.54 Total profit(P) 2761.26
long 20050503 446 entry 1421.28 close 1427.61 profit(P) 6.33 Total profit(P) 2767.59
long 20050505 447 entry 1450.73 close 1450.16 profit(P) -0.57 Total profit(P) 2767.02
long 20050509 448 entry 1455.68 close 1463.38 profit(P) 7.70 Total profit(P) 2774.72
short 20050510 449 entry 1453.25 close 1450.36 profit(P) 2.89 Total profit(P) 2777.61
short 20050511 450 entry 1452.31 close 1459.55 profit(P) -7.24 Total profit(P) 2770.37
short 20050512 451 entry 1459.07 close 1454.79 profit(P) 4.28 Total profit(P) 2774.65
short 20050517 452 entry 1474.05 close 1490.14 profit(P) -16.09 Total profit(P) 2758.56
short 20050519 453 entry 1510.62 close 1521.43 profit(P) -10.81 Total profit(P) 2747.75
long 20050520 454 entry 1519.26 close 1528.06 profit(P) 8.80 Total profit(P) 2756.55
long 20050523 455 entry 1526.97 close 1535.22 profit(P) 8.25 Total profit(P) 2764.80
long 20050524 456 entry 1531.25 close 1540.47 profit(P) 9.22 Total profit(P) 2774.02
long 20050527 457 entry 1546.74 close 1549.80 profit(P) 3.06 Total profit(P) 2777.08
long 20050531 458 entry 1549.48 close 1542.63 profit(P) -6.85 Total profit(P) 2770.23
long 20050601 459 entry 1541.73 close 1559.50 profit(P) 17.77 Total profit(P) 2788.00
long 20050606 460 entry 1544.96 close 1545.27 profit(P) 0.31 Total profit(P) 2788.31
long 20050608 461 entry 1536.92 close 1527.68 profit(P) -9.24 Total profit(P) 2779.07
short 20050610 462 entry 1537.57 close 1521.02 profit(P) 16.55 Total profit(P) 2795.62
long 20050614 463 entry 1529.02 close 1524.42 profit(P) -4.60 Total profit(P) 2791.02
long 20050617 464 entry 1550.63 stop 1532.63 profit(P) -18.00 Total profit(P) 2773.02
long 20050620 465 entry 1529.65 close 1537.31 profit(P) 7.66 Total profit(P) 2780.68
short 20050622 466 entry 1542.13 close 1534.36 profit(P) 7.77 Total profit(P) 2788.45
long 20050623 467 entry 1537.64 stop 1522.64 profit(P) -15.00 Total profit(P) 2773.45
long 20050627 468 entry 1497.29 close 1493.75 profit(P) -3.54 Total profit(P) 2769.91
short 20050629 469 entry 1511.95 close 1504.11 profit(P) 7.84 Total profit(P) 2777.75
short 20050701 470 entry 1497.02 close 1490.53 profit(P) 6.49 Total profit(P) 2784.24
short 20050713 471 entry 1555.24 close 1557.62 profit(P) -2.38 Total profit(P) 2781.86
long 20050714 472 entry 1570.31 close 1573.44 profit(P) 3.13 Total profit(P) 2784.99
short 20050715 473 entry 1577.27 close 1577.82 profit(P) -0.55 Total profit(P) 2784.44
short 20050718 474 entry 1573.62 close 1570.09 profit(P) 3.53 Total profit(P) 2787.97
short 20050725 475 entry 1600.62 close 1593.57 profit(P) 7.05 Total profit(P) 2795.02
long 20050726 476 entry 1596.81 close 1598.93 profit(P) 2.12 Total profit(P) 2797.14
long 20050727 477 entry 1601.39 close 1611.95 profit(P) 10.56 Total profit(P) 2807.70
long 20050728 478 entry 1613.29 close 1618.64 profit(P) 5.35 Total profit(P) 2813.05
long 20050729 479 entry 1616.42 close 1605.14 profit(P) -11.28 Total profit(P) 2801.77
short 20050804 480 entry 1619.18 close 1608.74 profit(P) 10.44 Total profit(P) 2812.21
short 20050810 481 entry 1604.80 close 1585.71 profit(P) 19.09 Total profit(P) 2831.30
long 20050812 482 entry 1587.69 close 1591.75 profit(P) 4.06 Total profit(P) 2835.36
long 20050815 483 entry 1587.59 close 1600.71 profit(P) 13.12 Total profit(P) 2848.48
short 20050816 484 entry 1595.86 close 1574.01 profit(P) 21.85 Total profit(P) 2870.33
long 20050817 485 entry 1577.57 close 1582.29 profit(P) 4.72 Total profit(P) 2875.05
long 20050822 486 entry 1577.15 close 1575.59 profit(P) -1.56 Total profit(P) 2873.49
long 20050824 487 entry 1568.02 close 1561.71 profit(P) -6.31 Total profit(P) 2867.18
long 20050826 488 entry 1563.85 close 1558.84 profit(P) -5.01 Total profit(P) 2862.17
long 20050829 489 entry 1551.36 close 1571.52 profit(P) 20.16 Total profit(P) 2882.33
short 20050830 490 entry 1565.17 close 1565.73 profit(P) -0.56 Total profit(P) 2881.77
short 20050902 491 entry 1580.71 close 1573.12 profit(P) 7.59 Total profit(P) 2889.36
long 20050908 492 entry 1594.82 close 1597.68 profit(P) 2.86 Total profit(P) 2892.22
short 20050909 493 entry 1599.98 close 1607.83 profit(P) -7.85 Total profit(P) 2884.37
long 20050912 494 entry 1607.60 close 1612.20 profit(P) 4.60 Total profit(P) 2888.97
short 20050915 495 entry 1594.51 close 1588.55 profit(P) 5.96 Total profit(P) 2894.93
long 20050919 496 entry 1595.08 stop 1581.08 profit(P) -14.00 Total profit(P) 2880.93
long 20050922 497 entry 1559.94 close 1567.36 profit(P) 7.42 Total profit(P) 2888.35
long 20050923 498 entry 1563.97 close 1571.75 profit(P) 7.78 Total profit(P) 2896.13
long 20050926 499 entry 1581.16 close 1572.86 profit(P) -8.30 Total profit(P) 2887.83
short 20050927 500 entry 1575.84 close 1568.84 profit(P) 7.00 Total profit(P) 2894.83
short 20050928 501 entry 1575.16 close 1568.81 profit(P) 6.35 Total profit(P) 2901.18
long 20050929 502 entry 1567.44 close 1589.93 profit(P) 22.49 Total profit(P) 2923.67
long 20050930 503 entry 1589.24 close 1601.66 profit(P) 12.42 Total profit(P) 2936.09
short 20051003 504 entry 1603.47 close 1605.59 profit(P) -2.12 Total profit(P) 2933.97
short 20051004 505 entry 1606.15 close 1595.54 profit(P) 10.61 Total profit(P) 2944.58
short 20051006 506 entry 1573.15 close 1552.94 profit(P) 20.21 Total profit(P) 2964.79
short 20051010 507 entry 1554.74 close 1546.99 profit(P) 7.75 Total profit(P) 2972.54
long 20051013 508 entry 1519.36 close 1533.80 profit(P) 14.44 Total profit(P) 2986.98
short 20051014 509 entry 1537.43 close 1544.29 profit(P) -6.86 Total profit(P) 2980.12
long 20051017 510 entry 1544.58 close 1549.88 profit(P) 5.30 Total profit(P) 2985.42
short 20051019 511 entry 1532.47 stop 1549.47 profit(P) -17.00 Total profit(P) 2968.42
short 20051020 512 entry 1568.53 close 1555.59 profit(P) 12.94 Total profit(P) 2981.36
long 20051024 513 entry 1570.33 close 1590.65 profit(P) 20.32 Total profit(P) 3001.68
long 20051025 514 entry 1584.95 close 1585.82 profit(P) 0.87 Total profit(P) 3002.55
long 20051028 515 entry 1548.83 close 1557.11 profit(P) 8.28 Total profit(P) 3010.83
long 20051107 516 entry 1630.76 close 1629.27 profit(P) -1.49 Total profit(P) 3009.34
short 20051110 517 entry 1629.56 stop 1642.56 profit(P) -13.00 Total profit(P) 2996.34
short 20051114 518 entry 1653.65 close 1651.90 profit(P) 1.75 Total profit(P) 2998.09
long 20051117 519 entry 1659.16 close 1676.39 profit(P) 17.23 Total profit(P) 3015.32
short 20051121 520 entry 1678.70 close 1686.23 profit(P) -7.53 Total profit(P) 3007.79
long 20051201 521 entry 1683.39 close 1704.28 profit(P) 20.89 Total profit(P) 3028.68
long 20051202 522 entry 1702.36 close 1709.10 profit(P) 6.74 Total profit(P) 3035.42
long 20051206 523 entry 1706.62 close 1701.35 profit(P) -5.27 Total profit(P) 3030.15
long 20051209 524 entry 1687.44 close 1692.62 profit(P) 5.18 Total profit(P) 3035.33
long 20051213 525 entry 1696.28 close 1705.77 profit(P) 9.49 Total profit(P) 3044.82
long 20051215 526 entry 1703.39 close 1701.70 profit(P) -1.69 Total profit(P) 3043.13
long 20051216 527 entry 1700.92 close 1688.68 profit(P) -12.24 Total profit(P) 3030.89
short 20051221 528 entry 1669.34 close 1670.61 profit(P) -1.27 Total profit(P) 3029.62
long 20051223 529 entry 1687.58 close 1682.92 profit(P) -4.66 Total profit(P) 3024.96
short 20051228 530 entry 1671.27 close 1667.10 profit(P) 4.17 Total profit(P) 3029.13
long 20051229 531 entry 1668.78 close 1655.36 profit(P) -13.42 Total profit(P) 3015.71
long 20060105 532 entry 1697.80 close 1705.29 profit(P) 7.49 Total profit(P) 3023.20
long 20060106 533 entry 1718.17 close 1734.99 profit(P) 16.82 Total profit(P) 3040.02
long 20060109 534 entry 1734.50 close 1741.90 profit(P) 7.40 Total profit(P) 3047.42
long 20060110 535 entry 1732.25 close 1744.02 profit(P) 11.77 Total profit(P) 3059.19
long 20060113 536 entry 1748.37 close 1746.78 profit(P) -1.59 Total profit(P) 3057.60
long 20060117 537 entry 1733.91 close 1736.39 profit(P) 2.48 Total profit(P) 3060.08
Couple of questions :

1. Why is your trade size 40 lots ?

2. Can you provide us with the maximum account drawdown per year in the results summary ? Also, the maximum number of consecutive losses per year ?

3. From the backtesting results, it appears the system would have produced a loss about 45% of the time. I am curious how often the stop-loss target is hit ? What percentage of the time ?
quote:
Originally posted by pt_emini

Couple of questions :

1. Why is your trade size 40 lots ?

2. Can you provide us with the maximum account drawdown per year in the results summary ? Also, the maximum number of consecutive losses per year ?

3. From the backtesting results, it appears the system would have produced a loss about 45% of the time. I am curious how often the stop-loss target is hit ? What percentage of the time ?




1. Why is your trade size 40 lots ?
It is based on my system win ratio and return ratio, assume I have
$100K capital, it is very safe for me even I lose 4 or 5 consecutive
trades. But you have the option to trade 30 or 20 even 10 contracts
per trade.

2. Can you provide us with the maximum account drawdown per year in the results summary ? Also, the maximum number of consecutive losses per year ?

I will provide these. I need to add a couple C++ lines to get them. But
you can get a sense about it from the charts O provide. That is my
seven years and yearly return chart .

3. From the backtesting results, it appears the system would have produced a loss about 45% of the time. I am curious how often the stop-loss target is hit ? What percentage of the time ?
[/quote]

My system produce less than 40% lose trade.
Stop loss target: You may search "stop" in my backtest records,
"stop" means it hits stop loss target. "close" mean it does not hit
stop loss target.

I will add several lines C++ for this.

1. To receive signal:
go to http://www.collective2.com, on the up left corner, click "
Sign up for free account", then go to
http://www.collective2.com/cgi-perl/systems.mpl?session=53842155447786573187614416016482854&want=publicdetails&systemid=17894465

in the middle left, click " [Subscribe here]"
Then you will get real time email alert for my signal.
or you can click " Open Instant Trade Messenger (ITM) window".

2. Subscriber fee:

My system has 96 users till now(02/20/2006), There are 3.x new
subscribers every day in average (including Staturday and Sunday).
As long as it can keep 3.x new users per day, I will keep my system
free. I will begin to charge when there is not much new users(3.x
per day in average).

The monthly fee should be $30 for the first two months, then $50 for
next 6 months. Then I will decide how much I will charge according
to subscribers' feed back. I will not let the subscriber fee
exceeds 5% of subscriber's monthly profit in average. I find the
future systems on C2 usually charge from $50 ~$250.

I think you do not need to worry about subscriber fee fro my C2. My
goal is to let you guys earn money. If you guys can not earn money
on my system, how my subscriber fee comes from!

3. Order type:
I always use market order, not stop buy or stop sell order.
if you see the stop loss price, that is my stop loss limit price.
This is protect my account in case an event like 911 happens
during my trade time. Since Emini NQ has a large capital,
I assume the spread for NQ is small during market time.
And my trading stratefy is based on daily open and close price,
Market is good for my system.


4. Profit target:
I set up the profit target and back test that, it can not beat my
current system without profit target. But if you can keep watching
the chart, and you have a good sense of market, you can
close trade, and later on, open another trade. I bet you can earn
more. If you do not want to watch chart, then just follow my signal.
if I look at chart and reference my trading signal, I can earn more.
But I do not like to watch chart every day. It is not the good life.

5. Timing issue:
My systemis not time sensitive. Even your order time is 1~3
minutes late than mine, it is not a big problem. maybe you
have a better profit than mine.
Okay - I signed up for your trial and will try and report back in a realistic manner how it goes - i.e. the timeliness of the messages and the ability to realistically act on them.

I tried to find the ITM that you talked about but the C2 site is so badly laid out that I couldn't find it so you're going to have to tell me where it is.

The C2 site also needs to do something about its forum - it has to be the worst written forum software I have ever seen. There are plenty of free forum software packages out there that they can install in under 2 hours - they don't need to write their own.
quote:
Originally posted by daytrader

Okay - I signed up for your trial and will try and report back in a realistic manner how it goes - i.e. the timeliness of the messages and the ability to realistically act on them.

I tried to find the ITM that you talked about but the C2 site is so badly laid out that I couldn't find it so you're going to have to tell me where it is.

The C2 site also needs to do something about its forum - it has to be the worst written forum software I have ever seen. There are plenty of free forum software packages out there that they can install in under 2 hours - they don't need to write their own.



Goto:
http://www.collective2.com
Then login with your account (your own email address and password)
In the middle window, you may find "Open Instant Trade Messenger (ITM) window",
Click it.

If you can not find it, using IE or Mozilla to search string"ITM".


Okay - found it - it's well hidden on the page - I'll keep it open next week.


thanks for diving in there, daytrader...as one who is very skeptical of such things, I look forward to your report!
quote:
Originally posted by poster



thanks for diving in there, daytrader...as one who is very skeptical of such things, I look forward to your report!



All my real time trade records are posted on Collective2 web site, which
is a third party web site monitors over 1,200 trading systems, wsletters, and stock pickers.

If you do not believe my history backtest records, it is okay. But the
trade records on C2 is real. You can find "Realism Factor", "real-life
slippage", "Max Drawdown" ... on C2.

Please go to my syste, messgae board. Some subscriber comment
my system there.
http://www.collective2.com/cgi-perl/board.mpl?&boardid=18066327&want=listmsgs&message=all&session=17091742942876546510848847418742861
My last comment on this trading system was made on 04/05/2006 and the last trade that was opened/closed on the system was 06/23/2006 - about 10 weeks later. The system lost more money after my last post but subsequently recovered some. There does not appear to be a reason given for the system no longer being active.

Here is the equity curve of the system.

Click image for original size
Goofiz Foliage's Future ATM equity chart.