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backtest on a trading system
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Santa Cruz
10-12-2007, 12:48 PM | Post #2447473 |
0 Replies
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Entry Indicators |
Performance |
|
|---|
| Symbol |
Trigger Date |
Entry Price |
Exit Date |
Exit Price |
Draw Down |
Max Profit |
MACD(12,26) |
RSI(15) |
Slow Stochastic(15,3) %K |
Gain/
Loss |
Exit Type |
| IKNX | 05/11/2004 | 6.24 | 06/15/2004 | 5.13 | -26.80% | 8.92% |
0.294 |
55.19 |
58.62 |
-17.81% |
TRIGGER |
| KATY | 03/11/2004 | 6.35 | 04/14/2004 | 5.90 | -10.24% | 2.36% |
0.107 |
62.60 |
52.22 |
-7.09% |
TRIGGER |
| CHNL | 01/23/2004 | 5.05 | 01/29/2004 | 4.76 | -10.69% | 6.53% |
0.124 |
59.58 |
85.24 |
-5.74% |
TRIGGER |
| CFBK | 06/23/2004 | 15.63 | 06/29/2004 | 14.74 | -7.04% | 0.77% |
0.364 |
56.07 |
29.74 |
-5.69% |
TRIGGER |
| CCBD | 12/31/2003 | 11.70 | 02/03/2004 | 11.09 | -12.21% | 1.75% |
0.387 |
59.40 |
85.47 |
-5.28% |
TRIGGER |
| ABNS | 05/13/2004 | 9.50 | 06/09/2004 | 9.00 | -5.26% | 3.16% |
0.235 |
48.21 |
45.85 |
-5.26% |
TRIGGER |
| RPI | 04/02/2004 | 7.50 | 04/21/2004 | 7.15 | -16.00% | 0.00% |
0.117 |
48.33 |
46.13 |
-4.67% |
TRIGGER |
| UBFO | 01/21/2004 | 14.07 | 01/27/2004 | 13.60 | -4.05% | 1.60% |
0.136 |
57.65 |
27.42 |
-3.37% |
TRIGGER |
| NULM | 05/18/2004 | 9.25 | 06/24/2004 | 9.00 | -7.57% | 5.41% |
0.099 |
52.35 |
64.00 |
-2.70% |
TRIGGER |
| ISH | 04/30/2004 | 14.79 | 05/19/2004 | 14.45 | -4.33% | 0.74% |
0.111 |
38.40 |
10.89 |
-2.30% |
TRIGGER |
| AZZ | 04/13/2004 | 8.18 | 05/14/2004 | 8.00 | -5.20% | 0.92% |
0.109 |
58.92 |
69.91 |
-2.14% |
TRIGGER |
| PVFC | 04/14/2004 | 12.02 | 05/03/2004 | 11.77 | -11.96% | 4.81% |
0.104 |
44.68 |
35.55 |
-2.06% |
TRIGGER |
| LGL | 01/22/2004 | 11.45 | 01/29/2004 | 11.25 | -3.06% | 4.89% |
0.200 |
62.06 |
79.29 |
-1.75% |
TRIGGER |
| WOC | 01/16/2004 | 6.50 | 01/23/2004 | 6.40 | -0.77% | 4.62% |
-0.062 |
58.84 |
33.41 |
-1.54% |
TRIGGER |
| WOS | 01/13/2004 | 14.50 | 01/20/2004 | 14.33 | -2.62% | 2.07% |
0.252 |
57.56 |
42.55 |
-1.17% |
TRIGGER |
| GIW | 03/08/2004 | 13.90 | 03/29/2004 | 13.75 | -4.68% | 0.00% |
0.148 |
50.22 |
17.95 |
-1.08% |
TRIGGER |
| GTNA | 02/20/2004 | 14.28 | | |
