CHARTS:
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| Tip: you
can get trade position and cumulative data by moving mouse
pointer over the equity line. |
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| Note: A $50 round-turn commission
plus slippage has been accounted for in the reporting of the
net profit below. |
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| Crude Oil (1998-March
2005) |
| Minimum
Account Size: |
$20,000.00 |
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Commission
+ Slippage: |
$50.00 |
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| Total Net Profit: |
$114,500.00 |
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Total
Potential Trading Days: |
1,757 |
| Return on Investment: |
572.50% |
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Total
Trades Taken: |
734 |
| Avg. Annual
Return: |
71.56% |
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Total Long Trades: |
577 |
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Total Short
Trades: |
157 |
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| Max Draw Down |
$11,340.00 |
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Avg. Draw Down |
$2,169.21 |
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| Winning Trades: |
436 |
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Losing Trades: |
292 |
| Avg. Winning
Trade: |
$744.63 |
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Avg. Losing Trade: |
($594.04) |
| Largest Winning
Trade: |
$4,000.00 |
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Largest Losing Trade: |
($3,930.00) |
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| Gross
Profit: |
$324,660.00 |
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Gross
Avg. W/L: |
1.25 |
| Gross
Loss: |
($173,460.00) |
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Gross
Profit Factor: |
1.87 |
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| Net
Profit/Year: |
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| 1998 |
$4,820.00 |
24.10% |
| 1999 |
$4,360.00 |
21.80% |
| 2000 |
$30,560.00 |
152.80% |
| 2001 |
$12,140.00 |
60.70% |
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| 2002 |
$11,870.00 |
59.35% |
| 2003 |
$19,730.00 |
98.65% |
| 2004 |
$14,400.00 |
72.00% |
| Jan-Mar
05 |
$16,620.00 |
83.10% |
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System Performance
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