Virtual Fund Summary 4/4-6/20

[klin]

<pre>
All Trades Buy && Hold
Starting Capital $100,000.00 $100,000.00
Ending Capital $95,576.09 $70,076.13
Net Profit ($4,423.91) ($29,923.87)
Net Profit % -4.42% -29.92%
Exposure % 57.42% 99.94%
Risk Adj Return -7.70% -29.94%
All Trades 189 280
Avg Profit/Loss ($23.41) ($106.87)
Avg Profit/Loss % -0.34% -30.77%
Avg Bars Held 3.98 55
Winning Trades 137 (72.49%) 26 (9.29%)
Gross Profit $50,033.69 $1,356.33
Avg Profit $365.21 $52.17
Avg Profit % 7.56% 14.86%
Avg Bars Held 1.9 55
Max Consecutive 26 2
Losing Trades 52 (27.51%) 254 (90.71%)
Gross Loss ($54,457.59) ($31,280.20)
Avg Loss ($1,047.26) ($123.15)
Avg Loss % -21.17% -35.44%
Avg Bars Held 9.46 55
Max Consecutive 5 40
Wealth-Lab Score -8.96 -39.13
Max DrawDown -16.25% -30.68%
Recovery Factor 0.24 0.96
Profit Factor 0.92 0.04
Payoff Ratio 0.36 0.42
Standard Error $4,465.80 $3,186.07
Risk Reward Ratio -7.24 -38.61
Sharpe Ratio of Trades -0.2 -2.81
Ulcer Index 7.7 16.43

</pre>

 

[klin]

最近股市表现十分差，downside risk十分大，所以决定暂停系统运行，等ＱＱＱ的ＭＡＣＤ变为正数再重新开始。

 

[mzhousz]

Have you used the history data to test the condition WHILE MACD(QQQ) > 0 DO{...}?
In my opinion, today's market is very good to rebound, I believe you will lost lots of chance for your system WHILE MACD(QQQ).

BTW, If I want to buy NASDAQ history data from your site, What should I do?

 

[klin]

I'm bearish now, until the fundamental improves. You can get nasdaq historical data free at finance.yahoo.com. If you need more detailed information, drop me a line