Omega TradeStation 4.0 System Report
KC Collection---------COMEX GOLD - Daily---------12/31/74 - 07/31/96
Performance Summary: ALL TRADES
Total net profit ------- $ 60460.00 Open position P/L ----------- $
0.00
Gross Profit ------------- $ 104680.00 Gross Loss -------------- $
-44220.00
Total # of trades ------------123 Percent Profitable ---------- 40%
Number winning trades --- 57 Number losing trades --- 66
Largest winning trade --- $ 29300.00 Largest losing trade --- $ -2500.00
Average winning trade --- $ 1836.49 Average losing trade --- $ -670.00
Ratio avg win/avg loss ------ 2.74 Avg trade (win & loss) --- $ 491.54
Max consec. winners ---------- 4 Max consec. losers ------- 5
Avg # bars in winners -------- 21 Avg # bars in losers ------ 9
Max drawdown --- $ -6490.00
Profit factor ---------------- 2.37 Max # contracts held -------- 1
Account size required ---- $ 6490.00 Return on Account ------
932%
These are the actual TradeStation 4.0 calculated results of taking all
the signals with no filtering
(ie. The KC Method shows you
how to filter out many of the losers - potentially making these
results
even more profitable!). Add costs for broker commissions and
any slippage.
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