Omega TradeStation 4.0 System Report
KC Collection---------COMEX SILVER - Daily---------07/29/71 -
07/31/96
Performance Summary: ALL TRADES
Total net profit ------- $ 66660.00 Open position P/L ----------- $
0.00
Gross Profit ------------- $ 104010.00 Gross Loss -------------- $
-37350.00
Total # of trades ------------113 Percent Profitable ---------- 40%
Number winning trades --- 45 Number losing trades --- 68
Largest winning trade --- $ 24950.00 Largest losing trade --- $ -2500.00
Average winning trade --- $ 2311.33 Average losing trade --- $ -549.26
Ratio avg win/avg loss ------ 4.21 Avg trade (win & loss) --- $ 589.91
Max consec. winners ---------- 4 Max consec. losers ------- 7
Avg # bars in winners -------- 22 Avg # bars in losers ------ 6
Max drawdown --- $ -5660.00
Profit factor ---------------- 2.78 Max # contracts held -------- 1
Account size required ---- $ 5660.00 Return on Account ------
1178%
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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