Omega TradeStation 4.0 System Report
KC Collection---------June S&P500 - 5 Min---------04/06/98 - 05/15/98
Performance Summary: ALL TRADES
Total net profit ------- $10725.00 Open position P/L ----------- $
0.00
Gross Profit ------------- $14750.00 Gross Loss -------------- $
-4025.00
Total # of trades ----------57 Percent Profitable --------- 81%
Number winning trades ---- 46 Number losing trades ---- 11
Largest winning trade --- $900.00 Largest losing trade --- $ -825.00
Average winning trade --- $320.65 Average losing trade --- $ -365.91
Avg trade (win & loss) --- $ 160.07
Max consec. winners ---------- 22 Max consec. losers ------- 3
Avg # bars in winners -------- 3 Avg # bars in losers ------ 18
Max intraday drawdown --- $ -2175.00
Profit factor ---------------- 3.66 Max # contracts held -------- 1
Account size required ---- $ 2175.00 Return on Account ------
493%
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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