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Filter Exchange · Basic Filter for newbies and old pros...
snowfamily1
msg #36606
7/1/2005 11:54:59 AM

I was able to run the backtest. Here are the results

There were 1692 total stocks entered. Of those, 1442 or 85.22% were complete and 250 or 14.78% were open.
Of the 1442 completed trades, 736 trades or 51.04%resulted in a net gain.
Your average net change for completed trades was: 0.60%.
The average draw down of your approach was: -6.37%.
The average max profit of your approach was: 7.20%
The Reward/Risk ratio for this approach is: 1.16
Annualized Return on Investment (ROI): 8.54%, the ROI of ^SPX was: 0.00%.



Filter Exchange · Basic Filter for newbies and old pros...
snowfamily1
msg #36579
6/30/2005 1:34:50 PM

Where is the magnifying glass you are talking about?


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