FUSION & CHECKMATE & INTERPLAY COMBINED DETAILS

Testing Details

Testing Dates: 01/01/1980 thru 12/31/04

Data Used: CSI Back Adjusted Contracts (day only when possible)

Position Sizing: Single Contracts with max risk filters

Slippage and Commissions: $75

20 Market Portfolio: Corn, Rough Rice, Kansas City Wheat, Live Cattle, Cotton, Sugar, Lumber, Coffee, Palladium, London Aluminum, London Copper, Crude Oil, Natural Gas, the Dollar Index, Japanese Yen, Swiss Franc, T-Notes, Swiss Govt. Bond, Euro-Bund, and the Nikkei.

Fusion & Checkmate & Interplay Combined Equity Curve 20 Market Portfolio (single contracts)
 
Net Win Loss $1,881,253
Max Drawdown $36,069 on 041004
Percent Wins 40.5%
Trades 3859 2442
Average Winning Trade $2,415
Average Losing Trade $823
Avg $Win to Avg $Loss 2.93
Longest Drawdown 0.77 years 010110 to 011019
Total Slpg + Commssn $289,425
Start Up Capital 50,000
Max Items Held 36 960221
Days Winning, Losing 3498 2907
Expectation, Kelly 59.2% 20%
Start Date, End Date 800204 041231
New Highs, Percent 834 13%


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dean@traderstech.net
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