FUSION & 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 & Interplay Combined Equity Curve 20 Market Portfolio (single contracts)
 
Net Win Loss $1,455,390
Max Drawdown $28,190 on 010905
Percent Wins 40.7%
Trades 2951 3350
Average Winning Trade $2446
Average Losing Trade $849
Avg $Win to Avg $Loss 2.88
Longest Drawdown 0.77 years 010110 to 011018
Total Slpg + Commssn $221,325
Start Up Capital 50,000
Max Items Held 25 980603
Days Winning, Losing 3501 2903
Expectation, Kelly 58.1% 20.2%
Start Date, End Date 800204 041231
New Highs, Percent 841 13.1%


Our agents are standing by
to help you. Click to chat.
 Live chat by LivePerson



 
DH Trading Systems LLC
3602 Golfview Dr.
Hampden, PA 17050
dean@traderstech.net
For immediate response call: 717-732-1319
© Copyright 2001 - 2003 STS Inc. All Rights Reserved - Synergy Trading System™ and Checkmate Trading System™ are Trademarks of STS Inc.
site by: WebPageCreation.org