SYNERGY & 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.

Synergy & Fusion & Interplay Combined Equity Curve 20 Market Portfolio (single contracts)
 
Net Win Loss $2,223,865
Max Drawdown $48,855 on 010905
Percent Wins 39%
Trades 3788 1286
Average Winning Trade $2,801
Average Losing Trade $828
Avg $Win to Avg $Loss 3.38
Longest Drawdown 0.81 years 010110 to 011031
Total Slpg + Commssn $284,100
Start Up Capital 100,000
Max Items Held 37 980603
Days Winning, Losing 3523 2892
Expectation, Kelly 70.9% 21.2%
Start Date, End Date 800204 041231
New Highs, Percent 806 12.6%


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dean@traderstech.net
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