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ANDROMEDA DETAILS
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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 $4000 maximum risk filter
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.
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Andromeda Equity Curve 20 Market
Portfolio (single contracts)

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Net Win Loss |
$1,013,774 |
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Max Drawdown |
$59,997 |
on 040723 |
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Percent Wins |
43.4% |
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Trades, Trades Rejected |
1218 |
0 |
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Wins |
529 |
$1,939,448 |
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Losses |
689 |
$59,997 |
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Long Wins |
$1,103,185 |
$435,405 |
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Long Losses |
323 |
$435,405 |
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Short Wins |
257 |
$836,263 |
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Short Losses |
366 |
$490,271 |
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Max Consecutive Wins |
9 |
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Max Consecutive Losses |
15 |
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Largest Winning Trade |
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$18,420 |
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Largest Losing Trade |
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$5,575 |
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Average Winning Trade |
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$3,666 |
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Average Losing Trade |
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$1,344 |
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Avg $Win to Avg $Loss |
2.73 |
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Longest Drawdown |
1.81 years 030311 to 041231 |
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Total Slpg + Commssn |
$91,350 |
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Start Up Capital |
50,000 |
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Margin Calls, Max |
0 |
0 |
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Max Items Held |
17 |
990311 |
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Days Winning, Losing |
3525 |
2891 |
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Expectation, Kelly |
62% |
22.7% |
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Start Date, End Date |
800108 |
041231 |
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Total Items Traded |
1218 |
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New Highs, Percent |
837 |
13% |
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