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Old 12-08-2005, 06:47 PM
cmartin cmartin is offline
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Join Date: Dec 2005
Location: Michigan, USA
Posts: 3
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I put that logic in so that I can have it skip the SELL trades which were proving to be poor. I have tested it and I'll include the results. Here.

Bars in test 4035
Ticks modelled 123590
Modelling quality 69.77%
Initial deposit 25000.00
Total net profit 5120.00
Gross profit 8420.00
Gross loss -3300.00
Profit factor 2.55
Expected payoff 116.36
Absolute drawdown 300.00
Maximal drawdown (%) 600.00 (2.1%)
Total trades 44
Short positions (won %) 0 (0.00%)
Long positions (won %) 44 (75.00%)
Profit trades (% of total) 33 (75.00%)
Loss trades (% of total) 11 (25.00%)
Largest
profit trade 260.00
loss trade -300.00
Average
profit trade 255.15
loss trade -300.00
Maximum
consecutive wins (profit in money) 7 (1820.00)
consecutive losses (loss in money) 2 (-600.00)
Maximal
consecutive profit (count of wins) 1820.00 (7)
consecutive loss (count of losses) -600.00 (2)
Average
consecutive wins 3
consecutive losses 1
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