Test of Divergence 2001 System 5-16-2001
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Total
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Win |
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Ave |
Avg Bars |
Avg Bars |
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Net Prof |
Trades |
Trades |
Pct Prof |
Big Win |
Big Loss |
Trade |
Winners |
Losers |
Max DD |
| ND
Long |
82,150 |
20 |
14 |
70% |
27,800 |
6,900 |
4,108 |
11 |
12 |
16,000 |
| ND
Short |
36,855 |
43 |
18 |
42% |
27,200 |
11,500 |
857 |
12 |
10 |
35,490 |
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| SP500
Long |
24,625 |
32 |
20 |
63% |
8,225 |
5,350 |
769 |
14 |
10 |
12,550 |
| SP500
Short |
52,300 |
46 |
29 |
63% |
9,725 |
5,525 |
1,137 |
13 |
9 |
8,250 |
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| DX
Long |
-3,190 |
19 |
7 |
37% |
3,010 |
2,740 |
-168 |
13 |
9 |
9,270 |
| DX
Short |
7,640 |
20 |
14 |
70% |
3,440 |
2,020 |
382 |
13 |
6 |
2,770 |
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| JY
Long |
17,500 |
38 |
18 |
47% |
9,600 |
2,288 |
461 |
10 |
9 |
7,350 |
| JY
Short |
-1,325 |
13 |
8 |
62% |
1,700 |
2,750 |
-102 |
16 |
7 |
6,100 |
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| SF
Long |
12,575 |
25 |
12 |
48% |
5,750 |
2,850 |
503 |
14 |
10 |
5,938 |
| SF
Short |
2,263 |
18 |
10 |
56% |
4,725 |
5,837 |
126 |
13 |
10 |
8,613 |
| Totals |
231,393 |
274 |
150 |
55% |
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845 |
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