[на страницу описания торговой системы]

Торговая система Осциллятор+ CCI на акциях РАО ЕЭС


Внимание- тестирование для после кризисного периода 1/07/99 - 19/10/2000
Осциллятор 12, 7; CCI 29;
Item Value Item Value
Total net profit 892.17 Open position value -23.40
Percent gain/loss 89.22 Annual percent gain/loss 68.27
Initial investment 1000.00 Interest earned 0.00
       
Buy/Hold profit 359.43 Days in test 477
Buy/Hold pct gain/loss 35.94 Annual B/H pct gain/loss 27.50
       
Total closed trades 26 Commissions paid 436.72
Avg profit per trade 35.21 Avg Win/Avg Loss ratio 2.21
Total long trades 13 Total short trades 13
Winning long trades 5 Winning short trades 6
       
Total winning trades 11 Total losing trades 15
Amount of winning trades 2394.02 Amount of losing trades -1478.45
Average win 217.64 Average loss -98.56
Largest win 825.38 Largest loss -159.98
Average length of win 15.45 Average length of loss 5.07
Longest winning trade 24 Longest losing trade 19
Most consecutive wins 4 Most consecutive losses 6
       
Total bars out 116 Average length out 8.29
Longest out period 26