MG3
- Creatore Discussione emacoach
- Data di Inizio
Cosa ne pensate di questo costato quasi quattro anni di nottate davati al pc????
Genera segnali in chiusura da inserire il giorno successivo. Non ha stop prefissati ed è sempre sul mercato. Questo è il report dal 1996:
Performance Summary: All Trades
Total Net Profit $244.997,00 Open position P/L $2.668,00
Gross Profit $291.400,00 Gross Loss ($46.403,00)
Total # of trades 545 Percent profitable 66,61%
Number winning trades 363 Number losing trades 182
Largest winning trade $6.717,00 Largest losing trade ($1.286,00)
Average winning trade $802,75 Average losing trade ($254,96)
Ratio avg win/avg loss 3,15 Avg trade (win & loss) $449,54
Max consec. Winners 17 Max consec. losers 5
Avg # bars in winners 3 Avg # bars in losers 1
Max intraday drawdown ($3.162,00)
Profit Factor 6,28 Max # contracts held 1
Account size required $3.162,00 Return on account 7748,16%
Performance Summary: Long Trades
Total Net Profit $129.652,01 Open position P/L $2.668,00
Gross Profit $152.849,02 Gross Loss ($23.197,00)
Total # of trades 272 Percent profitable 66,91%
Number winning trades 182 Number losing trades 90
Largest winning trade $4.015,00 Largest losing trade ($1.286,00)
Average winning trade $839,83 Average losing trade ($257,74)
Ratio avg win/avg loss 3,26 Avg trade (win & loss) $476,66
Max consec. Winners 13 Max consec. losers 5
Avg # bars in winners 4 Avg # bars in losers 1
Max intraday drawdown ($2.045,00)
Profit Factor 6,59 Max # contracts held 1
Account size required $2.045,00 Return on account 6339,95%
Performance Summary: Short Trades
Total Net Profit $115.345,00 Open position P/L $0,00
Gross Profit $138.551,00 Gross Loss ($23.206,00)
Total # of trades 273 Percent profitable 66,30%
Number winning trades 181 Number losing trades 92
Largest winning trade $6.717,00 Largest losing trade ($1.089,00)
Average winning trade $765,48 Average losing trade ($252,24)
Ratio avg win/avg loss 3,03 Avg trade (win & loss) $422,51
Max consec. Winners 12 Max consec. losers 8
Avg # bars in winners 3 Avg # bars in losers 1
Max intraday drawdown ($3.781,00)
Profit Factor 5,97 Max # contracts held 1
Account size required $3.781,00 Return on account 3050,65%
Annual Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
YTD $5.508,00 2,25% 4,37 19 52,63%
12 month $42.282,00 20,29% 5,56 102 62,75%
01 $47.491,00 24,03% 6,40 94 63,83%
00 $46.878,00 31,09% 3,81 104 57,69%
99 $47.088,00 45,41% 7,44 96 71,88%
98 $64.298,00 163,18% 9,06 90 74,44%
97 $28.091,00 248,35% 7,68 95 66,32%
96 $8.311,00 277,03% 5,96 54 64,81%
Annual Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
02 $5.508,00 2,25% 4,37 19 52,63%
01-02 $52.999,00 26,81% 6,08 113 61,95%
00-02 $99.877,00 66,24% 4,68 217 59,91%
99-02 $146.965,01 141,72% 5,27 313 63,58%
98-02 $211.263,01 536,17% 5,98 403 66,00%
97-02 $239.354,01 2116,12% 6,14 498 66,06%
96-02 $247.665,01 8255,50% 6,13 552 65,94%
Monthly Average Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
January $3.924,50 3,29% 3,64 11,00 56,82%
February $4.639,00 2,98% 7,15 6,50 65,38%
March $3.613,50 2,23% 4,04 8,25 63,64%
April $1.904,33 0,98% 2,18 10,00 56,67%
May $3.525,33 2,27% 4,63 9,00 62,96%
June $1.980,00 1,26% 3,05 10,67 56,25%
July $3.831,67 2,33% 12,39 8,00 62,50%
August $1.759,00 1,10% 2,58 9,67 55,17%
September $7.075,00 3,81% 13,70 7,67 78,26%
October $5.503,00 2,91% 16,23 9,00 66,67%
November $2.926,75 2,10% 3,88 9,75 58,97%
December $5.292,25 3,85% 10,92 7,75 70,97%
Monthly Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
3/02 $1.273,00 0,51% N/A 1 100,00%
2/02 $4.169,00 1,70% 32,35 6 83,33%
1/02 $66,00 0,03% 1,04 14 42,86%
12/01 $4.901,00 2,04% 6,93 7 71,43%
11/01 $1.244,00 0,52% 1,61 11 54,55%
10/01 $6.709,00 2,89% 17,32 13 69,23%
9/01 $12.219,00 5,55% 36,11 4 75,00%
8/01 $1.502,00 0,69% 2,92 10 60,00%
7/01 $3.349,00 1,56% 15,44 9 77,78%
6/01 $1.158,00 0,54% 1,80 10 40,00%
5/01 $1.332,00 0,63% 2,57 10 60,00%
4/01 $4.360,00 2,09% 7,04 7 85,71%
3/01 $4.502,00 2,21% 4,54 8 62,50%
2/01 $4.105,00 2,05% 7,66 6 50,00%
1/01 $2.110,00 1,07% 2,90 10 60,00%
12/00 $3.435,00 1,77% 12,15 9 66,67%
11/00 $4.465,00 2,35% 6,10 10 70,00%
10/00 $6.936,00 3,79% 40,63 6 83,33%
9/00 $4.270,00 2,39% 4,23 10 60,00%
8/00 $1.152,00 0,65% 1,75 11 45,45%
7/00 $4.364,00 2,52% 230,68 5 40,00%
6/00 $2.561,00 1,50% 2,92 14 50,00%
5/00 $6.396,00 3,90% 5,61 10 60,00%
4/00 $1.208,00 0,74% 1,36 12 50,00%
3/00 $5.060,00 3,21% 3,34 10 60,00%
2/00 $3.754,00 2,44% 2,65 8 37,50%
1/00 $3.277,00 2,17% 2,67 10 50,00%
12/99 $4.976,00 3,41% 5,99 8 62,50%
11/99 $2.501,00 1,75% 6,07 8 50,00%
10/99 $2.864,00 2,04% 6,75 8 50,00%
9/99 $4.736,00 3,49% N/A 9 100,00%
8/99 $2.623,00 1,97% 3,59 8 62,50%
7/99 $3.782,00 2,92% 5,99 10 60,00%
6/99 $2.221,00 1,75% 18,77 8 87,50%
5/99 $2.848,00 2,29% 5,23 7 71,43%
4/99 $145,00 0,12% 1,19 11 45,45%
3/99 $3.619,00 3,00% 3,74 14 64,29%
2/99 $6.528,00 5,73% N/A 6 100,00%
1/99 $10.245,00 9,88% 8,37 10 80,00%
12/98 $7.857,00 8,20% N/A 7 85,71%
11/98 $3.497,00 3,79% 6,17 10 60,00%
Monthly Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
3/02 $1.273,00 0,51% N/A 1 100,00%
2/02-3/02 $5.442,00 2,22% 41,92 7 85,71%
1/02-3/02 $5.508,00 2,25% 4,37 21 57,14%
12/01-3/02 $10.409,00 4,33% 5,23 28 60,71%
11/01-3/02 $11.653,00 4,88% 3,60 39 58,97%
10/01-3/02 $18.362,00 7,90% 4,75 52 61,54%
9/01-3/02 $30.581,00 13,90% 6,83 56 62,50%
8/01-3/02 $32.083,00 14,68% 6,32 66 62,12%
7/01-3/02 $35.432,00 16,46% 6,66 75 64,00%
6/01-3/02 $36.590,00 17,09% 5,75 85 61,18%
5/01-3/02 $37.922,00 17,83% 5,44 95 61,05%
4/01-3/02 $42.282,00 20,29% 5,56 102 62,75%
3/01-3/02 $46.784,00 22,95% 5,44 110 62,73%
2/01-3/02 $50.889,00 25,47% 5,56 116 62,07%
1/01-3/02 $52.999,00 26,81% 5,32 126 61,90%
12/00-3/02 $56.434,00 29,06% 5,49 135 62,22%
11/00-3/02 $60.899,00 32,09% 5,53 145 62,76%
10/00-3/02 $67.835,00 37,10% 5,98 151 63,58%
9/00-3/02 $72.105,00 40,38% 5,82 161 63,35%
8/00-3/02 $73.257,00 41,29% 5,44 172 62,21%
7/00-3/02 $77.621,00 44,86% 5,70 177 61,58%
6/00-3/02 $80.182,00 47,03% 5,50 191 60,73%
5/00-3/02 $86.578,00 52,76% 5,50 201 60,70%
4/00-3/02 $87.786,00 53,90% 4,89 213 60,09%
3/00-3/02 $92.846,00 58,83% 4,76 223 60,09%
2/00-3/02 $96.600,00 62,70% 4,58 231 59,31%
1/00-3/02 $99.877,00 66,24% 4,45 241 58,92%
12/99-3/02 $104.853,00 71,91% 4,50 249 59,04%
11/99-3/02 $107.354,01 74,91% 4,53 257 58,75%
10/99-3/02 $110.218,01 78,48% 4,56 265 58,49%
9/99-3/02 $114.954,01 84,70% 4,72 274 59,85%
8/99-3/02 $117.577,01 88,35% 4,68 282 59,93%
7/99-3/02 $121.359,01 93,85% 4,71 292 59,93%
6/99-3/02 $123.580,01 97,24% 4,76 300 60,67%
5/99-3/02 $126.428,01 101,76% 4,77 307 60,91%
4/99-3/02 $126.573,01 102,00% 4,69 318 60,38%
3/99-3/02 $130.192,01 108,07% 4,66 332 60,54%
2/99-3/02 $136.720,01 119,99% 4,84 338 61,24%
1/99-3/02 $146.965,01 141,72% 4,97 348 61,78%
12/98-3/02 $154.822,01 161,54% 5,19 355 62,25%
11/98-3/02 $158.319,01 171,44% 5,20 365 62,19%
Genera segnali in chiusura da inserire il giorno successivo. Non ha stop prefissati ed è sempre sul mercato. Questo è il report dal 1996:
Performance Summary: All Trades
Total Net Profit $244.997,00 Open position P/L $2.668,00
Gross Profit $291.400,00 Gross Loss ($46.403,00)
Total # of trades 545 Percent profitable 66,61%
Number winning trades 363 Number losing trades 182
Largest winning trade $6.717,00 Largest losing trade ($1.286,00)
Average winning trade $802,75 Average losing trade ($254,96)
Ratio avg win/avg loss 3,15 Avg trade (win & loss) $449,54
Max consec. Winners 17 Max consec. losers 5
Avg # bars in winners 3 Avg # bars in losers 1
Max intraday drawdown ($3.162,00)
Profit Factor 6,28 Max # contracts held 1
Account size required $3.162,00 Return on account 7748,16%
Performance Summary: Long Trades
Total Net Profit $129.652,01 Open position P/L $2.668,00
Gross Profit $152.849,02 Gross Loss ($23.197,00)
Total # of trades 272 Percent profitable 66,91%
Number winning trades 182 Number losing trades 90
Largest winning trade $4.015,00 Largest losing trade ($1.286,00)
Average winning trade $839,83 Average losing trade ($257,74)
Ratio avg win/avg loss 3,26 Avg trade (win & loss) $476,66
Max consec. Winners 13 Max consec. losers 5
Avg # bars in winners 4 Avg # bars in losers 1
Max intraday drawdown ($2.045,00)
Profit Factor 6,59 Max # contracts held 1
Account size required $2.045,00 Return on account 6339,95%
Performance Summary: Short Trades
Total Net Profit $115.345,00 Open position P/L $0,00
Gross Profit $138.551,00 Gross Loss ($23.206,00)
Total # of trades 273 Percent profitable 66,30%
Number winning trades 181 Number losing trades 92
Largest winning trade $6.717,00 Largest losing trade ($1.089,00)
Average winning trade $765,48 Average losing trade ($252,24)
Ratio avg win/avg loss 3,03 Avg trade (win & loss) $422,51
Max consec. Winners 12 Max consec. losers 8
Avg # bars in winners 3 Avg # bars in losers 1
Max intraday drawdown ($3.781,00)
Profit Factor 5,97 Max # contracts held 1
Account size required $3.781,00 Return on account 3050,65%
Annual Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
YTD $5.508,00 2,25% 4,37 19 52,63%
12 month $42.282,00 20,29% 5,56 102 62,75%
01 $47.491,00 24,03% 6,40 94 63,83%
00 $46.878,00 31,09% 3,81 104 57,69%
99 $47.088,00 45,41% 7,44 96 71,88%
98 $64.298,00 163,18% 9,06 90 74,44%
97 $28.091,00 248,35% 7,68 95 66,32%
96 $8.311,00 277,03% 5,96 54 64,81%
Annual Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
02 $5.508,00 2,25% 4,37 19 52,63%
01-02 $52.999,00 26,81% 6,08 113 61,95%
00-02 $99.877,00 66,24% 4,68 217 59,91%
99-02 $146.965,01 141,72% 5,27 313 63,58%
98-02 $211.263,01 536,17% 5,98 403 66,00%
97-02 $239.354,01 2116,12% 6,14 498 66,06%
96-02 $247.665,01 8255,50% 6,13 552 65,94%
Monthly Average Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
January $3.924,50 3,29% 3,64 11,00 56,82%
February $4.639,00 2,98% 7,15 6,50 65,38%
March $3.613,50 2,23% 4,04 8,25 63,64%
April $1.904,33 0,98% 2,18 10,00 56,67%
May $3.525,33 2,27% 4,63 9,00 62,96%
June $1.980,00 1,26% 3,05 10,67 56,25%
July $3.831,67 2,33% 12,39 8,00 62,50%
August $1.759,00 1,10% 2,58 9,67 55,17%
September $7.075,00 3,81% 13,70 7,67 78,26%
October $5.503,00 2,91% 16,23 9,00 66,67%
November $2.926,75 2,10% 3,88 9,75 58,97%
December $5.292,25 3,85% 10,92 7,75 70,97%
Monthly Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
3/02 $1.273,00 0,51% N/A 1 100,00%
2/02 $4.169,00 1,70% 32,35 6 83,33%
1/02 $66,00 0,03% 1,04 14 42,86%
12/01 $4.901,00 2,04% 6,93 7 71,43%
11/01 $1.244,00 0,52% 1,61 11 54,55%
10/01 $6.709,00 2,89% 17,32 13 69,23%
9/01 $12.219,00 5,55% 36,11 4 75,00%
8/01 $1.502,00 0,69% 2,92 10 60,00%
7/01 $3.349,00 1,56% 15,44 9 77,78%
6/01 $1.158,00 0,54% 1,80 10 40,00%
5/01 $1.332,00 0,63% 2,57 10 60,00%
4/01 $4.360,00 2,09% 7,04 7 85,71%
3/01 $4.502,00 2,21% 4,54 8 62,50%
2/01 $4.105,00 2,05% 7,66 6 50,00%
1/01 $2.110,00 1,07% 2,90 10 60,00%
12/00 $3.435,00 1,77% 12,15 9 66,67%
11/00 $4.465,00 2,35% 6,10 10 70,00%
10/00 $6.936,00 3,79% 40,63 6 83,33%
9/00 $4.270,00 2,39% 4,23 10 60,00%
8/00 $1.152,00 0,65% 1,75 11 45,45%
7/00 $4.364,00 2,52% 230,68 5 40,00%
6/00 $2.561,00 1,50% 2,92 14 50,00%
5/00 $6.396,00 3,90% 5,61 10 60,00%
4/00 $1.208,00 0,74% 1,36 12 50,00%
3/00 $5.060,00 3,21% 3,34 10 60,00%
2/00 $3.754,00 2,44% 2,65 8 37,50%
1/00 $3.277,00 2,17% 2,67 10 50,00%
12/99 $4.976,00 3,41% 5,99 8 62,50%
11/99 $2.501,00 1,75% 6,07 8 50,00%
10/99 $2.864,00 2,04% 6,75 8 50,00%
9/99 $4.736,00 3,49% N/A 9 100,00%
8/99 $2.623,00 1,97% 3,59 8 62,50%
7/99 $3.782,00 2,92% 5,99 10 60,00%
6/99 $2.221,00 1,75% 18,77 8 87,50%
5/99 $2.848,00 2,29% 5,23 7 71,43%
4/99 $145,00 0,12% 1,19 11 45,45%
3/99 $3.619,00 3,00% 3,74 14 64,29%
2/99 $6.528,00 5,73% N/A 6 100,00%
1/99 $10.245,00 9,88% 8,37 10 80,00%
12/98 $7.857,00 8,20% N/A 7 85,71%
11/98 $3.497,00 3,79% 6,17 10 60,00%
Monthly Rolling Period Analysis (Mark-To-Market):
Period Net Profit % Gain Profit Factor # Trades % Profitable
3/02 $1.273,00 0,51% N/A 1 100,00%
2/02-3/02 $5.442,00 2,22% 41,92 7 85,71%
1/02-3/02 $5.508,00 2,25% 4,37 21 57,14%
12/01-3/02 $10.409,00 4,33% 5,23 28 60,71%
11/01-3/02 $11.653,00 4,88% 3,60 39 58,97%
10/01-3/02 $18.362,00 7,90% 4,75 52 61,54%
9/01-3/02 $30.581,00 13,90% 6,83 56 62,50%
8/01-3/02 $32.083,00 14,68% 6,32 66 62,12%
7/01-3/02 $35.432,00 16,46% 6,66 75 64,00%
6/01-3/02 $36.590,00 17,09% 5,75 85 61,18%
5/01-3/02 $37.922,00 17,83% 5,44 95 61,05%
4/01-3/02 $42.282,00 20,29% 5,56 102 62,75%
3/01-3/02 $46.784,00 22,95% 5,44 110 62,73%
2/01-3/02 $50.889,00 25,47% 5,56 116 62,07%
1/01-3/02 $52.999,00 26,81% 5,32 126 61,90%
12/00-3/02 $56.434,00 29,06% 5,49 135 62,22%
11/00-3/02 $60.899,00 32,09% 5,53 145 62,76%
10/00-3/02 $67.835,00 37,10% 5,98 151 63,58%
9/00-3/02 $72.105,00 40,38% 5,82 161 63,35%
8/00-3/02 $73.257,00 41,29% 5,44 172 62,21%
7/00-3/02 $77.621,00 44,86% 5,70 177 61,58%
6/00-3/02 $80.182,00 47,03% 5,50 191 60,73%
5/00-3/02 $86.578,00 52,76% 5,50 201 60,70%
4/00-3/02 $87.786,00 53,90% 4,89 213 60,09%
3/00-3/02 $92.846,00 58,83% 4,76 223 60,09%
2/00-3/02 $96.600,00 62,70% 4,58 231 59,31%
1/00-3/02 $99.877,00 66,24% 4,45 241 58,92%
12/99-3/02 $104.853,00 71,91% 4,50 249 59,04%
11/99-3/02 $107.354,01 74,91% 4,53 257 58,75%
10/99-3/02 $110.218,01 78,48% 4,56 265 58,49%
9/99-3/02 $114.954,01 84,70% 4,72 274 59,85%
8/99-3/02 $117.577,01 88,35% 4,68 282 59,93%
7/99-3/02 $121.359,01 93,85% 4,71 292 59,93%
6/99-3/02 $123.580,01 97,24% 4,76 300 60,67%
5/99-3/02 $126.428,01 101,76% 4,77 307 60,91%
4/99-3/02 $126.573,01 102,00% 4,69 318 60,38%
3/99-3/02 $130.192,01 108,07% 4,66 332 60,54%
2/99-3/02 $136.720,01 119,99% 4,84 338 61,24%
1/99-3/02 $146.965,01 141,72% 4,97 348 61,78%
12/98-3/02 $154.822,01 161,54% 5,19 355 62,25%
11/98-3/02 $158.319,01 171,44% 5,20 365 62,19%
bj
Forumer attivo
Ecco quanto mi avete chiesto:
MG3 EPSILON STOPREVERSE:
12/10/01 LONG 30970
13/11/01 SHORT 31761
29/11/01 LONG 32104
7/12/01 SHORT 33310
3/1/02 LONG 32622
30/1/02 SHORT 32096
25/2/02 LONG 30570 SEGNALE ANCORA IN CORSO
IERI 10/2/02 FIB 33000
TOTALE PUNTI FIB + 5.772
CIAO A TUTTI
BJ
MG3 EPSILON STOPREVERSE:
12/10/01 LONG 30970
13/11/01 SHORT 31761
29/11/01 LONG 32104
7/12/01 SHORT 33310
3/1/02 LONG 32622
30/1/02 SHORT 32096
25/2/02 LONG 30570 SEGNALE ANCORA IN CORSO
IERI 10/2/02 FIB 33000
TOTALE PUNTI FIB + 5.772
CIAO A TUTTI
BJ
silvia 80
Forumer attivo
In data 2002-03-11 15:04, bj scrive:
+5.772 IN 148 GIORNI PARI A +14.040 PUNTI FIB SU BASE ANNUA.
LA MEDIA PREVISTA DALLE NOSTRE 160 ULTIME SIMULAZIONI DI ANNATE E' DI CIRCA +12.000 PUNTI FIB/ANNO E PERCIO' CIRCA CI SIAMO, ANZI UN POCO SOPRA LA MEDIA.
come vivere di fib...
bravi!
bj
Forumer attivo
Grazie Silvia
Spero che sia un commento sincero e non ironico. Comunque ho amici che fanno i miei punti in molto meno tempo, ma a prezzo di ore e ore passate al monitor e stress in quantità industriale. Sono bravi ma io non ce la farei. A me pare che oltre al trading vada salvaguardata la qualità della nostra vita e con l'overnight mi sembra di esserci riuscito
Com'è il clima nelle lune galileiane di Giove?
Spero che sia un commento sincero e non ironico. Comunque ho amici che fanno i miei punti in molto meno tempo, ma a prezzo di ore e ore passate al monitor e stress in quantità industriale. Sono bravi ma io non ce la farei. A me pare che oltre al trading vada salvaguardata la qualità della nostra vita e con l'overnight mi sembra di esserci riuscito
Com'è il clima nelle lune galileiane di Giove?
silvia 80
Forumer attivo
In data 2002-03-11 15:41, bj scrive:
Grazie Silvia
Spero che sia un commento sincero e non ironico. Comunque ho amici che fanno i miei punti in molto meno tempo, ma a prezzo di ore e ore passate al monitor e stress in quantità industriale. Sono bravi ma io non ce la farei. A me pare che oltre al trading vada salvaguardata la qualità della nostra vita e con l'overnight mi sembra di esserci riuscito
Com'è il clima nelle lune galileiane di Giove?
non era ironico,anzi era di stima.
Non opero sul fib,anche se lo osservo e cerco di custruirmi rudimentali ts.
Comunque portare il fib in over per me è troppo rischioso.
Ciao.
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