Summary
Advantage Aggressive2 - 1 RTS (RTS)
Simulation Date 2008-09-05 11:28:27 1151 Daily Bars 2004-01-05 Through 2008-09-01 (1701 Days)
Points Only Test
Performance
Profit 1811.5884 Pts
Performance N/A
Annualized Performance N/A
Buy & Hold Profit 1389.6099 Pts
Buy & Hold Performance N/A
Buy & Hold Annualized Performance N/A

Trade Summary
Total Trades 122
Trade Efficiency -13.31 %
Average Profit/Average Loss N/A

Profitable Trades
Total 51
Long 32
Short 19
Average Profit 108.3252 Pts
Highest Profit 455.3914 Pts
Lowest Profit 0.0500 Pts
Most Consecutive 7

Unprofitable Trades
Total 71
Long 36
Short 35
Average Loss -52.2957 Pts
Highest Loss -192.3943 Pts
Lowest Loss -1.3197 Pts
Most Consecutive 6

Maximum Position Excursions
Long Favorable 596.1103 Pts
Short Favorable 514.0417 Pts
Long Adverse -194.7787 Pts
Short Adverse -205.6263 Pts

Trade Efficiency
Average Entry 49.45 %
Average Exit 37.23 %
Average Total -13.31 %
Average Long Entry 53.37 %
Average Long Exit 41.88 %
Average Long Total -4.74 %
Average Short Entry 44.52 %
Average Short Exit 31.38 %
Average Short Total -24.10 %

Performance Indices
Buy & Hold Index 30.37 %
Profit/Loss Index 32.79 %
Reward/Risk Index 93.60 %

Accounting
Initial Equity 0.0000 Pts
Trade Profit 5524.5857 Pts
Trade Loss -3712.9974 Pts
Commissions 76.2306 Pts
Interest Credited 0.0000 Pts
Interest Charged 0.0000 Pts
Final Equity 1811.5884 Pts
Open Positions 0.0000 Pts

Account Variation
Highest Account Balance 1925.7366 Pts
Lowest Account Balance -123.9145 Pts
Highest Portfolio Value 596.1103 Pts
Highest Open Drawdown -123.9145 Pts
Highest Closed Drawdown -121.3591 Pts

Account Events
Margin Calls 0
Overdrafts 0

Profitable Timing
Average Trade Length 10
Longest Trade Length 23
Shortest Trade Length 4
Total Trade Length 539

Unprofitable Timing
Average Trade Length 2
Longest Trade Length 8
Shortest Trade Length 1
Total Trade Length 212

Out of Market Timing
Average 4
Longest 108
Total 400