Summary
Advantage Aggressive2 - 2 TWII (Tajwan) (TWII)
Simulation Date 2008-09-05 11:56:45 1129 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days)
Points Only Test
Performance
Profit 3921.9810 Pts
Performance N/A
Annualized Performance N/A
Buy & Hold Profit 770.6236 Pts
Buy & Hold Performance N/A
Buy & Hold Annualized Performance N/A

Trade Summary
Total Trades 128
Trade Efficiency 0.47 %
Average Profit/Average Loss N/A

Profitable Trades
Total 61
Long 36
Short 25
Average Profit 172.4810 Pts
Highest Profit 600.3249 Pts
Lowest Profit 5.3208 Pts
Most Consecutive 7

Unprofitable Trades
Total 67
Long 31
Short 36
Average Loss -98.4979 Pts
Highest Loss -279.2901 Pts
Lowest Loss -0.6332 Pts
Most Consecutive 7

Maximum Position Excursions
Long Favorable 709.0024 Pts
Short Favorable 615.5372 Pts
Long Adverse -547.3766 Pts
Short Adverse -376.5440 Pts

Trade Efficiency
Average Entry 47.97 %
Average Exit 52.50 %
Average Total 0.47 %
Average Long Entry 50.67 %
Average Long Exit 55.47 %
Average Long Total 6.14 %
Average Short Entry 45.01 %
Average Short Exit 49.24 %
Average Short Total -5.75 %

Performance Indices
Buy & Hold Index 408.94 %
Profit/Loss Index 37.28 %
Reward/Risk Index 93.65 %

Accounting
Initial Equity 0.0000 Pts
Trade Profit 10521.3407 Pts
Trade Loss -6599.3597 Pts
Commissions 266.8686 Pts
Interest Credited 0.0000 Pts
Interest Charged 0.0000 Pts
Final Equity 3921.9810 Pts
Open Positions 0.0000 Pts

Account Variation
Highest Account Balance 4429.9888 Pts
Lowest Account Balance -265.8018 Pts
Highest Portfolio Value 709.0024 Pts
Highest Open Drawdown -265.8018 Pts
Highest Closed Drawdown -224.4286 Pts

Account Events
Margin Calls 0
Overdrafts 0

Profitable Timing
Average Trade Length 2
Longest Trade Length 7
Shortest Trade Length 1
Total Trade Length 180

Unprofitable Timing
Average Trade Length 2
Longest Trade Length 7
Shortest Trade Length 0
Total Trade Length 192

Out of Market Timing
Average 6
Longest 60
Total 757