Summary
Advantage Aggressive2 - 2 WIG20 (WIG20)
Simulation Date 2008-09-05 12:05:27 1169 Daily Bars 2004-01-02 Through 2008-09-01 (1704 Days)
Points Only Test
Performance
Profit 1580.2984 Pts
Performance N/A
Annualized Performance N/A
Buy & Hold Profit 967.2575 Pts
Buy & Hold Performance N/A
Buy & Hold Annualized Performance N/A

Trade Summary
Total Trades 137
Trade Efficiency 4.02 %
Average Profit/Average Loss N/A

Profitable Trades
Total 72
Long 45
Short 27
Average Profit 64.4978 Pts
Highest Profit 232.1344 Pts
Lowest Profit 2.6975 Pts
Most Consecutive 10

Unprofitable Trades
Total 65
Long 32
Short 33
Average Loss -47.1314 Pts
Highest Loss -166.4224 Pts
Lowest Loss -0.0392 Pts
Most Consecutive 5

Maximum Position Excursions
Long Favorable 234.0843 Pts
Short Favorable 212.0022 Pts
Long Adverse -183.5197 Pts
Short Adverse -140.1587 Pts

Trade Efficiency
Average Entry 47.80 %
Average Exit 56.23 %
Average Total 4.02 %
Average Long Entry 49.87 %
Average Long Exit 62.78 %
Average Long Total 12.65 %
Average Short Entry 45.14 %
Average Short Exit 47.81 %
Average Short Total -7.05 %

Performance Indices
Buy & Hold Index 63.38 %
Profit/Loss Index 34.03 %
Reward/Risk Index 99.96 %

Accounting
Initial Equity 0.0000 Pts
Trade Profit 4643.8410 Pts
Trade Loss -3063.5426 Pts
Commissions 113.4589 Pts
Interest Credited 0.0000 Pts
Interest Charged 0.0000 Pts
Final Equity 1580.2984 Pts
Open Positions 0.0000 Pts

Account Variation
Highest Account Balance 1647.5487 Pts
Lowest Account Balance -0.5828 Pts
Highest Portfolio Value 234.0843 Pts
Highest Open Drawdown -0.5828 Pts
Highest Closed Drawdown 0.0000 Pts

Account Events
Margin Calls 0
Overdrafts 0

Profitable Timing
Average Trade Length 3
Longest Trade Length 9
Shortest Trade Length 1
Total Trade Length 232

Unprofitable Timing
Average Trade Length 2
Longest Trade Length 7
Shortest Trade Length 1
Total Trade Length 189

Out of Market Timing
Average 6
Longest 59
Total 748