Livettcdata: LIVETTC TS 1

Saturday, July 28, 2012

LIVETTC TS 1

Trading system LIVE TTC V 1.0

Some important facts about the system

Performance for the period 1 Jan 2012 till 5 Oct 2012 : Initial capital increased by 54 % ( Check the trailing report for the same. )

LIVETTC TS 1

Click to the link : https://docs.google.com/open?id=0Bz7KJzrhM7dOcXR0Q09ZVk4yRUE

Statistics

	All trades	Long trades	Short trades
Initial capital	100000.00	100000.00	100000.00
Ending capital	154505.00	166135.00	88370.00
Net Profit	54505.00	66135.00	-11630.00
Net Profit %	54.50 %	66.14 %	-11.63 %
Exposure %	8.15 %	6.03 %	2.12 %
Net Risk Adjusted Return %	668.38 %	1096.78 %	-547.32 %
Annual Return %	77.41 %	95.21 %	-15.03 %
Risk Adjusted Return %	949.20 %	1578.93 %	-707.50 %

All trades	7	4 (57.14 %)	3 (42.86 %)
Avg. Profit/Loss	7786.43	16533.75	-3876.67
Avg. Profit/Loss %	498.53 %	1065.81 %	-257.83 %
Avg. Bars Held	26.57	24.25	29.67

Winners	4 (57.14 %)	3 (42.86 %)	1 (14.29 %)
Total Profit	92170.00	69215.00	22955.00
Avg. Profit	23042.50	23071.67	22955.00
Avg. Profit %	1476.61 %	1485.86 %	1448.85 %
Avg. Bars Held	37.00	26.00	70.00
Max. Consecutive	3	2	1
Largest win	31395.00	31395.00	22955.00
# bars in largest win	17	17	70

Losers	3 (42.86 %)	1 (14.29 %)	2 (28.57 %)
Total Loss	-37665.00	-3080.00	-34585.00
Avg. Loss	-12555.00	-3080.00	-17292.50
Avg. Loss %	-805.57 %	-194.35 %	-1111.18 %
Avg. Bars Held	12.67	19.00	9.50
Max. Consecutive	3	1	2
Largest loss	-17925.00	-3080.00	-17925.00
# bars in largest loss	8	19	8

Trading system LIVE TTC V 2.0

LIVETTC TS 2

Click to the link : https://docs.google.com/open?id=0Bz7KJzrhM7dOV2xqSFB3WEcyREE