Test 1
Buy Signal * Cross of the MACD above Zero(Daily) * Enter on the next mornings openSell Signal * Cross of the MACD Below Zero (Daily) * Exit on the next mornings openStop Loss / Position Size * None
System Parameters Start Capital $50,000 Max Risk (if applicable) 2% Periods Tested 1000 Maximum Position Size 20% Maximum # Of Positions 5TEST MACD Cross of Zero Line (Basket Test) 1000 Periods Trade Statistics Trades Processed: 2875 Trades Taken: 2257 Trades Rejected: 618 Winning Trades: 814 (36.07%) Losing Trades: 1443 (63.93%) Breakeven Trades: 0 Largest Winning Trade: $16,127.67 Largest Losing Trade: -$3,157.98 Average Winning Trade: $799.10 Average Losing Trade: -$213.90 Average Win/Average Loss: 3.7359 TEST MACD Cross Zero – ATR Stop. (Simulation Result – Results Varied Greatly) 1000 Periods Trade Summary Earliest Entry Date: 21-09-00 Latest Exit Date: 24-09-04 Total Trading duration: 1464 days Profit Summary Profit Status: PROFITABLE Starting Capital: $50,000.00 Finishing Capital: $63,647.32 Total Net Profit: $13,647.32 (27.29%) Total Transaction Cost: $10,932.60 Annualized Comp Interest: 6.2016% Trade Statistics Trades Processed: 2875 Trades Taken: 274 Trades Rejected: 2601 Winning Trades: 99(36.13%) Losing Trades: 175(63.87%) Largest Winning Trade: $2,4201.20 Largest Losing Trade: -$1,208.60 Average Winning Trade: $484.80 Average Losing Trade: -$196.27 Average Win/Average Loss: 2.47 Trade Duration Statistics Average Days in All Trades: 44 Average Days in Winning Trades: 85 Average Days in Losing Trades: 21 Consecutive Trade Statistics Maximum consecutive winning trades: 8 Maximum consecutive losing trades: 11 Relative Drawdown Maximum Dollar Drawdown: $2,706.41 Maximum Percentage Drawdown: 5.4130%
Example Of Profit Line With This Signal. Note Most Trades Take Capital Down and only a Few Bring It Up
