Test 1
Buy Signal * Cross of the MACD above it's trigger line (9 day Moving Average of MACD) (Daily) * Enter on the next mornings openSell Signal * Cross of the MACD Below It's Trigger Line (9 Day Moving Average of MACD) (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 5000 Maximum # Of Positions 5TEST MACD Cross of Trigger Line (Basket Test) 1000 Periods Trade Statistics Trades Processed: 6604 Trades Taken: 2257 Trades Rejected: 4347 Winning Trades: 1011 (44.79%) Losing Trades: 1246 (55.21%) Largest Winning Trade: $6,543.11 Largest Losing Trade: -$2,984.05 Average Winning Trade: $416.25 Average Losing Trade: -$177.41 Average Win/Average Loss: 2.3463 TEST MACD Cross Trigger Line – No Stop. (Simulation Result – Results Varied Greatly) 1000 Periods Trade Summary Earliest Entry Date: 15-09-00 Latest Exit Date: 24-09-04 Total Trading duration: 1470 days Profit Summary Profit Status: PROFITABLE Starting Capital: $50,000.00 Finishing Capital: $55,443.66 Total Net Profit: $5,443.66 (10.89%) Total Transaction Cost: $14,683.20 Annualized Comp Interest: 2.5992% Trade Statistics Trades Processed: 6604 Trades Taken: 368 Trades Rejected: 0 Winning Trades: 147(39.95%) Losing Trades: 221(60.05%) Largest Winning Trade: $1,740.87 Largest Losing Trade: -$1,297.05 Average Winning Trade: $283.21 Average Losing Trade: -$163.75 Average Win/Average Loss: 1.7296 Trade Duration Statistics Average Days in All Trades: 18 Average Days in Winning Trades: 28 Average Days in Losing Trades: 11 Consecutive Trade Statistics Maximum consecutive winning trades: 6 Maximum consecutive losing trades: 21 Relative Drawdown Maximum Dollar Drawdown: $3,2998.51 Maximum Percentage Drawdown: 6.12%
Example Of Profit Line With This Signal. Note Large Variations in profit.
