Combined System - April 27th 2006
From January 2nd 1990 to December 30th 2005

 

Run(i : j) = (0 : 0)

CL/Heat = 0.050
CL/Slow Average = 150.000
CL/Fast Average = 15.000
HG/Heat = 0.050
HG/Fast Days = 100.000
HG/Slow Days = 200.000

ICAGR = 0.0647
Dr-Dn = 0.2517
Bliss = 0.2570

 

Equity curve

 

Equity Log

Trade Log