© Ed Seykota, 2003 - 2005 ... Write for permission to reprint.

Ed Seykota's

Frequently Asked Questions

FAQ Index & Ground Rules  ...  Tribe Directory - How to Join

TTP - The Trading Tribe Process  ...  Glossary

  TTP Workshop  ...  Resources  ...  The Trading Tribe Book

TSP: Trading System Project  ...  Breathwork  ...  Charts

 

SYS_SR

Run(x : y) = (3 : 3)

Variable *==> Fast Days = 20.000

Variable *==> Slow Days = 140.000

Heat = 0.050

Commission = 0.000

Skid Fraction = 0.500

Margin = 0.200

Atr Multiplier = 5.000

Exponential Growth Rate = 0.030

Days To Warm Up = 25.000

EquityStartEndICAGR & Years
This Test1,000,000.002,999,470.000.0357
Benchmark1,000,000.002,514,861.310.0300
Dates74-12-31-T05-09-27-T30.741


Dr-Dn = 0.3585

Bliss = 0.0997

trade log - metrics log - equity log

Black=Equity  Blue=Closing Balance  Green=Benchmark

 

First Few Trades

 

Key: Square = Entry; Diamond = Exit

 

Lines Support Resistance
Slow Orange Blue
Fast Magenta Green

 

To trace the step-by-step computation, see Dump