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SYS_SR October 8, 2005, by Ed Seykota
Run(x : y) = (1 : 1)
Variable *==> Fast Days = 20.000
Variable *==> Slow Days = 140.000
Heat = 0.050
Commission = 0.000
Skid Fraction = 0.500
Margin = 0.200
| Equity |
Start |
End |
ICAGR & Years | |
This Test |
1,000,000.00 |
2,997,975.00 |
0.0357 | |
Benchmark |
1,000,000.00 |
4,666,697.95 |
0.0501 | |
Dates |
75-01-25-a |
05-09-27-T |
30.672 |
Dr-Dn = 0.3586
Bliss = 0.0996
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 around the first round turn, see Sequence
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