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SYS_SR  - October 15, 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 2,585,500.00 0.0309
Benchmark 1,000,000.00 4,634,865.21 0.0499
Dates 75-01-25-a 05-09-27-T 30.672

Dr-Dn = 0.4077

Bliss = 0.0758


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