- Model Tracking Vehicle=MDY
- Start Date=2/5/1999
- Number of Trades=43
- Average Trade Return=0.36%
- Average Winning Trade Return=0.71%
- Average Losing Trade Return=-0.66%
- Win Rate=74%
- Ratio of Average Win/Average Loss (RAWAL)=1.07
- Profit Factor=3.11
The RAWAL is just a bit more than the Average Losing Trade, but this model generates 74% winners.
Disclosure: Long EMDZ09.
Disclosure: The performance results shown above are for Model analysis purposes and do not include commission or slippage. The model is built on data from the MDY, but I trade the model with the EMD e-mini. Actual trading results from the EMD usually differ from the model results of the MDY, with the EMD showing somewhat weaker performance data. Nonetheless, I still trade this model with the EMD and when executed according to the plan, it has generated consistent profitability for me.
***remember this is an illustration of what i am trading and my thinking...my trading plan may change without notice...this is not a recommendation for you or anyone else, to buy or sell this or any other security...***
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