| Detail | Trend | Profit | Summary | Secondary | Stoploss |
The Profit Summary Report.The first line on the Summary Report shows the parameters used to run the System.
RUNDATE Filter Stop Draw Margin Capital Lots
RUNDATE:26APR00:F=100,S=6500,D=2500,M=09000,C=090000,L=0100
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| | | | | | Max contracts
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| | | | | Initial trading
| | | | | capital
Run date | | | Trading
| | | margin
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| | Drawdown
| | parameter
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| Stop loss
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The following fields have the following information in them:
NUM........... Trade number.
WEEK-OF....... Friday's date.
SELL.......... The price at which a short position was entered.
This price gets adjusted by the rollover amount.
When you read this report, take this into account.
The rollover amounts are displayed on the detail.
BUY........... The price at which a long position was entered.
This price too is adjusted by the rollover amount.
S............. This means:
An "X" means that the System was in a short trade.
An "L" means that the System was in a long trade.
An "N" means that the System has generated a new trade.
An "A" means that a trade has been stopped out.
An "O" means that the trade is still open.
DMAX........... Maximum draw down calculated from the highs and lows.
DCLS........... Draw down calculated from the close on Friday.
The majority of trades have no draw down at the close.
PROFIT........ This is the profit or loss made by the trade on exit.
REVERSE....... The profit or loss from the REVERSE TREND Function.
TOTALS........ The accumulated total of all the trades.
LOTS.......... Number of contracts traded by the System.
PROFITS....... The trading profit multiplied by the
number of contracts traded.
TOTAL-CAPITAL. The accumulated profits generated
from reinvesting the profits.
FXLV-NEURO-SWITCHES. See Detail report for explanation.
AVERAGE TRADE..... This is the average profit per trade.
AVERAGE PROFIT.... This is the average profit per winning trade.
AVERAGE LOSS...... This gives the average loss per losing trade.
WINS.............. This figure gives the number of winning trades.
LOSSES............ This figure gives the number of losing trades.
P/L............... Ratio: total profit / total loss.
W/L............... Ratio: winning trades / losing trades.
DRAWDOWN.. Drawdown figures for various levels.
MAX:...... Maximum draw down numbers.
@CLOSE:... Drawdown at the close.
0-0.... Number of trades with zero draw downs.
0-1.... Number of trades with draw downs of up to $1000.
1-2.... Number of trades with draw downs of $1000 to $2000.
2-3.... Number of trades with draw downs of $2000 to $3000.
3-4.... Number of trades with draw downs of $3000 to $4000.
4-5.... Number of trades with draw downs of $4000 to $5000.
5-6.... Number of trades with draw downs of $5000 to $6000.
6-7.... Number of trades with draw downs of $6000 and up.
X-TRADES..... SELL signals generated by the X-Algorithms.
L-TRADES..... BUY signals generated by the L_Algorithms.
V-FILTERS.... Signals filtered by the System.
F-Filter..... Main filter.
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