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Backtest for ^HUI.csv and Trading System: MultiSystem No1 (A3).s 22-Jan-09

Trading System Information (Based on daily datas)
Name:
Simple Moving Average System No.2 (Automatic 1)
Trading System Information:

Moving averages are very popular. Moving averages smooth a price series. We use it to identify trends and trend changes External Informations
Kind of System:
Automatic Trading System (Automatically searches the best fitting values for this system)
Trading System Values
SMA Short Value: 1
SMA Long Value: 10
Stop Lose %: --
Profit Exit %: --
Bars Exit %: --

Symbol ^HUI.csv
Start Date 23-Jan-07
End Date 22-Jan-09
Number of Bars 505
Margin 100.0000%
Commission 0.00
Net Profit 15.6826%
Initial Investment 10000.0000
Buy Hold 8468.2000 (-15.4812%)
Gain/Loss -1199.7300 (-11.9973%)
End Investment 8800.2700
Total Trades 75
Winning Trades 39 (52.0000%)
Losing Trades 36 (48.0000%)
Highest Win 2572.4800
Avgerage Win 464.8954
Highest Lose -2049.6000
Average Lose -536.9625
Profit Factor 0.9379
Avg. Win/Lose Ratio 0.8658
Longest Winner Row 5
Longest Loser Row 5
Last Open Signal SHORT
Last Open Trade 97.9600 (1.1209%)



Equity Graph 23-Jan-07 to 22-Jan-09
BLUE = greater than the 10,000 initial investment. RED = less than the 10,000 initial investment.

Trade History
Start Date End Date Trade Investm. w/Margin Gain/Lose End Investm.
24-Jan-0731-Jan-07SHORT10000.000010000.0000-39.4400 (-0.4064%)9960.5600
15-Feb-0723-Feb-07SHORT9960.56009960.5600-208.8800 (-2.1325%)9751.6800
01-Mar-0708-Mar-07LONG9751.68009751.6800-143.8400 (-1.4835%)9607.8400
21-Mar-0728-Mar-07SHORT9607.84009607.840043.1200 (0.4505%)9650.9600
28-Mar-0704-Apr-07LONG9650.96009650.9600440.4400 (4.6225%)10091.4000
04-Apr-0711-Apr-07SHORT10091.400010091.400045.3600 (0.4550%)10136.7600
11-Apr-0718-Apr-07LONG10136.760010136.7600212.5200 (2.1416%)10349.2800
19-Apr-0726-Apr-07LONG10349.280010349.2800-248.2400 (-2.4330%)10101.0400
27-Apr-0704-May-07LONG10101.040010101.040031.3200 (0.3132%)10132.3600
10-May-0717-May-07LONG10132.360010132.3600-283.5000 (-2.8460%)9848.8600
29-May-0705-Jun-07LONG9848.86009848.8600552.9000 (5.7314%)10401.7600
07-Jun-0714-Jun-07LONG10401.760010401.7600174.2200 (1.7273%)10575.9800
22-Jun-0729-Jun-07LONG10575.980010575.9800-207.7000 (-1.9938%)10368.2800
03-Jul-0711-Jul-07SHORT10368.280010368.2800-504.6000 (-5.0022%)9863.6800
16-Jul-0720-Jul-07LONG9863.68009863.6800473.3100 (4.9702%)10336.9900
20-Jul-0725-Jul-07SHORT10336.990010336.9900314.5500 (3.1467%)10651.5400
25-Jul-0701-Aug-07LONG10651.540010651.5400-548.9700 (-5.2792%)10102.5700
15-Aug-0722-Aug-07LONG10102.570010102.5700147.5600 (1.5048%)10250.1300
23-Aug-0730-Aug-07SHORT10250.130010250.1300-37.4400 (-0.3675%)10212.6900
07-Sep-0714-Sep-07SHORT10212.690010212.6900-207.2000 (-2.0663%)10005.4900
20-Sep-0726-Sep-07SHORT10005.490010005.4900448.3200 (4.6591%)10453.8100
26-Sep-0703-Oct-07LONG10453.810010453.8100-29.4300 (-0.2851%)10424.3800
04-Oct-0711-Oct-07LONG10424.380010424.3800608.9200 (6.0509%)11033.3000
11-Oct-0717-Oct-07SHORT11033.300011033.3000221.2600 (2.0732%)11254.5600
17-Oct-0724-Oct-07LONG11254.560011254.5600144.9900 (1.3360%)11399.5500
26-Oct-0702-Nov-07SHORT11399.550011399.5500-507.3300 (-4.4675%)10892.2200
06-Nov-0709-Nov-07SHORT10892.220010892.2200322.2300 (3.0728%)11214.4500
09-Nov-0716-Nov-07LONG11214.450011214.4500-747.0000 (-6.7614%)10467.4500
19-Nov-0726-Nov-07LONG10467.450010467.4500461.5000 (4.4573%)10928.9500
26-Nov-0703-Dec-07SHORT10928.950010928.9500156.0000 (1.4424%)11084.9500
04-Dec-0711-Dec-07LONG11084.950011084.9500-41.3100 (-0.3770%)11043.6400
13-Dec-0720-Dec-07LONG11043.640011043.6400-410.4000 (-3.8402%)10633.2400
24-Dec-0702-Jan-08SHORT10633.240010633.2400-998.1400 (-9.6766%)9635.1000
03-Jan-0810-Jan-08SHORT9635.10009635.1000-410.3400 (-4.3489%)9224.7600
11-Jan-0816-Jan-08SHORT9224.76009224.7600642.7700 (7.1197%)9867.5300
16-Jan-0824-Jan-08LONG9867.53009867.5300469.4800 (4.8354%)10337.0100
01-Feb-0808-Feb-08LONG10337.010010337.0100-173.8000 (-1.7495%)10163.2100
27-Feb-0804-Mar-08SHORT10163.210010163.210033.4000 (0.3437%)10196.6100
04-Mar-0811-Mar-08LONG10196.610010196.6100134.6100 (1.3238%)10331.2200
14-Mar-0819-Mar-08SHORT10331.220010331.22001342.2000 (13.0339%)11673.4200
19-Mar-0827-Mar-08LONG11673.420011673.4200120.3800 (1.0340%)11793.8000
04-Apr-0811-Apr-08SHORT11793.800011793.8000188.5000 (1.6091%)11982.3000
15-Apr-0822-Apr-08LONG11982.300011982.3000-216.3200 (-1.8414%)11765.9800
23-Apr-0830-Apr-08LONG11765.980011765.9800-629.3700 (-5.4820%)11136.6100
06-May-0813-May-08SHORT11136.610011136.6100-12.4800 (-0.1160%)11124.1300
13-May-0819-May-08LONG11124.130011124.1300614.6400 (5.7066%)11738.7700
19-May-0823-May-08SHORT11738.770011738.7700-85.8000 (-0.7536%)11652.9700
23-May-0802-Jun-08LONG11652.970011652.9700-413.9200 (-3.6083%)11239.0500
04-Jun-0811-Jun-08LONG11239.050011239.0500-90.4500 (-0.8172%)11148.6000
12-Jun-0818-Jun-08LONG11148.600011148.6000455.2800 (4.0949%)11603.8800
18-Jun-0825-Jun-08SHORT11603.880011603.8800-5.0400 (-0.0435%)11598.8400
26-Jun-0827-Jun-08LONG11598.840011598.8400359.8400 (3.1655%)11958.6800
27-Jun-0803-Jul-08SHORT11958.680011958.6800392.8600 (3.3499%)12351.5400
03-Jul-0811-Jul-08LONG12351.540012351.5400513.8000 (4.2092%)12865.3400
14-Jul-0816-Jul-08SHORT12865.340012865.3400636.6600 (5.0242%)13502.0000
16-Jul-0823-Jul-08LONG13502.000013502.0000-1103.1000 (-8.2490%)12398.9000
24-Jul-0831-Jul-08LONG12398.900012398.9000-19.5000 (-0.1607%)12379.4000
04-Aug-0811-Aug-08LONG12379.400012379.4000-2049.6000 (-16.9427%)10329.8000
12-Aug-0819-Aug-08LONG10329.800010329.8000154.6900 (1.5380%)10484.4900
21-Aug-0826-Aug-08SHORT10484.490010484.4900367.1400 (3.5850%)10851.6300
26-Aug-0803-Sep-08LONG10851.630010851.6300-850.0200 (-8.0533%)10001.6100
04-Sep-0811-Sep-08LONG10001.610010001.6100-1202.5200 (-12.1706%)8799.0900
25-Sep-0802-Oct-08LONG8799.09008799.0900-1830.6600 (-20.9485%)6968.4300
03-Oct-0810-Oct-08LONG6968.43006968.4300-524.0000 (-7.7895%)6444.4300
15-Oct-0822-Oct-08LONG6444.43006444.4300-1699.9200 (-27.2177%)4744.5100
23-Oct-0829-Oct-08LONG4744.51004744.51001019.6400 (21.9846%)5764.1500
29-Oct-0805-Nov-08SHORT5764.15005764.1500-537.3700 (-9.4982%)5226.7800
06-Nov-0813-Nov-08LONG5226.78005226.7800152.5500 (2.9281%)5379.3300
20-Nov-0828-Nov-08LONG5379.33005379.33002572.4800 (48.1348%)7951.8100
28-Nov-0801-Dec-08SHORT7951.81007951.81001138.5600 (14.3816%)9090.3700
01-Dec-0808-Dec-08LONG9090.37009090.3700712.3200 (8.0068%)9802.6900
10-Dec-0817-Dec-08SHORT9802.69009802.6900-1427.6600 (-14.7692%)8375.0300
19-Dec-0829-Dec-08LONG8375.03008375.0300792.9000 (9.7395%)9167.9300
05-Jan-0912-Jan-09LONG9167.93009167.9300-885.3600 (-9.9391%)8282.5700
13-Jan-0921-Jan-09LONG8282.57008282.5700517.7000 (6.2967%)8800.2700

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