Performance for JPM - J.P. Morgan & Co. | ||||
Total net profit: | 52876.70 | Total commissions paid: | 1897.53 | |
Return on account: | 528.77 % | Open position gain/loss | 5919.35 | |
Buy-and-hold profit: | 48980.06 | Bars in test: | 251 | |
Buy-and-hold % return: | 489.80% | System to Buy-and-Hold index: | 7.96% | |
Max. trade drawdown: | -8582.23 | System drawdown: | -148.51 | |
Total number of trades: | 7 | Percent profitable: | 42.9% | |
Number winning trades: | 3 | Number losing trades: | 4 | |
Profit of winners: | 58773.12 | Loss of losers: | -9918.24 | |
Total # of bars in winners: | 77 | Total # of bars in losers: | 17 | |
Commissions paid in winners: | 571.54 | Commissions paid in losers: | 1325.99 | |
Largest winning trade: | 55683.10 | Largest losing trade: | -6651.60 | |
# of bars in largest winner: | 33 | # bars in largest loser: | 3 | |
Commission paid in largest winner: | 362.19 | Commission paid in largest loser: | 579.57 | |
Average winning trade: | 19591.04 | Average losing trade: | -2479.56 | |
Avg. # of bars in winners: | 25.7 | Avg. # bars in losers: | 4.3 | |
Avg. commission paid in winner: | 190.51 | Avg. commission paid in loser: | 331.50 | |
Max consec. winners: | 1 | Max consec. losers: | 1 | |
Ratio avg win/avg loss: | 7.90 | Avg. trade (win & loss): | 6979.27 | |
Profit factor: | 5.93 |
Trade list for JPM | ||||
Trade | Entry date | Exit date | Net Profit | Equity value |
Long | 07-07-2000 | 21-08-2000 | 2195.51 | 12195.51 |
Long | 22-08-2000 | 23-08-2000 | -314.15 | 11881.36 |
Long | 31-08-2000 | 19-09-2000 | -164.77 | 11716.59 |
Long | 26-10-2000 | 14-11-2000 | 685.15 | 12401.74 |
Long | 04-12-2000 | 23-01-2001 | 55320.91 | 67722.65 |
Long | 30-03-2001 | 04-04-2001 | -7231.17 | 60491.48 |
Long | 05-04-2001 | 06-04-2001 | -3534.13 | 56957.35 |