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