| 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 |
|
|
|