Wednesday, January 14, 2009

Performance Report VBT Model

Total # of trades 45 ( 30 long/ 15 short)
Percent Profitable 71,1%
Average Winning Trade 2346.1
Average loosing Trade 1797.4
Largest loosing Trade 8514
Maximum Drawdown 9070.9
Return on Max. Drawdown 570,1%
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