"Jedyny pożytek z prognostyków giełdowych polega na tym, że na ich tle dobrze wypadają wróżbici."
Warren Buffet

Kontakt
SYSTEMY TRANSAKCYJNE    WYNIKI    EDUKACJA    USŁUGI   
Ostatnia aktualizacja: 22.10.2011 r.


Rok 2011

Summary
____SYSTEM GAMMA GAMMA_RVI (GAMMA_RVI)
Simulation Date 2011-10-22 16:08:15 207 Daily Bars 2010-12-29 Through 2011-10-21 (296 Days)
Points Only Test
Performance
Profit 730.0000 Pts
Performance N/A
Annualized Performance N/A
Buy & Hold Profit -465.0000 Pts
Buy & Hold Performance N/A
Buy & Hold Annualized Performance N/A

Trade Summary
Total Trades 82
Trade Efficiency -6.55 %
Average Profit/Average Loss N/A

Profitable Trades
Total 34
Long 16
Short 18
Average Profit 63.6176 Pts
Highest Profit 262.0000 Pts
Lowest Profit 4.0000 Pts
Most Consecutive 4

Unprofitable Trades
Total 48
Long 25
Short 23
Average Loss -29.8542 Pts
Highest Loss -70.0000 Pts
Lowest Loss 0.0000 Pts
Most Consecutive 7

Maximum Position Excursions
Long Favorable 181.0000 Pts
Short Favorable 272.0000 Pts
Long Adverse -269.0000 Pts
Short Adverse -96.0000 Pts

Trade Efficiency
Average Entry 47.41 %
Average Exit 46.04 %
Average Total -6.55 %
Average Long Entry 48.80 %
Average Long Exit 43.58 %
Average Long Total -7.62 %
Average Short Entry 46.02 %
Average Short Exit 48.49 %
Average Short Total -5.48 %

Performance Indices
Buy & Hold Index 256.99 %
Profit/Loss Index 33.75 %
Reward/Risk Index 77.25 %

Accounting
Initial Equity 0.0000 Pts
Trade Profit 2163.0000 Pts
Trade Loss -1433.0000 Pts
Commissions 0.0000 Pts
Interest Credited 0.0000 Pts
Interest Charged 0.0000 Pts
Final Equity 730.0000 Pts
Open Positions 0.0000 Pts

Account Variation
Highest Account Balance 730.0000 Pts
Lowest Account Balance -215.0000 Pts
Highest Portfolio Value 181.0000 Pts
Highest Open Drawdown -215.0000 Pts
Highest Closed Drawdown -171.0000 Pts

Account Events
Margin Calls 0
Overdrafts 0

Profitable Timing
Average Trade Length 3
Longest Trade Length 16
Shortest Trade Length 0
Total Trade Length 129

Unprofitable Timing
Average Trade Length 1
Longest Trade Length 5
Shortest Trade Length 1
Total Trade Length 76

Out of Market Timing
Average 0
Longest 1
Total 2

Positions
Position Trade Efficiencies
Position Details
Position 1 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2780.0000 Pts 2 2010-12-30 47.06 % 0.0000 Pts 2780.0000 Pts
Closing 2786.0000 Pts 4 2011-01-03 35.29 % 0.0000 Pts 2786.0000 Pts
Total -17.65 % -6.0000 Pts
Price Bar Profit
Most Favorable 2764.0000 Pts 3 16.0000 Pts
Most Adverse 2798.0000 Pts 2 -18.0000 Pts
Position 2 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2786.0000 Pts 4 2011-01-03 32.00 % 0.0000 Pts 2786.0000 Pts
Closing 2769.0000 Pts 5 2011-01-04 34.00 % 0.0000 Pts 2769.0000 Pts
Total -34.00 % -17.0000 Pts
Price Bar Profit
Most Favorable 2802.0000 Pts 5 16.0000 Pts
Most Adverse 2752.0000 Pts 5 -34.0000 Pts
Position 3 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2769.0000 Pts 5 2011-01-04 78.85 % 0.0000 Pts 2769.0000 Pts
Closing 2684.0000 Pts 9 2011-01-11 75.64 % 0.0000 Pts 2684.0000 Pts
Total 54.49 % 85.0000 Pts
Price Bar Profit
Most Favorable 2646.0000 Pts 9 123.0000 Pts
Most Adverse 2802.0000 Pts 5 -33.0000 Pts
Position 4 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2684.0000 Pts 9 2011-01-11 88.05 % 0.0000 Pts 2684.0000 Pts
Closing 2778.0000 Pts 15 2011-01-19 71.07 % 0.0000 Pts 2778.0000 Pts
Total 59.12 % 94.0000 Pts
Price Bar Profit
Most Favorable 2824.0000 Pts 15 140.0000 Pts
Most Adverse 2665.0000 Pts 9 -19.0000 Pts
Position 5 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2778.0000 Pts 15 2011-01-19 47.13 % 0.0000 Pts 2778.0000 Pts
Closing 2774.0000 Pts 17 2011-01-21 57.47 % 0.0000 Pts 2774.0000 Pts
Total 4.60 % 4.0000 Pts
Price Bar Profit
Most Favorable 2737.0000 Pts 16 41.0000 Pts
Most Adverse 2824.0000 Pts 15 -46.0000 Pts
Position 6 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2774.0000 Pts 17 2011-01-21 4.48 % 0.0000 Pts 2774.0000 Pts
Closing 2725.0000 Pts 18 2011-01-24 22.39 % 0.0000 Pts 2725.0000 Pts
Total -73.13 % -49.0000 Pts
Price Bar Profit
Most Favorable 2777.0000 Pts 17 3.0000 Pts
Most Adverse 2710.0000 Pts 18 -64.0000 Pts
Position 7 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2725.0000 Pts 18 2011-01-24 37.93 % 0.0000 Pts 2725.0000 Pts
Closing 2734.0000 Pts 20 2011-01-26 46.55 % 0.0000 Pts 2734.0000 Pts
Total -15.52 % -9.0000 Pts
Price Bar Profit
Most Favorable 2703.0000 Pts 20 22.0000 Pts
Most Adverse 2761.0000 Pts 18 -36.0000 Pts
Position 8 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2734.0000 Pts 20 2011-01-26 33.33 % 0.0000 Pts 2734.0000 Pts
Closing 2707.0000 Pts 21 2011-01-27 19.30 % 0.0000 Pts 2707.0000 Pts
Total -47.37 % -27.0000 Pts
Price Bar Profit
Most Favorable 2753.0000 Pts 20 19.0000 Pts
Most Adverse 2696.0000 Pts 21 -38.0000 Pts
Position 9 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2707.0000 Pts 21 2011-01-27 22.45 % 0.0000 Pts 2707.0000 Pts
Closing 2726.0000 Pts 22 2011-01-28 38.78 % 0.0000 Pts 2726.0000 Pts
Total -38.78 % -19.0000 Pts
Price Bar Profit
Most Favorable 2696.0000 Pts 21 11.0000 Pts
Most Adverse 2745.0000 Pts 22 -38.0000 Pts
Position 10 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2726.0000 Pts 22 2011-01-28 25.33 % 0.0000 Pts 2726.0000 Pts
Closing 2672.0000 Pts 23 2011-01-31 2.67 % 0.0000 Pts 2672.0000 Pts
Total -72.00 % -54.0000 Pts
Price Bar Profit
Most Favorable 2745.0000 Pts 22 19.0000 Pts
Most Adverse 2670.0000 Pts 23 -56.0000 Pts
Position 11 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2672.0000 Pts 23 2011-01-31 2.41 % 0.0000 Pts 2672.0000 Pts
Closing 2740.0000 Pts 24 2011-02-01 15.66 % 0.0000 Pts 2740.0000 Pts
Total -81.93 % -68.0000 Pts
Price Bar Profit
Most Favorable 2670.0000 Pts 23 2.0000 Pts
Most Adverse 2753.0000 Pts 24 -81.0000 Pts
Position 12 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2740.0000 Pts 24 2011-02-01 54.90 % 0.0000 Pts 2740.0000 Pts
Closing 2726.0000 Pts 25 2011-02-02 17.65 % 0.0000 Pts 2726.0000 Pts
Total -27.45 % -14.0000 Pts
Price Bar Profit
Most Favorable 2768.0000 Pts 25 28.0000 Pts
Most Adverse 2717.0000 Pts 24 -23.0000 Pts
Position 13 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2726.0000 Pts 25 2011-02-02 30.26 % 0.0000 Pts 2726.0000 Pts
Closing 2722.0000 Pts 32 2011-02-11 75.00 % 0.0000 Pts 2722.0000 Pts
Total 5.26 % 4.0000 Pts
Price Bar Profit
Most Favorable 2703.0000 Pts 32 23.0000 Pts
Most Adverse 2779.0000 Pts 28 -53.0000 Pts
Position 14 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2722.0000 Pts 32 2011-02-11 62.75 % 0.0000 Pts 2722.0000 Pts
Closing 2738.0000 Pts 33 2011-02-14 68.63 % 0.0000 Pts 2738.0000 Pts
Total 31.37 % 16.0000 Pts
Price Bar Profit
Most Favorable 2754.0000 Pts 33 32.0000 Pts
Most Adverse 2703.0000 Pts 32 -19.0000 Pts
Position 15 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2738.0000 Pts 33 2011-02-14 87.20 % 0.0000 Pts 2738.0000 Pts
Closing 2667.0000 Pts 37 2011-02-18 69.60 % 0.0000 Pts 2667.0000 Pts
Total 56.80 % 71.0000 Pts
Price Bar Profit
Most Favorable 2629.0000 Pts 37 109.0000 Pts
Most Adverse 2754.0000 Pts 33 -16.0000 Pts
Position 16 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2667.0000 Pts 37 2011-02-18 17.39 % 0.0000 Pts 2667.0000 Pts
Closing 2660.0000 Pts 38 2011-02-21 67.39 % 0.0000 Pts 2660.0000 Pts
Total -15.22 % -7.0000 Pts
Price Bar Profit
Most Favorable 2675.0000 Pts 38 8.0000 Pts
Most Adverse 2629.0000 Pts 37 -38.0000 Pts
Position 17 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2660.0000 Pts 38 2011-02-21 58.33 % 0.0000 Pts 2660.0000 Pts
Closing 2663.0000 Pts 39 2011-02-22 33.33 % 0.0000 Pts 2663.0000 Pts
Total -8.33 % -3.0000 Pts
Price Bar Profit
Most Favorable 2639.0000 Pts 38 21.0000 Pts
Most Adverse 2675.0000 Pts 38 -15.0000 Pts
Position 18 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2663.0000 Pts 39 2011-02-22 87.23 % 0.0000 Pts 2663.0000 Pts
Closing 2725.0000 Pts 55 2011-03-16 45.74 % 0.0000 Pts 2725.0000 Pts
Total 32.98 % 62.0000 Pts
Price Bar Profit
Most Favorable 2827.0000 Pts 49 164.0000 Pts
Most Adverse 2639.0000 Pts 39 -24.0000 Pts
Position 19 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2725.0000 Pts 55 2011-03-16 24.49 % 0.0000 Pts 2725.0000 Pts
Closing 2747.0000 Pts 56 2011-03-17 30.61 % 0.0000 Pts 2747.0000 Pts
Total -44.90 % -22.0000 Pts
Price Bar Profit
Most Favorable 2713.0000 Pts 55 12.0000 Pts
Most Adverse 2762.0000 Pts 56 -37.0000 Pts
Position 20 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2747.0000 Pts 56 2011-03-17 67.57 % 0.0000 Pts 2747.0000 Pts
Closing 2752.0000 Pts 59 2011-03-22 39.19 % 0.0000 Pts 2752.0000 Pts
Total 6.76 % 5.0000 Pts
Price Bar Profit
Most Favorable 2797.0000 Pts 58 50.0000 Pts
Most Adverse 2723.0000 Pts 56 -24.0000 Pts
Position 21 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2752.0000 Pts 59 2011-03-22 1.59 % 0.0000 Pts 2752.0000 Pts
Closing 2812.0000 Pts 62 2011-03-25 3.17 % 0.0000 Pts 2812.0000 Pts
Total -95.24 % -60.0000 Pts
Price Bar Profit
Most Favorable 2751.0000 Pts 60 1.0000 Pts
Most Adverse 2814.0000 Pts 62 -62.0000 Pts
Position 22 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2812.0000 Pts 62 2011-03-25 75.45 % 0.0000 Pts 2812.0000 Pts
Closing 2896.0000 Pts 72 2011-04-08 74.85 % 0.0000 Pts 2896.0000 Pts
Total 50.30 % 84.0000 Pts
Price Bar Profit
Most Favorable 2938.0000 Pts 72 126.0000 Pts
Most Adverse 2771.0000 Pts 62 -41.0000 Pts
Position 23 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2896.0000 Pts 72 2011-04-08 30.00 % 0.0000 Pts 2896.0000 Pts
Closing 2908.0000 Pts 75 2011-04-13 50.00 % 0.0000 Pts 2908.0000 Pts
Total -20.00 % -12.0000 Pts
Price Bar Profit
Most Favorable 2878.0000 Pts 74 18.0000 Pts
Most Adverse 2938.0000 Pts 72 -42.0000 Pts
Position 24 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2908.0000 Pts 75 2011-04-13 52.50 % 0.0000 Pts 2908.0000 Pts
Closing 2894.0000 Pts 76 2011-04-14 12.50 % 0.0000 Pts 2894.0000 Pts
Total -35.00 % -14.0000 Pts
Price Bar Profit
Most Favorable 2929.0000 Pts 75 21.0000 Pts
Most Adverse 2889.0000 Pts 76 -19.0000 Pts
Position 25 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2894.0000 Pts 76 2011-04-14 44.74 % 0.0000 Pts 2894.0000 Pts
Closing 2923.0000 Pts 80 2011-04-20 17.11 % 0.0000 Pts 2923.0000 Pts
Total -38.16 % -29.0000 Pts
Price Bar Profit
Most Favorable 2860.0000 Pts 79 34.0000 Pts
Most Adverse 2936.0000 Pts 77 -42.0000 Pts
Position 26 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2923.0000 Pts 80 2011-04-20 37.50 % 0.0000 Pts 2923.0000 Pts
Closing 2905.0000 Pts 83 2011-04-27 17.50 % 0.0000 Pts 2905.0000 Pts
Total -45.00 % -18.0000 Pts
Price Bar Profit
Most Favorable 2938.0000 Pts 81 15.0000 Pts
Most Adverse 2898.0000 Pts 80 -25.0000 Pts
Position 27 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2905.0000 Pts 83 2011-04-27 69.23 % 0.0000 Pts 2905.0000 Pts
Closing 2863.0000 Pts 89 2011-05-06 76.92 % 0.0000 Pts 2863.0000 Pts
Total 46.15 % 42.0000 Pts
Price Bar Profit
Most Favorable 2842.0000 Pts 89 63.0000 Pts
Most Adverse 2933.0000 Pts 85 -28.0000 Pts
Position 28 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2863.0000 Pts 89 2011-05-06 35.29 % 0.0000 Pts 2863.0000 Pts
Closing 2845.0000 Pts 90 2011-05-09 11.76 % 0.0000 Pts 2845.0000 Pts
Total -52.94 % -18.0000 Pts
Price Bar Profit
Most Favorable 2875.0000 Pts 89 12.0000 Pts
Most Adverse 2841.0000 Pts 90 -22.0000 Pts
Position 29 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2845.0000 Pts 90 2011-05-09 16.67 % 0.0000 Pts 2845.0000 Pts
Closing 2854.0000 Pts 91 2011-05-10 53.33 % 0.0000 Pts 2854.0000 Pts
Total -30.00 % -9.0000 Pts
Price Bar Profit
Most Favorable 2840.0000 Pts 91 5.0000 Pts
Most Adverse 2870.0000 Pts 90 -25.0000 Pts
Position 30 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2854.0000 Pts 91 2011-05-10 51.72 % 0.0000 Pts 2854.0000 Pts
Closing 2854.0000 Pts 92 2011-05-11 48.28 % 0.0000 Pts 2854.0000 Pts
Total 0.00 % 0.0000 Pts
Price Bar Profit
Most Favorable 2869.0000 Pts 92 15.0000 Pts
Most Adverse 2840.0000 Pts 91 -14.0000 Pts
Position 31 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2854.0000 Pts 92 2011-05-11 78.87 % 0.0000 Pts 2854.0000 Pts
Closing 2817.0000 Pts 95 2011-05-16 73.24 % 0.0000 Pts 2817.0000 Pts
Total 52.11 % 37.0000 Pts
Price Bar Profit
Most Favorable 2798.0000 Pts 94 56.0000 Pts
Most Adverse 2869.0000 Pts 92 -15.0000 Pts
Position 32 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2817.0000 Pts 95 2011-05-16 53.66 % 0.0000 Pts 2817.0000 Pts
Closing 2809.0000 Pts 96 2011-05-17 26.83 % 0.0000 Pts 2809.0000 Pts
Total -19.51 % -8.0000 Pts
Price Bar Profit
Most Favorable 2839.0000 Pts 95 22.0000 Pts
Most Adverse 2798.0000 Pts 95 -19.0000 Pts
Position 33 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2809.0000 Pts 96 2011-05-17 7.14 % 0.0000 Pts 2809.0000 Pts
Closing 2851.0000 Pts 98 2011-05-19 17.86 % 0.0000 Pts 2851.0000 Pts
Total -75.00 % -42.0000 Pts
Price Bar Profit
Most Favorable 2805.0000 Pts 97 4.0000 Pts
Most Adverse 2861.0000 Pts 98 -52.0000 Pts
Position 34 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2851.0000 Pts 98 2011-05-19 13.51 % 0.0000 Pts 2851.0000 Pts
Closing 2791.0000 Pts 100 2011-05-23 5.41 % 0.0000 Pts 2791.0000 Pts
Total -81.08 % -60.0000 Pts
Price Bar Profit
Most Favorable 2861.0000 Pts 98 10.0000 Pts
Most Adverse 2787.0000 Pts 100 -64.0000 Pts
Position 35 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2791.0000 Pts 100 2011-05-23 6.67 % 0.0000 Pts 2791.0000 Pts
Closing 2819.0000 Pts 102 2011-05-25 46.67 % 0.0000 Pts 2819.0000 Pts
Total -46.67 % -28.0000 Pts
Price Bar Profit
Most Favorable 2787.0000 Pts 100 4.0000 Pts
Most Adverse 2847.0000 Pts 101 -56.0000 Pts
Position 36 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2819.0000 Pts 102 2011-05-25 81.60 % 0.0000 Pts 2819.0000 Pts
Closing 2855.0000 Pts 114 2011-06-10 47.20 % 0.0000 Pts 2855.0000 Pts
Total 28.80 % 36.0000 Pts
Price Bar Profit
Most Favorable 2921.0000 Pts 107 102.0000 Pts
Most Adverse 2796.0000 Pts 102 -23.0000 Pts
Position 37 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2855.0000 Pts 114 2011-06-10 20.00 % 0.0000 Pts 2855.0000 Pts
Closing 2867.0000 Pts 115 2011-06-13 45.71 % 0.0000 Pts 2867.0000 Pts
Total -34.29 % -12.0000 Pts
Price Bar Profit
Most Favorable 2848.0000 Pts 115 7.0000 Pts
Most Adverse 2883.0000 Pts 115 -28.0000 Pts
Position 38 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2867.0000 Pts 115 2011-06-13 19.51 % 0.0000 Pts 2867.0000 Pts
Closing 2810.0000 Pts 120 2011-06-20 10.98 % 0.0000 Pts 2810.0000 Pts
Total -69.51 % -57.0000 Pts
Price Bar Profit
Most Favorable 2883.0000 Pts 116 16.0000 Pts
Most Adverse 2801.0000 Pts 120 -66.0000 Pts
Position 39 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2810.0000 Pts 120 2011-06-20 84.82 % 0.0000 Pts 2810.0000 Pts
Closing 2756.0000 Pts 124 2011-06-27 63.39 % 0.0000 Pts 2756.0000 Pts
Total 48.21 % 54.0000 Pts
Price Bar Profit
Most Favorable 2715.0000 Pts 124 95.0000 Pts
Most Adverse 2827.0000 Pts 120 -17.0000 Pts
Position 40 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2756.0000 Pts 124 2011-06-27 10.87 % 0.0000 Pts 2756.0000 Pts
Closing 2732.0000 Pts 125 2011-06-28 36.96 % 0.0000 Pts 2732.0000 Pts
Total -52.17 % -24.0000 Pts
Price Bar Profit
Most Favorable 2761.0000 Pts 124 5.0000 Pts
Most Adverse 2715.0000 Pts 124 -41.0000 Pts
Position 41 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2732.0000 Pts 125 2011-06-28 9.43 % 0.0000 Pts 2732.0000 Pts
Closing 2761.0000 Pts 126 2011-06-29 35.85 % 0.0000 Pts 2761.0000 Pts
Total -54.72 % -29.0000 Pts
Price Bar Profit
Most Favorable 2727.0000 Pts 125 5.0000 Pts
Most Adverse 2780.0000 Pts 126 -48.0000 Pts
Position 42 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2761.0000 Pts 126 2011-06-29 75.51 % 0.0000 Pts 2761.0000 Pts
Closing 2765.0000 Pts 131 2011-07-06 32.65 % 0.0000 Pts 2765.0000 Pts
Total 8.16 % 4.0000 Pts
Price Bar Profit
Most Favorable 2798.0000 Pts 129 37.0000 Pts
Most Adverse 2749.0000 Pts 126 -12.0000 Pts
Position 43 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2765.0000 Pts 131 2011-07-06 13.79 % 0.0000 Pts 2765.0000 Pts
Closing 2791.0000 Pts 132 2011-07-07 41.38 % 0.0000 Pts 2791.0000 Pts
Total -44.83 % -26.0000 Pts
Price Bar Profit
Most Favorable 2757.0000 Pts 131 8.0000 Pts
Most Adverse 2815.0000 Pts 132 -50.0000 Pts
Position 44 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2791.0000 Pts 132 2011-07-07 53.06 % 0.0000 Pts 2791.0000 Pts
Closing 2786.0000 Pts 133 2011-07-08 36.73 % 0.0000 Pts 2786.0000 Pts
Total -10.20 % -5.0000 Pts
Price Bar Profit
Most Favorable 2817.0000 Pts 133 26.0000 Pts
Most Adverse 2768.0000 Pts 132 -23.0000 Pts
Position 45 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2786.0000 Pts 133 2011-07-08 74.38 % 0.0000 Pts 2786.0000 Pts
Closing 2747.0000 Pts 136 2011-07-13 57.85 % 0.0000 Pts 2747.0000 Pts
Total 32.23 % 39.0000 Pts
Price Bar Profit
Most Favorable 2696.0000 Pts 135 90.0000 Pts
Most Adverse 2817.0000 Pts 133 -31.0000 Pts
Position 46 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2747.0000 Pts 136 2011-07-13 10.00 % 0.0000 Pts 2747.0000 Pts
Closing 2710.0000 Pts 139 2011-07-18 48.89 % 0.0000 Pts 2710.0000 Pts
Total -41.11 % -37.0000 Pts
Price Bar Profit
Most Favorable 2756.0000 Pts 136 9.0000 Pts
Most Adverse 2666.0000 Pts 139 -81.0000 Pts
Position 47 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2710.0000 Pts 139 2011-07-18 78.57 % 0.0000 Pts 2710.0000 Pts
Closing 2686.0000 Pts 140 2011-07-19 64.29 % 0.0000 Pts 2686.0000 Pts
Total 42.86 % 24.0000 Pts
Price Bar Profit
Most Favorable 2666.0000 Pts 140 44.0000 Pts
Most Adverse 2722.0000 Pts 140 -12.0000 Pts
Position 48 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2686.0000 Pts 140 2011-07-19 68.29 % 0.0000 Pts 2686.0000 Pts
Closing 2693.0000 Pts 141 2011-07-20 48.78 % 0.0000 Pts 2693.0000 Pts
Total 17.07 % 7.0000 Pts
Price Bar Profit
Most Favorable 2714.0000 Pts 141 28.0000 Pts
Most Adverse 2673.0000 Pts 140 -13.0000 Pts
Position 49 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2693.0000 Pts 141 2011-07-20 50.00 % 0.0000 Pts 2693.0000 Pts
Closing 2724.0000 Pts 142 2011-07-21 10.26 % 0.0000 Pts 2724.0000 Pts
Total -39.74 % -31.0000 Pts
Price Bar Profit
Most Favorable 2654.0000 Pts 141 39.0000 Pts
Most Adverse 2732.0000 Pts 141 -39.0000 Pts
Position 50 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2724.0000 Pts 142 2011-07-21 16.67 % 0.0000 Pts 2724.0000 Pts
Closing 2699.0000 Pts 145 2011-07-26 53.57 % 0.0000 Pts 2699.0000 Pts
Total -29.76 % -25.0000 Pts
Price Bar Profit
Most Favorable 2738.0000 Pts 143 14.0000 Pts
Most Adverse 2654.0000 Pts 142 -70.0000 Pts
Position 51 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2699.0000 Pts 145 2011-07-26 55.26 % 0.0000 Pts 2699.0000 Pts
Closing 2682.0000 Pts 147 2011-07-28 67.11 % 0.0000 Pts 2682.0000 Pts
Total 22.37 % 17.0000 Pts
Price Bar Profit
Most Favorable 2657.0000 Pts 147 42.0000 Pts
Most Adverse 2733.0000 Pts 145 -34.0000 Pts
Position 52 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2682.0000 Pts 147 2011-07-28 63.24 % 0.0000 Pts 2682.0000 Pts
Closing 2673.0000 Pts 148 2011-07-29 23.53 % 0.0000 Pts 2673.0000 Pts
Total -13.24 % -9.0000 Pts
Price Bar Profit
Most Favorable 2725.0000 Pts 148 43.0000 Pts
Most Adverse 2657.0000 Pts 147 -25.0000 Pts
Position 53 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2673.0000 Pts 148 2011-07-29 79.07 % 0.0000 Pts 2673.0000 Pts
Closing 2411.0000 Pts 153 2011-08-05 97.09 % 0.0000 Pts 2411.0000 Pts
Total 76.16 % 262.0000 Pts
Price Bar Profit
Most Favorable 2401.0000 Pts 153 272.0000 Pts
Most Adverse 2745.0000 Pts 149 -72.0000 Pts
Position 54 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2411.0000 Pts 153 2011-08-05 56.94 % 0.0000 Pts 2411.0000 Pts
Closing 2373.0000 Pts 154 2011-08-08 16.67 % 0.0000 Pts 2373.0000 Pts
Total -26.39 % -38.0000 Pts
Price Bar Profit
Most Favorable 2493.0000 Pts 153 82.0000 Pts
Most Adverse 2349.0000 Pts 154 -62.0000 Pts
Position 55 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2373.0000 Pts 154 2011-08-08 52.74 % 0.0000 Pts 2373.0000 Pts
Closing 2389.0000 Pts 155 2011-08-09 39.30 % 0.0000 Pts 2389.0000 Pts
Total -7.96 % -16.0000 Pts
Price Bar Profit
Most Favorable 2267.0000 Pts 155 106.0000 Pts
Most Adverse 2468.0000 Pts 154 -95.0000 Pts
Position 56 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2389.0000 Pts 155 2011-08-09 14.33 % 0.0000 Pts 2389.0000 Pts
Closing 2332.0000 Pts 156 2011-08-10 67.52 % 0.0000 Pts 2332.0000 Pts
Total -18.15 % -57.0000 Pts
Price Bar Profit
Most Favorable 2434.0000 Pts 155 45.0000 Pts
Most Adverse 2120.0000 Pts 156 -269.0000 Pts
Position 57 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2332.0000 Pts 156 2011-08-10 91.89 % 0.0000 Pts 2332.0000 Pts
Closing 2196.0000 Pts 157 2011-08-11 60.62 % 0.0000 Pts 2196.0000 Pts
Total 52.51 % 136.0000 Pts
Price Bar Profit
Most Favorable 2094.0000 Pts 157 238.0000 Pts
Most Adverse 2353.0000 Pts 156 -21.0000 Pts
Position 58 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2196.0000 Pts 157 2011-08-11 58.54 % 0.0000 Pts 2196.0000 Pts
Closing 2288.0000 Pts 158 2011-08-12 78.86 % 0.0000 Pts 2288.0000 Pts
Total 37.40 % 92.0000 Pts
Price Bar Profit
Most Favorable 2340.0000 Pts 158 144.0000 Pts
Most Adverse 2094.0000 Pts 157 -102.0000 Pts
Position 59 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2288.0000 Pts 158 2011-08-12 38.28 % 0.0000 Pts 2288.0000 Pts
Closing 2340.0000 Pts 159 2011-08-16 21.09 % 0.0000 Pts 2340.0000 Pts
Total -40.63 % -52.0000 Pts
Price Bar Profit
Most Favorable 2239.0000 Pts 158 49.0000 Pts
Most Adverse 2367.0000 Pts 159 -79.0000 Pts
Position 60 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2340.0000 Pts 159 2011-08-16 22.63 % 0.0000 Pts 2340.0000 Pts
Closing 2309.0000 Pts 161 2011-08-18 64.61 % 0.0000 Pts 2309.0000 Pts
Total -12.76 % -31.0000 Pts
Price Bar Profit
Most Favorable 2395.0000 Pts 160 55.0000 Pts
Most Adverse 2152.0000 Pts 161 -188.0000 Pts
Position 61 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2309.0000 Pts 161 2011-08-18 82.18 % 0.0000 Pts 2309.0000 Pts
Closing 2208.0000 Pts 162 2011-08-19 67.82 % 0.0000 Pts 2208.0000 Pts
Total 50.00 % 101.0000 Pts
Price Bar Profit
Most Favorable 2143.0000 Pts 162 166.0000 Pts
Most Adverse 2345.0000 Pts 161 -36.0000 Pts
Position 62 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2208.0000 Pts 162 2011-08-19 62.64 % 0.0000 Pts 2208.0000 Pts
Closing 2265.0000 Pts 164 2011-08-23 70.11 % 0.0000 Pts 2265.0000 Pts
Total 32.76 % 57.0000 Pts
Price Bar Profit
Most Favorable 2317.0000 Pts 164 109.0000 Pts
Most Adverse 2143.0000 Pts 162 -65.0000 Pts
Position 63 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2265.0000 Pts 164 2011-08-23 34.57 % 0.0000 Pts 2265.0000 Pts
Closing 2311.0000 Pts 165 2011-08-24 8.64 % 0.0000 Pts 2311.0000 Pts
Total -56.79 % -46.0000 Pts
Price Bar Profit
Most Favorable 2237.0000 Pts 164 28.0000 Pts
Most Adverse 2318.0000 Pts 164 -53.0000 Pts
Position 64 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2311.0000 Pts 165 2011-08-24 8.64 % 0.0000 Pts 2311.0000 Pts
Closing 2271.0000 Pts 166 2011-08-25 41.98 % 0.0000 Pts 2271.0000 Pts
Total -49.38 % -40.0000 Pts
Price Bar Profit
Most Favorable 2318.0000 Pts 165 7.0000 Pts
Most Adverse 2237.0000 Pts 165 -74.0000 Pts
Position 65 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2271.0000 Pts 166 2011-08-25 21.43 % 0.0000 Pts 2271.0000 Pts
Closing 2328.0000 Pts 168 2011-08-29 27.68 % 0.0000 Pts 2328.0000 Pts
Total -50.89 % -57.0000 Pts
Price Bar Profit
Most Favorable 2247.0000 Pts 167 24.0000 Pts
Most Adverse 2359.0000 Pts 168 -88.0000 Pts
Position 66 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2328.0000 Pts 168 2011-08-29 77.71 % 0.0000 Pts 2328.0000 Pts
Closing 2383.0000 Pts 171 2011-09-01 57.32 % 0.0000 Pts 2383.0000 Pts
Total 35.03 % 55.0000 Pts
Price Bar Profit
Most Favorable 2450.0000 Pts 170 122.0000 Pts
Most Adverse 2293.0000 Pts 168 -35.0000 Pts
Position 67 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2383.0000 Pts 171 2011-09-01 73.80 % 0.0000 Pts 2383.0000 Pts
Closing 2257.0000 Pts 174 2011-09-06 93.58 % 0.0000 Pts 2257.0000 Pts
Total 67.38 % 126.0000 Pts
Price Bar Profit
Most Favorable 2245.0000 Pts 174 138.0000 Pts
Most Adverse 2432.0000 Pts 171 -49.0000 Pts
Position 68 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2257.0000 Pts 174 2011-09-06 91.61 % 0.0000 Pts 2257.0000 Pts
Closing 2341.0000 Pts 176 2011-09-08 67.13 % 0.0000 Pts 2341.0000 Pts
Total 58.74 % 84.0000 Pts
Price Bar Profit
Most Favorable 2388.0000 Pts 176 131.0000 Pts
Most Adverse 2245.0000 Pts 174 -12.0000 Pts
Position 69 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2341.0000 Pts 176 2011-09-08 80.42 % 0.0000 Pts 2341.0000 Pts
Closing 2221.0000 Pts 179 2011-09-13 69.58 % 0.0000 Pts 2221.0000 Pts
Total 50.00 % 120.0000 Pts
Price Bar Profit
Most Favorable 2148.0000 Pts 178 193.0000 Pts
Most Adverse 2388.0000 Pts 176 -47.0000 Pts
Position 70 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2221.0000 Pts 179 2011-09-13 61.18 % 0.0000 Pts 2221.0000 Pts
Closing 2215.0000 Pts 183 2011-09-19 35.29 % 0.0000 Pts 2215.0000 Pts
Total -3.53 % -6.0000 Pts
Price Bar Profit
Most Favorable 2325.0000 Pts 181 104.0000 Pts
Most Adverse 2155.0000 Pts 179 -66.0000 Pts
Position 71 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2215.0000 Pts 183 2011-09-19 4.00 % 0.0000 Pts 2215.0000 Pts
Closing 2256.0000 Pts 184 2011-09-20 55.00 % 0.0000 Pts 2256.0000 Pts
Total -41.00 % -41.0000 Pts
Price Bar Profit
Most Favorable 2211.0000 Pts 183 4.0000 Pts
Most Adverse 2311.0000 Pts 184 -96.0000 Pts
Position 72 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2256.0000 Pts 184 2011-09-20 29.13 % 0.0000 Pts 2256.0000 Pts
Closing 2186.0000 Pts 186 2011-09-22 36.89 % 0.0000 Pts 2186.0000 Pts
Total -33.98 % -70.0000 Pts
Price Bar Profit
Most Favorable 2316.0000 Pts 185 60.0000 Pts
Most Adverse 2110.0000 Pts 186 -146.0000 Pts
Position 73 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2186.0000 Pts 186 2011-09-22 77.83 % 0.0000 Pts 2186.0000 Pts
Closing 2067.0000 Pts 188 2011-09-26 76.02 % 0.0000 Pts 2067.0000 Pts
Total 53.85 % 119.0000 Pts
Price Bar Profit
Most Favorable 2014.0000 Pts 187 172.0000 Pts
Most Adverse 2235.0000 Pts 186 -49.0000 Pts
Position 74 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2067.0000 Pts 188 2011-09-26 82.27 % 0.0000 Pts 2067.0000 Pts
Closing 2173.0000 Pts 192 2011-09-30 65.91 % 0.0000 Pts 2173.0000 Pts
Total 48.18 % 106.0000 Pts
Price Bar Profit
Most Favorable 2248.0000 Pts 191 181.0000 Pts
Most Adverse 2028.0000 Pts 188 -39.0000 Pts
Position 75 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2173.0000 Pts 192 2011-09-30 52.75 % 0.0000 Pts 2173.0000 Pts
Closing 2159.0000 Pts 193 2011-10-03 62.64 % 0.0000 Pts 2159.0000 Pts
Total 15.38 % 14.0000 Pts
Price Bar Profit
Most Favorable 2125.0000 Pts 193 48.0000 Pts
Most Adverse 2216.0000 Pts 192 -43.0000 Pts
Position 76 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2159.0000 Pts 193 2011-10-03 19.01 % 0.0000 Pts 2159.0000 Pts
Closing 2113.0000 Pts 194 2011-10-04 42.98 % 0.0000 Pts 2113.0000 Pts
Total -38.02 % -46.0000 Pts
Price Bar Profit
Most Favorable 2182.0000 Pts 193 23.0000 Pts
Most Adverse 2061.0000 Pts 194 -98.0000 Pts
Position 77 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2113.0000 Pts 194 2011-10-04 48.15 % 0.0000 Pts 2113.0000 Pts
Closing 2136.0000 Pts 195 2011-10-05 30.56 % 0.0000 Pts 2136.0000 Pts
Total -21.30 % -23.0000 Pts
Price Bar Profit
Most Favorable 2061.0000 Pts 194 52.0000 Pts
Most Adverse 2169.0000 Pts 195 -56.0000 Pts
Position 78 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2136.0000 Pts 195 2011-10-05 81.55 % 0.0000 Pts 2136.0000 Pts
Closing 2159.0000 Pts 196 2011-10-06 40.78 % 0.0000 Pts 2159.0000 Pts
Total 22.33 % 23.0000 Pts
Price Bar Profit
Most Favorable 2220.0000 Pts 196 84.0000 Pts
Most Adverse 2117.0000 Pts 195 -19.0000 Pts
Position 79 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2159.0000 Pts 196 2011-10-06 8.00 % 0.0000 Pts 2159.0000 Pts
Closing 2221.0000 Pts 197 2011-10-07 9.33 % 0.0000 Pts 2221.0000 Pts
Total -82.67 % -62.0000 Pts
Price Bar Profit
Most Favorable 2153.0000 Pts 196 6.0000 Pts
Most Adverse 2228.0000 Pts 197 -69.0000 Pts
Position 80 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2221.0000 Pts 197 2011-10-07 75.00 % 0.0000 Pts 2221.0000 Pts
Closing 2309.0000 Pts 203 2011-10-17 76.16 % 0.0000 Pts 2309.0000 Pts
Total 51.16 % 88.0000 Pts
Price Bar Profit
Most Favorable 2350.0000 Pts 203 129.0000 Pts
Most Adverse 2178.0000 Pts 197 -43.0000 Pts
Position 81 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2309.0000 Pts 203 2011-10-17 64.66 % 0.0000 Pts 2309.0000 Pts
Closing 2272.0000 Pts 207 2011-10-21 67.24 % 0.0000 Pts 2272.0000 Pts
Total 31.90 % 37.0000 Pts
Price Bar Profit
Most Favorable 2234.0000 Pts 206 75.0000 Pts
Most Adverse 2350.0000 Pts 205 -41.0000 Pts
Position 82 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening 2272.0000 Pts 207 2011-10-21 68.24 % 0.0000 Pts 2272.0000 Pts
Closing 2330.0000 Pts 207 2011-10-21 100.00 % 0.0000 Pts 2330.0000 Pts
Total 68.24 % 58.0000 Pts
Price Bar Profit
Most Favorable 2330.0000 Pts 207 58.0000 Pts
Most Adverse 2245.0000 Pts 207 -27.0000 Pts

Summary

Profit Efficiency
Average 8.9024 Pts -6.55 %
Total 730.0000 Pts

Treści zawarte w serwisie mają wyłącznie charakter informacyjny i edukacyjny, nie są rekomendacjami w rozumieniu art. 39 ustawy z dnia 21 sierpnia 1997 r. "Prawo o publicznym obrocie papierami wartościowymi".
Decyzje inwestycyjne na podstawie zawartych na stronach informacji podejmowane są na własną odpowiedzialność. Sygnały i wyniki systemów, oraz materiały edukacyjne zamieszczane w serwisie stanowią wyłącznie wyraz poglądów ich autorów i nie powinny być inaczej interpretowane. Autorzy serwisu nie ponoszą żadnej odpowiedzialności z tytułu ewentualnego wykorzystania tych informacji przy podejmowaniu decyzji inwestycyjnych.
Inwestowanie na rynku terminowym związane jest z dużym ryzykiem i możliwością całkowitej utraty zainwestowanych środków, a historyczne wyniki systemów transakcyjnych nie stanowią gwarancji osiągnięcia podobnych w przyszłości.
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