Ultimate Algorithmic Trading System

%Winners ShortLen InterLen StopDollars
Avg
Bars
Held
#Trades Avg
Profit/
Loss
Ulcer
Index
Profit
Factor
CAR Max
DD
Algo Name Net
Profit
Bollinger 1033937 4.65 −292963.4 1.63 6.09 1031 1002.85 67.16 36.28 101 2.25 3500
Bollinger 1020469 4.61 −296895 1.63 6.22 1012 1008.37 68.34 35.67 103 2.25 3500
Bollinger 885350 4.15 −238296.63 1.75 6.97 657 1347.56 87.76 38.05 129 2.5 4000
Bollinger 1024112 4.62 −296874.3 1.63 6.17 1022 1002.07 67.84 36.11 102 2.25 3500
Bollinger 1016747 4.6 −296905.3 1.61 6.3 1050 968.33 66.47 35.81 100 2.25 3500
Bollinger 877685 4.12 −249438.93 1.77 6.91 674 1302.2 82.73 36.65 123 2.5 3500
Bollinger 1182979 5.13 −384837.03 1.38 7.73 2086 567.1 51.44 31.4 89 1.25 5000
Bollinger 844532 4 −236280.73 1.77 6.95 628 1344.8 89.57 37.58 135 2.5 3500
Bollinger 1195823 5.17 −395271.98 1.39 7.71 2062 579.93 52 31.43 90 1.25 5000
Bollinger 863732 4.07 −238588.03 1.72 7.02 661 1306.71 86.3 37.52 126 2.5 4000
%Winners ShortLen InterLen StopDollars
Avg
Bars
Held
#Trades Avg
Profit/
Loss
Ulcer
Index
Profit
Factor
CAR Max
DD
Algo Name Net
Profit
Donchian 972653 4.45 −183567.7 1.4 4.93 0.9 2088 465.83 31.92 35.87 92 19
Donchian 964178 4.42 −191985.6 1.39 4.98 0.89 2136 451.39 30.54 36.05 92 18
Donchian 959512 4.4 −192721.65 1.39 5.08 0.87 2147 446.91 30.52 35.96 91 18
Donchian 966614 4.43 −176310.85 1.39 4.98 0.89 2110 458.11 31.88 35.78 90 19
Donchian 963078 4.42 −193489.13 1.4 5.1 0.87 2116 455.14 30.51 36.06 94 18
Donchian 967138 4.43 −185009.95 1.39 5.03 0.88 2099 460.76 31.88 35.87 91 19
Donchian 954784 4.39 −195440.55 1.39 5.15 0.85 2129 448.47 30.48 35.93 93 18
Donchian 1038561 4.67 −214593.15 1.4 5.48 0.85 2049 506.86 37.22 34.75 81 23
Donchian 959044 4.4 −184915.55 1.38 5.08 0.87 2168 442.36 31.83 35.56 85 19
Donchian 954212 4.39 −175255.05 1.37 5.03 0.87 2183 437.11 31.8 35.41 84 19
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