Ultimate Algorithmic Trading System

TABLE 2.2
Performance of RSI Algorithm
Ticker Net Profit Max. Sys DD # Trades Avg P/L Avg Bars Held % of Winners
38
STOCHASTICS AND AVERAGES AND RSI! OH, MY!
AD0_E0B −17229.99 −19850 87 −198.05 8.4 16.09
BP0_E0B −19812.5 −49600 68 −291.36 8.16 23.53
C20_E0B −10550 −14250 87 −121.26 9.63 21.84
CC20_E0B 5240 −7280 87 60.23 8.07 28.74
CL20_E0B −54340 −67120 89 −610.56 9.21 21.35
CT20_E0B −6600 −37295 93 −70.97 7.37 22.58
CU0_E0B −24200 −38887.5 93 −260.22 9.16 20.43
DX20_E0B −24370 −33510 83 −293.61 8.14 13.25
ED0_E0B −2128.13 −2137.5 136 −15.65 7.51 14.71
EMD0_E0B −16730 −38240 79 −211.77 8.75 24.05
ES0_E0B −16275 −29087.5 69 −235.87 7.68 17.39
FC0_E0B −27862.5 −39787.5 105 −265.36 7.84 15.24
FV0_E0B −9165.59 −10417 96 −95.47 8.9 21.88
GC20_E0B 5020 −42850 91 55.16 7.89 27.47
HG20_E0B −21250 −45787.5 86 −247.09 7.92 24.42
HO20_E0B −70366.8 −97671 92 −764.86 8.85 21.74
KC20_E0B 21693.75 −31125 74 293.16 9.41 32.43
KW20_E0B −5025 −18762.5 99 −50.76 8.4 26.26
LB0_E0B 10010 −7667 100 100.1 8.27 28
LC0_E0B −4850 −11780 80 −60.63 8.63 25
LH0_E0B −2900 −11160 83 −34.94 8.13 25.3
MP0_E0B 675 −6430 90 7.5 8.31 25.56
NG20_E0B 1830.01 −42839.99 80 22.88 10.68 26.25
NK0_E0B 625 −13850 69 9.06 8.38 24.64
OJ20_E0B 5070 −7170 102 49.71 7.48 26.47
PL20_E0B −4425 −22415 86 −51.45 9.62 26.74
RB0_E0B −10894.8 −56884.8 92 −118.42 6.02 32.61
S20_E0B −13237.5 −27787.5 93 −142.34 7.62 22.58
SB20_E0B −7056 −21649.6 94 −75.06 7.5 23.4
SI20_E0B −28240 −78915 82 −344.39 10.57 28.05
TF0_E0B 3750 −21400 66 56.82 8.42 25.76
TU0_E0B −13703.6 −16806.2 95 −144.25 10.99 20
TY0_E0B −500.4 −13046.8 88 −5.69 8.68 26.14
US0_E0B 11843.4 −20343.8 86 137.71 9 27.91
W20_E0B −31037.5 −34112.5 73 −425.17 8.7 16.44
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