Ultimate Algorithmic Trading System

TABLE 2.5
Performance of CCI algorithm
Ticker Net Profit Max. Sys DD # Trades Avg P/L Avg Bars Held % of Winners
AD0_E0B −38040.0 −47030 156 −243.85 10.9 28.85
BP0_E0B 7962.5 −59875 144 55.3 12.38 35.42
C20_E0B −2975.0 −11538 151 −19.7 9.61 30.46
CC20_E0B 27820.0 −8400 147 189.25 11.15 38.1
CL20_E0B −22830.0 −89180 154 −148.25 10.72 35.71
CT20_E0B −7615.0 −44780 145 −52.52 10.82 35.86
CU0_E0B −10900.0 −41075 147 −74.15 11.96 31.97
DX20_E0B −37060.0 −37110 148 −250.41 10.56 27.7
ED0_E0B −353.1 −1847 138 −2.56 14.39 34.06
EMD0_E0B −27880.0 −47890 146 −190.96 10.93 29.45
ES0_E0B −34525.0 −56038 152 −227.14 10.18 29.61
FC0_E0B −1225.0 −25213 146 −8.39 10.16 32.19
FV0_E0B −5656.1 −11047 146 −38.74 10.96 31.51
GC20_E0B −26150.0 −49330 152 −172.04 11.16 32.24
HG20_E0B −34350.0 −53500 129 −266.28 12.94 34.11
HO20_E0B −53932.2 −112518 157 −343.52 10.13 31.85
KC20_E0B −32737.5 −54263 149 −219.71 11.17 29.53
KW20_E0B 10325.0 −24513 154 67.05 10.6 38.31
LB0_E0B 21406.0 −14058 150 142.71 9.41 36.67
LC0_E0B −31750.0 −42120 145 −218.97 10.19 24.14
LH0_E0B −860.0 −13530 152 38.55 10.74 35.53
MP0_E0B −565.0 −9145 146 −3.87 12.99 36.99
NG20_E0B −46040.0 −81490 145 −317.52 10.99 29.66
NK0_E0B −17900.0 −54000 144 −124.31 9.93 29.86
OJ20_E0B 26655.0 −9105 159 167.64 11.19 39.62
PL20_E0B 14920.0 −40290 147 101.5 9.9 34.01
RB0_E0B −155710.8 −163069 155 −1004.59 6.61 21.29
S20_E0B 0.0 0 0 N/A N/A N/A
SB20_E0B −7604.8 −25458 142 −53.55 10.7 35.92
SI20_E0B 77875.0 −39745 155 502.42 11.57 39.35
TF0_E0B −23300.0 −47340 146 −159.59 9.36 30.14
TU0_E0B −5704.0 −11907 143 −39.89 11 34.97
TY0_E0B −30233.9 −34125 140 −215.96 10.73 25
US0_E0B −63453.1 −71422 151 −420.22 10.3 25.83
W20_E0B 0.0 0 0 N/A N/A N/A
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STOCHASTICS AND AVERAGES AND RSI! OH, MY!
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