Ultimate Algorithmic Trading System

TABLE 2.9 Performance of Bollinger Band Algorithm Version 2
Bollinger Band [60 Days 2 Standard Deviations with $2,000 Trade Filter]
Ticker Net Profit Max DD # Trades Avg P/L Avg Bars Held % Winners
<Portfolio> 513207 −103462 2224 231 43 34
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STOCHASTICS AND AVERAGES AND RSI! OH, MY!
AD0_E0B 7360 −19900 57 129 42 35
BP0_E0B 10625 −7075 1 10625 69 100
C20_E0B −2788 −15050 108 −26 42 34
CC20_E0B −48940 −49270 110 −445 33 22
CL20_E0B 29460 −9970 45 655 50 51
CT20_E0B 12385 −31030 77 161 39 30
CU0_E0B 50688 −6488 4 12672 114 75
DX20_E0B 71510 −11830 56 1277 49 48
ED0_E0B 4997 −3363 105 48 48 31
EMD0_E0B 19720 −8640 37 533 44 27
ES0_E0B −40288 −44075 80 −504 33 23
FC0_E0B 57950 −14975 75 773 51 41
FV0_E0B 25318 −12041 84 301 45 40
GC20_E0B 5840 −21110 74 79 39 32
HG20_E0B 6450 −18325 65 99 42 29
HO20_E0B 24291 −27344 50 486 38 36
KC20_E0B 51275 −35669 22 2331 39 41
KW20_E0B 7188 −23375 90 80 40 27
LB0_E0B 53134 −12761 51 1042 49 43
LC0_E0B −12630 −30100 117 −108 39 27
LH0_E0B 12690 −20690 97 131 41 38
MP0_E0B 2770 −22135 62 45 43 34
NG20_E0B 38580 −14000 16 2411 50 50
NK0_E0B 35250 −12925 12 2938 50 33
OJ20_E0B −16875 −49565 99 −170 41 34
PL20_E0B −11870 −30065 72 −165 38 25
RB0_E0B 20830 −20086 40 521 43 43
S20_E0B −10763 −34438 79 −136 37 35
SB20_E0B 17097 −12638 91 188 47 42
SI20_E0B −4305 −42550 66 −65 40 27
TF0_E0B 18470 −6380 3 6157 78 67
TU0_E0B 28837 −7888 76 379 48 41
TY0_E0B 37841 −19212 73 518 46 41
US0_E0B 39185 −16650 38 1031 44 47
W20_E0B −28075 −36663 92 −305 37 28
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