MarketTide

   Here below are the test results available in TSTS v2.0 They can be exported to a spreadsheet like Excel for further data manipulation.

Total net profit

Amount of losing long trades

Initial equity

Amount of losing short trades

Percent gain / loss

Total winning trades

Annual percent gain / loss

Total losing trades

Net current equity

Amount of winning trades

Current position

Amount of losing trades

Date of open position entry

Average win

Commission amount 

Average loss

Open position value

Largest long win

Days in test

Largest short win

Total closed trades

Largest long loss

Commissions paid

Largest short loss

Avg. profit per trade

Longest winning trade

Avg. Win / Avg. Loss ratio

Longest losing trade

Total long trades

Most consecutive wins

Total short trades

Most consecutive loses

Winning long trades

Total days out

Winning short trades

Average length out

Amount of winning long trades

System Close drawdown

Amount of winning short trades

System Close drawdown %

 

System Open drawdown

 

Profit / Loss Index

 

Reward / Risk Index

   To see screen shots of the TSTS, click here.
   Click here to download a 15-day free trial copy.
   Click here to purchase a copy.

   TSTS includes the Craciun Factor: a percentage number - always a positive figure - which is the difference between the REAL Trades Annualized Percent Gain/Loss and the Paper Trades Annualized Percent Gain/Loss. If low, it detects a healthy trading system assumption. If high, it denotes erroneous assumptions and it requires a review of the hypothetical operations.
   This feature is supposed to help with trading system backtesting and consequently with trading system development.
   It will take the diligent trader at least six months of Real trades to be corroborated with hypothetical trades for the C Factor to become meaningful and it will take much longer than that for a new trading system to be created and finely tuned by using it!

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