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    This document summarizes the performance of various trading strategies across different time periods and market conditions. It provides statistics such as the number of trades, profitable trades, hit rates, net profits, and annualized returns for the back test period and forward test period. The strategies show higher performance metrics like hit rates and returns during the back test compared to the forward test.

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    This document summarizes the performance of various trading strategies across different time periods and market conditions. It provides statistics such as the number of trades, profitable trades, hit rates, net profits, and annualized returns for the back test period and forward test period. The strategies show higher performance metrics like hit rates and returns during the back test compared to the forward test.

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    2 views1 page

    Bow Tie

    Uploaded by

    Yên Bình
    This document summarizes the performance of various trading strategies across different time periods and market conditions. It provides statistics such as the number of trades, profitable trades, hit rates, net profits, and annualized returns for the back test period and forward test period. The strategies show higher performance metrics like hit rates and returns during the back test compared to the forward test.

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    of 1

    Performance Summary Report

    Strategy Profile Periodicity Symbol


    All Strategies test Daily ALL SYMBOLS

    All Trades: All Strategies

    Abbreviation Statistic Back Test Forward Test


    NT Number of Trades 516 605
    PT Profitable Trades 468 407
    HR% Average Hit Rate (%) 90.70 67.27
    ANP% Average Net Profit Per Symbol (%) 12.00 2.04
    PPT% Average Net Profit Per Trade (%) 3.12 0.45
    ABT Average Bars Per Trade 25 22
    EPR% Annualized EPR (%) 50.13 2.94

    Back Test Forward Test


    Strategy NT PT HR% ANP% APT% ABT EPR% NT PT HR% ANP% PPT ABT EPR%
    All Strategies 516 468 90.70 12.00 3.12 25 50.13 605 407 67.27 2.04 0.45 22 2.94
    BowTieMrSwing 5,277 1,605 30.42 -9.49 -0.89 6 -36.99 5,499 1,826 33.21 -6.29 -0.57 6 -25.52
    RLBowTieMrSwing 1,729 1,167 67.50 -0.29 -0.08 26 -3.75 1,911 1,353 70.80 1.83 0.47 26 3.08

    Longs Only: All Strategies

    Abbreviation Statistic Back Test Forward Test


    NT Number of Trades 508 583
    PT Profitable Trades 461 400
    HR% Average Hit Rate (%) 90.75 68.61
    ANP% Average Net Profit Per Symbol (%) 12.14 2.13
    PPT% Average Net Profit Per Trade (%) 3.13 0.49
    ABT Average Bars Per Trade 25 23
    EPR% Anualized EPR (%) 49.87 3.31

    Back Test Forward Test


    Strategy NT PT HR% ANP% APT% ABT EPR% NT PT HR% ANP% PPT ABT EPR%
    All Strategies 508 461 90.75 12.14 3.13 25 49.87 583 400 68.61 2.13 0.49 23 3.31
    BowTieMrSwing 2,977 1,005 33.76 -3.49 -0.57 7 -25.38 3,440 1,220 35.47 -2.19 -0.31 7 -15.46
    RLBowTieMrSwing 1,729 1,167 67.50 -0.29 -0.08 26 -3.75 1,911 1,353 70.80 1.83 0.47 26 3.08

    Shorts Only: All Strategies

    Abbreviation Statistic Back Test Forward Test


    NT Number of Trades 8 22
    PT Profitable Trades 7 7
    AHR% Average Hit Rate (%) 87.50 31.82
    ANP% Average Net Profit Per Symbol (%) 4.53 -2.42
    PPT% Average Net Profit Per Trade (%) 2.26 -0.55
    ABT Average Bars Per Trade 12 7
    EPR% Annualized EPR (%) 88.54 -24.47

    Back Test Forward Test


    Strategy NT PT HR% ANP% APT% ABT EPR% NT PT HR% ANP% PPT ABT EPR%
    All Strategies 8 7 87.50 4.53 2.26 12 88.54 22 7 31.82 -2.42 -0.55 7 -24.47
    BowTieMrSwing 2,300 600 26.09 -6.28 -1.31 6 -50.45 2,059 606 29.43 -4.30 -0.99 6 -41.17
    RLBowTieMrSwing 0 0 0.00 0.00 0.00 0 0.00 0 0 0.00 0.00 0.00 0 0.00

    Page: 1 05/19/2006

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