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The Classic Moving Average Crossover
Trading System
1994 to 2005 Results
Total
Profit: P252,106.80
Buy and
Hold Profit: -P35,514.09
Performance: 252.11%
Total
Trades: 122
Total
Profitable Trades: 40
Total
Unprofitable Trades: 82
Highest
Profit: P70,135.12
Lowest
Profit: P284.93
Average
Profit: P14,203.11
Highest
Loss: -P12,867.16
Lowest
Loss: -P464.55
Average
Loss: -P3,853.87
Average
Profit/Average Loss: 3.69
Largest
Drawdown: P64,755.40
Most
Consecutive Winnings: 3
Most
Consecutive Losses: 9
Average
Trade Length when winning: 26 days
Average
Trade Length when losing: 4 days
Most Number
of Days out of the market: 67 days
Average
Number of Days out of the market: 12 days
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