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The Stochastic Oscillator Crossover
Trading System
1994 to 2005 Results
Total
Profit: -P37,272.69
Buy and
Hold Profit: -P35,514.09
Performance: -37.27%
Total
Trades: 365
Total
Profitable Trades: 149
Total
Unprofitable Trades: 216
Highest
Profit: P20,001.52
Lowest
Profit: P6.60
Average
Profit: P2,410.82
Highest
Loss: -P9,926.62
Lowest
Loss: -P2.20
Average
Loss: -P1,835.58
Average
Profit/Average Loss: 1.31
Largest
Drawdown: P92,826.54
Most
Consecutive Winnings: 4
Most
Consecutive Losses: 7
Average
Trade Length when winning: 5 days
Average
Trade Length when losing: 3 days
Most Number
of Days out of the market: 22 days
Average
Number of Days out of the market: 4 days
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