Trading Systems and Money Management : A Guide to Trading and Profiting in Any Market

CHAPTER 10 Meander System V.1.0 119

Both sides: Higher target, no slack period,

one day against, 10-day lookback period PercProf: 69.23

Trades PercWin NetProfit AvgProfit ProfitStD RiskRatio

Average: 281.95 50.64 60,737.50 227.86 Market

St. Dev: 76.61 3.82 131,776.44 577.92 6,743.58 0.04

High: 358.57 54.46 192,513.94 805.78 6,971.45 Portfolio

Low: 205.34 46.82 (71,038.94) (350.05) (6,515.72) 0.39

ProfitFactor RiskFactor MaxDD PercDD PercTime AvgLength

Average: 1.12 0.05 104,425.04 69.56 67.78 10.14

St. Dev: 0.25 0.12 65,068.06 47.83 4.67 1.93

High: 1.37 0.17 169,493.09 117.39 72.45 12.08

Low: 0.87 (0.07) 39,356.98 21.73 63.10 8.21

TABLE 10.6

Trading Both Long and Short Sides

FIGURE 10.1

Long side trading using meander system V.1.0.