Chuck Le Beau's System Traders Club

System Results Report

Millenium ED  ED7MO.TXT-Daily   10/17/1988 - 09/07/1999			 

	Performance Summary:  All Trades		 

Total net profit	$  44950.00	Open position P/L	$   -175.00
Gross profit    	$  51295.00	Gross loss      	$  -6345.00

Total # of trades	      84	Percent profitable	      71%
Number winning trades	      60	Number losing trades	      24

Largest winning trade	$   3850.00	Largest losing trade	$  -1025.00
Average winning trade	$    854.92	Average losing trade	$   -264.38
Ratio avg win/avg loss	       3.23	Avg trade(win & loss)	$    535.12

Max consec. winners	      11	Max consec. losers	       4
Avg # bars in winners	      21	Avg # bars in losers	      12

Max intraday drawdown	$  -1500.00		 
Profit factor   	       8.08	Max # contracts held	       1
Account size required	$   1500.00	Return on account	    2997%


	Performance Summary:  Long Trades		 

Total net profit	$  35525.00	Open position P/L	$      0.00
Gross profit    	$  39907.50	Gross loss      	$  -4382.50

Total # of trades	      62	Percent profitable	      69%
Number winning trades	      43	Number losing trades	      19

Largest winning trade	$   3850.00	Largest losing trade	$   -750.00
Average winning trade	$    928.08	Average losing trade	$   -230.66
Ratio avg win/avg loss	       4.02	Avg trade(win & loss)	$    572.98

Max consec. winners	       9	Max consec. losers	       3
Avg # bars in winners	      20	Avg # bars in losers	      10

Max intraday drawdown	$   -900.00		 
Profit factor   	       9.11	Max # contracts held	       1
Account size required	$    900.00	Return on account	    3947%


	Performance Summary:  Short Trades		 

Total net profit	$   9425.00	Open position P/L	$   -175.00
Gross profit    	$  11387.50	Gross loss      	$  -1962.50

Total # of trades	      22	Percent profitable	      77%
Number winning trades	      17	Number losing trades	       5

Largest winning trade	$   2500.00	Largest losing trade	$  -1025.00
Average winning trade	$    669.85	Average losing trade	$   -392.50
Ratio avg win/avg loss	       1.71	Avg trade(win & loss)	$    428.41

Max consec. winners	       6	Max consec. losers	       2
Avg # bars in winners	      22	Avg # bars in losers	      19

Max intraday drawdown	$  -1262.50		 
Profit factor   	       5.80	Max # contracts held	       1
Account size required	$   1262.50	Return on account	     747%



To view an equity chart based on the above trades go to:

http://traderclub.com/systems_millennium.htm

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.  UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.  ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS LACK OF LIQUIDITY.  SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

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Come back often as we are growing rapidly and adding new features all the time. 

If you need more information send email to: 

millennium@traderclub.com

Chuck Le Beau's System Traders Club 
http://www.traderclub.com 
mailto:chuck@traderclub.com 
ph 310-265-9776 
fax 310-265-9556

Good luck and Good trading.