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Katsu Yen Trading System Trade By Trade Report
The hypothetical performance data below was generated using Omega TradeStation, with $100 deducted per trade for commissions and slippage. The prices in the report are back-adjusted prices which are not identical to actual prices on these dates.
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.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Date
Type
Price
Entry P/L
Cumulative
1/5/89
Sell
105.40
1/11/89
SExit
105.04
$ 350.00
$ 350.00
1/11/89
Buy
105.04
1/12/89
LExit
104.63
$ (612.50)
$ (262.50)
1/26/89
Sell
103.43
2/2/89
SExit
102.65
$ 875.00
$ 612.50
6/5/89
Sell
94.10
6/15/89
SExit
91.55
$ 3,087.50
$ 3,700.00
6/19/89
Buy
93.08
6/26/89
LExit
95.14
$ 2,475.00
$ 6,175.00
6/26/89
Sell
95.14
7/3/89
SExit
94.08
$ 1,225.00
$ 7,400.00
7/18/89
Buy
94.31
8/3/89
LExit
96.35
$ 2,450.00
$ 9,850.00
9/19/89
Buy
91.86
9/21/89
LExit
91.79
$ (187.50)
$ 9,662.50
9/21/89
Sell
91.79
9/25/89
SExit
93.07
$ (1,700.00)
$ 7,962.50
10/17/89
Sell
93.15
10/18/89
SExit
93.82
$ (937.50)
$ 7,025.00
10/19/89
Sell
93.21
10/25/89
SExit
93.65
$ (650.00)
$ 6,375.00
5/30/90
Sell
88.27
6/13/90
SExit
86.96
$ 1,537.50
$ 7,912.50
9/28/90
Buy
94.53
10/19/90
LExit
100.6
$ 7,487.50
$ 15,400.00
11/2/90
Buy
99.81
11/7/90
LExit
100.01
$ 150.00
$ 15,550.00
11/7/90
Sell
100.01
11/23/90
SExit
100.70
$ (962.50)
$ 14,587.50
12/11/90
Sell
97.59
12/28/90
SExit
95.94
$ 1,962.50
$ 16,550.00
1/4/91
Sell
96.96
1/9/91
SExit
96.61
$ 337.50
$ 16,887.50
2/21/91
Buy
98.32
2/26/91
LExit
96.90
$ (1,875.00)
$ 15,012.50
4/3/91
Buy
94.91
4/5/91
LExit
95.25
$ 325.00
$ 15,337.50
4/5/91
Sell
95.25
5/14/91
SExit
94.48
$ 862.50
$ 16,200.00
5/15/91
Buy
95.03
5/17/91
LExit
94.87
$ (300.00)
$ 15,900.00
5/17/91
Sell
94.87
6/14/91
SExit
93.28
$ 1,887.50
$ 17,787.50
7/26/91
Buy
95.25
8/29/91
LExit
95.51
$ 225.00
$ 18,012.50
1/14/92
Buy
102.2
1/27/92
LExit
103.10
$ 1,025.00
$ 19,037.50
3/20/92
Sell
97.70
5/7/92
SExit
98.89
$ (1,587.50)
$ 17,450.00
7/27/92
Buy
101.73
8/10/92
LExit
101.40
$ (512.50)
$ 16,937.50
9/10/92
Sell
104.39
9/15/92
SExit
104.13
$ 225.00
$ 17,162.50
9/17/92
Buy
103.83
9/30/92
LExit
106.74
$ 3,537.50
$ 20,700.00
10/12/92
Buy
105.81
11/10/92
LExit
103.84
$ (2,562.50)
$ 18,137.50
3/9/93
Sell
108.69
3/11/93
SExit
108.45
$ 200.00
$ 18,337.50
3/11/93
Buy
108.45
3/23/93
LExit
109.51
$ 1,225.00
$ 19,562.50
4/28/93
Sell
112.65
4/29/93
SExit
113.01
$ (550.00)
$ 19,012.50
4/29/93
Buy
113.01
5/7/93
LExit
114.05
$ 1,200.00
$ 20,212.50
6/17/93
Sell
116.88
6/23/93
SExit
114.26
$ 3,175.00
$ 23,387.50
6/24/93
Buy
115.37
7/9/93
LExit
115.17
$ (350.00)
$ 23,037.50
7/16/93
Sell
115.65
7/26/93
SExit
117.48
$ (2,387.50)
$ 20,650.00
8/23/93
Buy
120.09
9/2/93
LExit
117.94
$ (2,787.50)
$ 17,862.50
9/3/93
Buy
118.14
9/8/93
LExit
118.76
$ 675.00
$ 18,537.50
9/8/93
Sell
118.76
9/13/93
SExit
117.81
$ 1,087.50
$ 19,625.00
9/13/93
Buy
117.81
9/20/93
LExit
119.08
$ 1,487.50
$ 21,112.50
9/20/93
Sell
119.08
10/26/93
SExit
116.04
$ 3,700.00
$ 24,812.50
11/4/93
Sell
116.01
11/11/93
SExit
117.11
$ (1,475.00)
$ 23,337.50
11/17/93
Sell
116.43
12/1/93
SExit
115.25
$ 1,375.00
$ 24,712.50
1/20/94
Sell
112.77
1/26/94
SExit
113.70
$ (1,262.50)
$ 23,450.00
1/26/94
Buy
113.70
1/28/94
LExit
114.03
$ 312.50
$ 23,762.50
2/28/94
Buy
118.99
3/7/94
LExit
117.52
$ (1,937.50)
$ 21,825.00
3/7/94
Sell
117.52
3/8/94
SExit
118.05
$ (762.50)
$ 21,062.50
3/8/94
Buy
118.05
3/15/94
LExit
116.90
$ (1,537.50)
$ 19,525.00
3/16/94
Buy
117.43
4/1/94
LExit
119.47
$ 2,450.00
$ 21,975.00
4/22/94
Sell
119.08
4/25/94
SExit
119.90
$ (1,125.00)
$ 20,850.00
4/25/94
Buy
119.90
5/4/94
LExit
120.89
$ 1,137.50
$ 21,987.50
5/23/94
Sell
118.59
6/7/94
SExit
117.93
$ 725.00
$ 22,712.50
6/9/94
Sell
118.53
6/10/94
SExit
118.89
$ (550.00)
$ 22,162.50
7/21/94
Buy
124.12
7/27/94
LExit
124.18
$ (25.00)
$ 22,137.50
7/27/94
Sell
124.18
8/1/94
SExit
123.68
$ 525.00
$ 22,662.50
8/1/94
Buy
123.68
8/3/94
LExit
121.68
$ (2,600.00)
$ 20,062.50
8/4/94
Buy
122.39
8/24/94
LExit
123.64
$ 1,462.50
$ 21,525.00
9/7/94
Sell
123.12
9/19/94
SExit
123.49
$ (562.50)
$ 20,962.50
11/1/94
Buy
125.32
11/3/94
LExit
123.79
$ (2,012.50)
$ 18,950.00
11/3/94
Sell
123.79
11/7/94
SExit
124.57
$ (1,075.00)
$ 17,875.00
11/7/94
Buy
124.57
11/10/94
LExit
123.75
$ (1,125.00)
$ 16,750.00
11/10/94
Sell
123.75
12/7/94
SExit
121.63
$ 2,550.00
$ 19,300.00
1/5/95
Buy
120.13
1/17/95
LExit
121.91
$ 2,125.00
$ 21,425.00
1/24/95
Buy
121.58
1/31/95
LExit
121.95
$ 362.50
$ 21,787.50
2/2/95
Sell
121.13
2/13/95
SExit
122.16
$ (1,387.50)
$ 20,400.00
3/31/95
Buy
133.86
4/12/95
LExit
138.71
$ 5,962.50
$ 26,362.50
5/9/95
Sell
139.72
5/16/95
SExit
135.35
$ 5,362.50
$ 31,725.00
5/16/95
Buy
135.35
5/31/95
LExit
139.47
$ 5,050.00
$ 36,775.00
6/13/95
Sell
137.74
6/20/95
SExit
137.68
$ (25.00)
$ 36,750.00
6/20/95
Buy
137.68
6/22/95
LExit
137.55
$ (262.50)
$ 36,487.50
6/22/95
Sell
137.55
6/27/95
SExit
137.93
$ (575.00)
$ 35,912.50
6/28/95
Sell
137.25
6/29/95
SExit
136.80
$ 462.50
$ 36,375.00
7/26/95
Sell
131.98
8/21/95
SExit
121.86
$12,550.00
$ 48,925.00
8/29/95
Sell
120.70
9/20/95
SExit
114.57
$ 7,562.50
$ 56,487.50
9/25/95
Sell
117.96
10/4/95
SExit
116.95
$ 1,162.50
$ 57,650.00
10/4/95
Buy
116.95
10/24/95
LExit
117.23
$ 250.00
$ 57,900.00
10/24/95
Sell
117.23
11/6/95
SExit
114.02
$ 3,912.50
$ 61,812.50
12/1/95
Buy
115.44
12/6/95
LExit
115.15
$ (462.50)
$ 61,350.00
12/6/95
Sell
115.15
1/9/96
SExit
111.56
$ 4,387.50
$ 65,737.50
2/6/96
Sell
110.52
2/14/96
SExit
109.39
$ 1,312.50
$ 67,050.00
2/27/96
Sell
111.12
3/11/96
SExit
110.29
$ 937.50
$ 67,987.50
4/24/96
Sell
108.10
4/29/96
SExit
110.23
$ (2,762.50)
$ 65,225.00
5/16/96
Buy
108.14
5/17/96
LExit
107.90
$ (400.00)
$ 64,825.00
6/19/96
Sell
106.24
7/9/96
SExit
104.08
$ 2,600.00
$ 67,425.00
11/12/96
Sell
101.75
12/3/96
SExit
99.72
$ 2,437.50
$ 69,862.50
12/9/96
Sell
99.97
1/2/97
SExit
97.76
$ 2,662.50
$ 72,525.00
2/26/97
Sell
92.49
2/27/97
SExit
93.35
$ (1,175.00)
$ 71,350.00
3/3/97
Sell
93.12
3/18/97
SExit
91.93
$ 1,387.50
$ 72,737.50
3/25/97
Sell
91.30
4/10/97
SExit
89.63
$ 1,987.50
$ 74,725.00
6/13/97
Sell
96.70
6/24/97
SExit
96.33
$ 362.50
$ 75,087.50
6/24/97
Buy
96.33
6/27/97
LExit
96.55
$ 175.00
$ 75,262.50
6/27/97
Sell
96.55
7/7/97
SExit
98.03
$ (1,950.00)
$ 73,312.50
8/12/97
Sell
94.49
8/28/97
SExit
92.73
$ 2,100.00
$ 75,412.50
8/28/97
Buy
92.73
9/2/97
LExit
90.51
