Roughneck Crude Oil 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
1/12/89
Buy
1.88
1/23/89
LExit
2.31
$330.00
$330.00
2/3/89
Buy
2.32
3/8/89
LExit
3.26
$840.00
$1,170.00
3/14/89
Buy
4.18
4/5/89
LExit
5.36
$1,080.00
$2,250.00
4/11/89
Buy
6.17
4/28/89
LExit
6.93
$660.00
$2,910.00
6/20/89
Buy
7.77
7/12/89
LExit
8.83
$960.00
$3,870.00
9/6/89
Buy
9.09
9/22/89
LExit
9.56
$370.00
$4,240.00
9/28/89
Buy
9.92
10/23/89
LExit
10.43
$410.00
$4,650.00
12/18/89
Buy
11.47
1/4/90
LExit
13.66
$2,090.00
$6,740.00
1/12/90
Buy
13.83
1/16/90
LExit
12.83
($1,100.00)
$5,640.00
1/19/90
Buy
13.63
2/5/90
LExit
14.03
$300.00
$5,940.00
4/6/90
Sell
10.96
4/23/90
SExit
10.16
$700.00
$6,640.00
4/27/90
Sell
9.45
5/14/90
SExit
10.45
($1,100.00)
$5,540.00
6/19/90
Sell
6.88
7/12/90
SExit
7.88
($1,100.00)
$4,440.00
7/23/90
Buy
9.71
8/7/90
LExit
16.04
$6,230.00
$10,670.00
8/16/90
Buy
16.43
8/27/90
LExit
17.38
$850.00
$11,520.00
9/4/90
Buy
17.58
9/10/90
LExit
17.93
$250.00
$11,770.00
9/14/90
Buy
21.47
10/1/90
LExit
27.94
$6,370.00
$18,140.00
10/8/90
Buy
28.57
10/10/90
LExit
28.97
$300.00
$18,440.00
4/10/91
Buy
16.55
4/18/91
LExit
16.95
$300.00
$18,740.00
5/7/91
Buy
17.96
5/13/91
LExit
17.36
($700.00)
$18,040.00
7/17/91
Buy
17.99
10/21/91
LExit
20.25
$2,160.00
$20,200.00
11/1/91
Buy
20.04
11/7/91
LExit
19.63
($510.00)
$19,690.00
11/25/91
Sell
17.83
12/30/91
SExit
15.61
$2,120.00
$21,810.00
1/8/92
Sell
15.12
2/6/92
SExit
16.12
($1,100.00)
$20,710.00
4/2/92
Buy
15.94
5/7/92
LExit
16.66
$620.00
$21,330.00
6/1/92
Buy
18.11
7/8/92
LExit
17.11
($1,100.00)
$20,230.00
11/5/92
Sell
16.39
12/16/92
SExit
15.58
$710.00
$20,940.00
2/22/93
Buy
15.94
3/10/93
LExit
16.47
$430.00
$21,370.00
6/7/93
Sell
15.11
6/24/93
SExit
14.12
$890.00
$22,260.00
7/2/93
Sell
13.39
8/11/93
SExit
12.59
$700.00
$22,960.00
11/9/93
Sell
10.61
12/10/93
SExit
8.5
$2,010.00
$24,970.00
2/2/94
Buy
9
2/9/94
LExit
8
($1,100.00)
$23,870.00
4/14/94
Buy
8.84
4/29/94
LExit
9.42
$480.00
$24,350.00
5/2/94
Buy
10.17
5/25/94
LExit
11.06
$790.00
$25,140.00
5/31/94
Buy
11.49
6/23/94
LExit
13.33
$1,740.00
$26,880.00
7/1/94
Buy
13.64
8/4/94
LExit
14.84
$1,100.00
$27,980.00
12/7/94
Sell
11.11
12/27/94
SExit
12.11
($1,100.00)
$26,880.00
1/17/95
Buy
12.49
2/9/95
LExit
12.92
$330.00
$27,210.00
4/6/95
Buy
14.41
5/2/95
LExit
15.03
$520.00
$27,730.00
6/20/95
Sell
13.2
7/26/95
SExit
12.68
$420.00
$28,150.00
8/22/95
Buy
13.58
9/20/95
LExit
14.17
$490.00
$28,640.00
11/17/95
Buy
14.44
12/11/95
LExit
15.12
$580.00
$29,220.00
12/14/95
Buy
15.59
1/10/96
LExit
16.67
$980.00
$30,200.00
3/6/96
Buy
17.37
3/27/96
LExit
20.35
$2,880.00
$33,080.00
4/2/96
Buy
21
4/17/96
LExit
22.21
$1,110.00
$34,190.00
4/23/96
Buy
23.46
4/30/96
LExit
22.46
($1,100.00)
$33,090.00
7/1/96
Buy
24.18
7/17/96
LExit
24.58
$300.00
$33,390.00
8/16/96
Buy
26.06
9/16/96
LExit
28.34
$2,180.00
$35,570.00
9/25/96
Buy
28.99
10/10/96
LExit
29.39
$300.00
$35,870.00
10/15/96
Buy
30.46
10/29/96
LExit
29.46
($1,100.00)
$34,770.00
12/16/96
Buy
30.49
1/13/97
LExit
31.59
$1,000.00
$35,770.00
2/7/97
Sell
29.22
3/18/97
SExit
27.78
$1,340.00
$37,110.00
5/15/97
Buy
27.66
6/3/97
LExit
26.66
($1,100.00)
$36,010.00
10/2/97
Buy
26.91
10/6/97
LExit
27.31
$300.00
$36,310.00
1/6/98
Sell
21.71
1/26/98
SExit
20.91
$700.00
$37,010.00
2/2/98
Sell
21.5
3/18/98
SExit
17.92
$3,480.00
$40,490.00
6/9/98
Sell
17.55
6/22/98
SExit
15.46
$1,990.00
$42,480.00
9/21/98
Buy
16.68
10/8/98
LExit
15.68
($1,100.00)
$41,380.00
11/17/98
Sell
13.64
12/14/98
SExit
11.82
$1,720.00
$43,100.00
12/18/98
Sell
11.25
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Last updated on 02/24/03 01:05:50 PM