SPI MR System AB Output

	All trades	Long trades	Short trades
Initial capital	100000.00	100000.00	100000.00
Ending capital	463025.79	295650.92	267374.87
Net Profit	363025.79	195650.92	167374.87
Net Profit %	363.03 %	195.65 %	167.37 %
Exposure %	-0.03 %	-0.01 %	-0.02 %
Net Risk Adjusted Return %	-1438618.78 %	-2676508.82 %	-933782.35 %
Annual Return %	6.16 %	4.32 %	3.91 %
Risk Adjusted Return %	-24395.46 %	-59041.69 %	-21802.39 %
All trades	447	192 (42.95 %)	255 (57.05 %)
Avg. Profit/Loss	812.14	1019.02	656.37
Avg. Profit/Loss %	6.87 %	8.68 %	5.50 %
Avg. Bars Held	3.56	3.70	3.45
Winners	368 (82.33 %)	168 (37.58 %)	200 (44.74 %)
Total Profit	425107.88	213735.30	211372.57
Avg. Profit	1155.18	1272.23	1056.86
Avg. Profit %	9.27 %	10.65 %	8.11 %
Avg. Bars Held	3.13	3.33	2.96
Max. Consecutive	33	25	19
Largest win	14430.00	9755.00	14430.00
# bars in largest win	2	2	2
Losers	79 (17.67 %)	24 (5.37 %)	55 (12.30 %)
Total Loss	-62082.05	-18084.37	-43997.68
Avg. Loss	-785.85	-753.52	-799.96
Avg. Loss %	-4.34 %	-5.16 %	-3.98 %
Avg. Bars Held	5.56	6.25	5.25
Max. Consecutive	4	3	2
Largest loss	-4364.73	-2657.50	-4364.73
# bars in largest loss	10	5	10
Max. trade drawdown	-5535.00	-5145.00	-5535.00
Max. trade % drawdown	-51.40 %	-51.40 %	-33.59 %
Max. system drawdown	-9337.38	-9337.38	-6803.15
Max. system % drawdown	-5.73 %	-4.81 %	-6.33 %
Recovery Factor	38.88	20.95	24.60
CAR/MaxDD	1.07	0.90	0.62
RAR/MaxDD	-4256.22	-12274.10	-3446.77
Profit Factor	6.85	11.82	4.80
Payoff Ratio	1.47	1.69	1.32
Standard Error	15078.61	8941.64	7193.11
Risk-Reward Ratio	0.76	0.65	0.78
Ulcer Index	0.76	0.55	0.84
Ulcer Performance Index	0.99	-1.97	-1.77
Sharpe Ratio of trades	4.59	5.44	3.92
K-Ratio	0.0696	0.0595	0.0719
...Start Date	19830216.00
.....End Date	20081006.00
# Years	25.08
... % Exposure	-0.03
... Sharpe Ratio (>1) (>2)	4.59
# Expectancy / $Risk	1.58
ExpectancyPercent	6.87
...... Winners %	82.33
...... Win/Loss Ratio	2.14
...... Profit Factor	6.85
# Trades	447.00
...... # Trades / Week	0.34
...... # Trades / Year ------------>>>	17.82
...... # Av. Trade % ------------->>>	6.87
# Annual return % --------------->>>	14.48
..... Equity Curve - Max. DD%	-5.73
..... Average Year Profit $	14475.29
..... Capital to Max DD Ratio	-10.71
..... Max System Drawdown	-9337.38
..... Max System Drawdown %Capital	-9.34
..... Avg Year Profit to DD Ratio	1.55
ObjectiveFunction	163.59
DDVal	94.27
1000 Trade Losing Streak	3.99