Quantitative Trading Research
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Trading Log
Trading Systems
Tuesday, 19 February 2013
Nasdaq Trend-Following System 1 - Out of sample simulation
Total Trades
498
Num of winning trades
297
Num of losing trades
201
% of Winning
59.64%
Average Profit on winning
2.17%
Average Loss on losing
-1.81%
Slippages & Costs have been taken into account
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