| Total Return 28/Oct/1990 - 08/Feb/2013: 11,378.10% |
| Statistics for Feb/2010 - Feb/2013 |
| Annual Return: 39.5% |
| Annual Sharpe
Ratio: 1.58 In Average, each system generates over 600+ trades with around 65% winning rate. ( Theoretically the optimal leverage for this system is more than 8X, but here I only use 2X leverage.) |
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