Tuesday, May 30, 2006
May 30 Trades -- Demand is High
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Here are today's trades.
NinjaTrader Performance Report
All trades
Start Date 5/30/2006 End Date 5/30/2006
Profit Factor 99.00 Sharpe Ratio 0.06
Cumulated Profit 0.18% Total Net Profit $1125.00
Max. Drawdown 0.00% Gross Profit $1125.00
Commission $0.00 Gross Loss $0.00
Total # of Trades 5 Average Trade 0.02%
# of Winning Trades 5 Average Winning Trade 0.02%
# of Losing Trades 0 Average Losing Trade 0.00%
Percent Profitable 100.00% Ratio avg. Win / avg. Loss 0.00
Max. consec. Winners 5 Largest Winning Trade 0.02%
Max. consec. Losers 0 Largest Losing Trade 0.00%
# of Trades per Day 5.00 Average MAE 0.02%
Avg. Time in Market 4.6 min Average MFE 0.00%
Profit per Month 5.53% Average ETD -0.02%
Max. Time to Recover 0.00 days Turn Around 0.18%
Instrument,Market pos.,#,Entry price,Exit price,Entry time,Exit time
ES 06-06,Long,10,1275,1275.25,5/30/2006 4:39,5/30/2006 4:39
ES 06-06,Long,20,1274.25,1274.5,5/30/2006 4:49,5/30/2006 4:49
ES 06-06,Short,20,1277.5,1277.25,5/30/2006 8:13,5/30/2006 8:31
ES 06-06,Long,20,1276.75,1277,5/30/2006 9:34,5/30/2006 9:35
ES 06-06,Long,3,1273.5,1273.75,5/30/2006 9:48,5/30/2006 9:49
ES 06-06,Long,5,1273.5,1273.75,5/30/2006 9:48,5/30/2006 9:49
ES 06-06,Long,3,1273.5,1273.75,5/30/2006 9:48,5/30/2006 9:49
ES 06-06,Long,3,1273.5,1273.75,5/30/2006 9:48,5/30/2006 9:49
ES 06-06,Long,6,1273.5,1273.75,5/30/2006 9:48,5/30/2006 9:49