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| B-Master, 30-Year Bond, Jan 1980 - Oct 2003 | ||||
| All Trades | ||||
| Net Profit: | $199,843 | |||
| Gross Profit: | $349,256 | Gross Loss: | $149,413 | |
| Number Trades: | 343 | Percent Profit: | 67.0 | |
| Winning Trades: | 230 | Losing Trades: | 113 | |
| Largest Win: | $11,553 | Largest Loss: | $5,072 | |
| Avg. Win (AW): | $1,518 | Avg. Loss (AL): | $1,323 | |
| AW/AL: | 1.15 | Average Trade: | $582 | |
| Max Con. Win. | 14 | Max Con. Los.: | 4 | |
| Max Closed Trade Drawdown | $20,253 | Profit Factor: | 2.34 | |
10-Year Note. The following figure shows the equity curve that would have occurred if a one-lot contract of the 10-year note was traded at each signal.
| B-Master, 10-Year Note, Jan 1980 - Oct 2003 | ||||
| All Trades | ||||
| Net Profit: | $166,514 | |||
| Gross Profit: | $257,980 | Gross Loss: | $91,347 | |
| Number Trades: | 331 | Percent Profit: | 64.0 | |
| Winning Trades: | 220 | Losing Trades: | 111 | |
| Largest Win: | $6,006 | Largest Loss: | $3,447 | |
| Avg. Win (AW): | $1,172 | Avg. Loss (AL): | $823 | |
| AW/AL: | 1.43 | Average Trade: | $503 | |
| Max Con. Win. | 16 | Max Con. Los.: | 5 | |
| Max Closed Trade Drawdown | $5,672 | Profit Factor: | 2.83 | |
Muni-Bond. The following figure shows the equity curve that would have occurred if a one-lot contract of the muni-bond was traded at each signal.
| B-Master, Muni-Bond, Jan 1980 - Oct 2003 | ||||
| All Trades | ||||
| Net Profit: | $148,643 | |||
| Gross Profit: | $255,161 | Gross Loss: | $106,478 | |
| Number Trades: | 276 | Percent Profit: | 63.0 | |
| Winning Trades: | 175 | Losing Trades: | 101 | |
| Largest Win: | $12,116 | Largest Loss: | $8,165 | |
| Avg. Win (AW): | $1,458 | Avg. Loss (AL): | $1,055 | |
| AW/AL: | 1.39 | Average Trade: | $538 | |
| Max Con. Win. | 13 | Max Con. Los.: | 6 | |
| Max Closed Trade Drawdown | $18,676 | Profit Factor: | 2.40 | |
5-Year Note. The following figure shows the equity curve that would have occurred if a one-lot contract of the 5-year note was traded at each signal.
| B-Master, 5-Year Note, Jan 1980 - Oct 2003 | ||||
| All Trades | ||||
| Net Profit: | $70,403 | |||
| Gross Profit: | $116,878 | Gross Loss: | $46,475 | |
| Number Trades: | 241 | Percent Profit: | 62.0 | |
| Winning Trades: | 151 | Losing Trades: | 90 | |
| Largest Win: | $4,319 | Largest Loss: | $2,681 | |
| Avg. Win (AW): | $774 | Avg. Loss (AL): | $571 | |
| AW/AL: | 1.50 | Average Trade: | $292 | |
| Max Con. Win. | 8 | Max Con. Los.: | 6 | |
| Max Closed Trade Drawdown | $5,002 | Profit Factor: | 2.52 | |
2-Year Note. The following figure shows the equity curve that would have occurred if a one-lot contract of the 2-year note was traded at each signal.
| B-Master, 2-Year Note, Jan 1980 - Oct 2003 | ||||
| All Trades | ||||
| Net Profit: | $32,920 | |||
| Gross Profit: | $76,067 | Gross Loss: | $43,147 | |
| Number Trades: | 206 | Percent Profit: | 60.0 | |
| Winning Trades: | 125 | Losing Trades: | 81 | |
| Largest Win: | $3,810 | Largest Loss: | $2,541 | |
| Avg. Win (AW): | $608 | Avg. Loss (AL): | $533 | |
| AW/AL: | 1.15 | Average Trade: | $159 | |
| Max Con. Win. | 9 | Max Con. Los.: | 6 | |
| Max Closed Trade Drawdown | $5,758 | Profit Factor: | 1.77 | |
Eurodollar. The following figure shows the equity curve that would have occurred if a one-lot contract of the eurodollar was traded at each signal.
| B-Master,Eurodollar, Jan 1980 - Oct 2003 | ||||
| All Trades | ||||
| Net Profit: | $42,301 | |||
| Gross Profit: | $101,222 | Gross Loss: | $58,922 | |
| Number Trades: | 320 | Percent Profit: | 57.0 | |
| Winning Trades: | 184 | Losing Trades: | 136 | |
| Largest Win: | $11,234 | Largest Loss: | $3,065 | |
| Avg. Win (AW): | $550 | Avg. Loss (AL): | $434 | |
| AW/AL: | 1.27 | Average Trade: | $132 | |
| Max Con. Win. | 8 | Max Con. Los.: | 6 | |
| Max Closed Trade Drawdown | $6,914 | Profit Factor: | 1.72 | |