Mechanical trading system system

#1
Mechanical trading system Result

:clapping:DEAR ALL,
I DON'T KNOW SHOULD I TRADE ON THIS SYSTEM OR NOT,I THINK SOME SMART PEOPLE CAN JUDGE MUCH BETTER THAN ME SO PL. I NEED YOUR ADVISE SHOULD I TRADE ON THIS OR NOT.
THIS SYSTEM IS TESTED ON NIFTY FROM 1/6/2005 TO 31/12/2010 AND THIS IS POINT ONLY TEST RESULT.
IS THERE ANY SCOPE FOR IMPROVEMENT PL. SUGGEST ME BASED ON THIS RESULT OF SYSTEM.

I APPRICIATE YOUR REPLY.


Statistics
All trades Long trades Short trades
Initial capital 2000 2000 2000
Ending capital 10698.93 8389.84 4309.1
Net Profit 8698.93 6389.84 2309.1
Net Profit % 434.95% 319.49% 115.45%
Exposure % 2.00% 1.16% 0.84%
Net Risk Adjusted Return % 21749.73% 27487.85% 13786.02%
Annual Return % 35.31% 29.51% 14.85%
Risk Adjusted Return % 1765.86% 2538.83% 1772.71%


All trades 399 210 (52.63 %) 189 (47.37 %)
*Avg. Profit/Loss 21.8 30.43 12.22
*Avg. Profit/Loss % 2180.18% 3042.78% 1221.74%
*Avg. Bars Held 61.77 76.46 45.46


Winners 144 (36.09 %) 95 (23.81 %) 49 (12.28 %)
*Total Profit 16589.46 9808.7 6780.76
*Avg. Profit 115.2 103.25 138.38
*Avg. Profit % 11520.46% 10324.95% 13838.28%
*Avg. Bars Held 138.63 145.38 125.55
*Max. Consecutive 5 5 4
*Largest win 748.85 511.27 748.85
*# bars in largest win 220 279 220


Losers 255 (63.91 %) 115 (28.82 %) 140 (35.09 %)
*Total Loss -7890.52 -3418.86 -4471.66
*Avg. Loss -30.94 -29.73 -31.94
*Avg. Loss % -3094.32% -2972.92% -3194.04%
*Avg. Bars Held 18.37 19.52 17.43
*Max. Consecutive 10 9 13
*Largest loss -134.84 -134.84 -132.89
*# bars in largest loss 5 5 3


Max. trade drawdown -953.89 -451.86 -953.89
Max. trade % drawdown -99.96% -99.87% -99.96%
Max. system drawdown -1372.65 -722.94 -1227.55
Max. system % drawdown -19.50% -11.96% -34.76%
Recovery Factor 6.34 8.84 1.88
CAR/MaxDD 1.81 2.47 0.43
RAR/MaxDD 90.54 212.25 51
Profit Factor 2.1 2.87 1.52
Payoff Ratio 3.72 3.47 4.33
Standard Error 434.92 303.31 407.99
Risk-Reward Ratio 4.17 4.05 1.44
Ulcer Index 5.49 3.66 14.74
Ulcer Performance Index 5.45 6.59 0.64
Sharpe Ratio of trades 1.9 2.65 1.13
K-Ratio 0.0372 0.0361 0.0128
 
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