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The performance of a Trading system is measured by a number of factors over a reasonable period of time and with a meaningful number of trades. The Omega Technical Analysis Platforms; Supercharts 4 or Tradestation 2000i provide a built in Performance program which allows the trader to run a Trading System against historical data to obtain a comprehensive report- 'The Performance Summary'. In order to calculate the statistics the underlying security is considered to be a 'Future' and the number of points it makes or loses in a trade is multiplied by the Point factor of the Future. For example if the security is the FTSE100 Future (£10 /Point) and the trading program is the 'RH FTSE Future' then a 100point rise obtained in a Long contract would result in a profit of £10x100= £1,000.The Performance program analyses each of the trades for the period of time being measured and then produces a Summary that includes all the main points which a trader would review when considering a system. These criteria are described in the 'Summary Explanation.' We suggest you print off the 'Detailed Summary Explanation'
for reference before reviewing As there is a lot of information in the following performance pages they will take an average of 14secs to load fully; We apologise for the time but believe it is necessary to show the full picture.
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