Code Base

The image above is my £100 start using rabbitm2.set

Below is the Report 22August to 1 Nov

Bars in test 70115
Ticks modelled 1107725
Modelling quality 24.96%
Mismatched charts errors 0
Initial deposit 100.00
Total net profit 452.19
Gross profit 1826.41
Gross loss -1374.22
Profit factor 1.33
Expected payoff 1.29
Absolute drawdown 44.55
Maximal drawdown 258.83 (42.97%)
Relative drawdown 68.44% (125.18)
Total trades 350
Short positions (won %) 163 (16.56%)
Long positions (won %) 187 (9.09%)
Profit trades (% of total) 44 (12.57%)
Loss trades (% of total) 306 (87.43%)
Largest
profit trade 135.02
loss trade -7.81
Average
profit trade 41.51
loss trade -4.49
Maximum
consecutive wins (profit in money) 3 (130.68)
consecutive losses (loss in money) 30 (-19.69)
Maximal
consecutive profit (count of wins) 160.54 (2)
consecutive loss (count of losses) -148.90 (20)
Average
consecutive wins 1
consecutive losses 7

Here is the comp entry for next year... from 1st Oct 2008 - 1Nov 2008

Bars in test 33008
Ticks modelled 679997
Modelling quality 25.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 51552.40
Gross profit 208341.67
Gross loss -156789.26
Profit factor 1.33
Expected payoff 405.92
Absolute drawdown 1268.81
Maximal drawdown 54895.03 (47.71%)
Relative drawdown 70.64% (28514.15)
Total trades 127
Short positions (won %) 75 (21.33%)
Long positions (won %) 52 (9.62%)
Profit trades (% of total) 21 (16.54%)
Loss trades (% of total) 106 (83.46%)
Largest
profit trade 36005.20
loss trade -2079.87
Average
profit trade 9921.03
loss trade -1479.14
Maximum
consecutive wins (profit in money) 3 (15359.49)
consecutive losses (loss in money) 26 (-51401.09)
Maximal
consecutive profit (count of wins) 53598.06 (2)
consecutive loss (count of losses) -51401.09 (26)
Average
consecutive wins 1
consecutive losses 7

I would be very grateful for feedback.