Saturday, May 19, 2012

TRADING SYSTEM : BACK TEST ON LARSEN & TOUBRO


5 MIN TRADES
ENTER LOT SIZE ENTER BROKERAGE
250 0.02% POINTS RS.
DATE QTY BUY RATE BROKERAGE S. TAX STAMP NET PRICE DATE QTY SELL RATE BROKERAGE S. TAX STT STAMP NET PRICE NET P/L 556.19 139047.9862
13-04-2012 250 1317 65.85 6.78255 19.755 1317.36955 13-04-2012 250 1321 66.05 6.80315 56.1425 19.815 1320.629327 3.2597772
250 1317 65.85 6.78255 19.755 1317.36955 250 1321 66.05 6.80315 56.1425 19.815 1320.629327 3.2597772
16-04-2012 250 1305 65.25 6.72075 19.575 1305.366183 250 1321 66.05 6.80315 56.1425 19.815 1320.629327 15.2631444
250 1305 65.25 6.72075 19.575 1305.366183 250 1321 66.05 6.80315 56.1425 19.815 1320.629327 15.2631444
250 1307 65.35 6.73105 19.605 1307.366744 17-04-2012 250 1299 64.95 6.68985 55.2075 19.485 1298.635501 -8.7312436
250 1307 65.35 6.73105 19.605 1307.366744 250 1299 64.95 6.68985 55.2075 19.485 1298.635501 -8.7312436
17-04-2012 250 1319 65.95 6.79285 19.785 1319.370111 250 1299 64.95 6.68985 55.2075 19.485 1298.635501 -20.7346108
250 1319 65.95 6.79285 19.785 1319.370111 250 1299 64.95 6.68985 55.2075 19.485 1298.635501 -20.7346108
250 1321 66.05 6.80315 19.815 1321.370673 18-04-2012 250 1350 67.5 6.9525 57.375 20.25 1349.62119 28.2505174
250 1321 66.05 6.80315 19.815 1321.370673 250 1350 67.5 6.9525 57.375 20.25 1349.62119 28.2505174
19-04-2012 250 1329 66.45 6.84435 19.935 1329.372917 250 1350 67.5 6.9525 57.375 20.25 1349.62119 20.2482726
250 1329 66.45 6.84435 19.935 1329.372917 250 1350 67.5 6.9525 57.375 20.25 1349.62119 20.2482726
250 1316 65.8 6.7774 19.74 1316.36927 19-04-2012 250 1319 65.95 6.79285 56.0575 19.785 1318.629889 2.260619
250 1316 65.8 6.7774 19.74 1316.36927 250 1319 65.95 6.79285 56.0575 19.785 1318.629889 2.260619
23-04-2012 250 1308 65.4 6.7362 19.62 1308.367025 250 1311 65.55 6.75165 55.7175 19.665 1310.632133 2.2651086
250 1308 65.4 6.7362 19.62 1308.367025 250 1311 65.55 6.75165 55.7175 19.665 1310.632133 2.2651086
250 1298 64.9 6.6847 19.47 1298.364219 23-04-2012 250 1297 64.85 6.67955 55.1225 19.455 1296.636062 -1.728157
250 1298 64.9 6.6847 19.47 1298.364219 250 1297 64.85 6.67955 55.1225 19.455 1296.636062 -1.728157
25-04-2012 250 1206 60.3 6.2109 18.09 1206.338404 250 1294 64.7 6.6641 54.995 19.41 1293.636904 87.2985
250 1206 60.3 6.2109 18.09 1206.338404 250 1294 64.7 6.6641 54.995 19.41 1293.636904 87.2985
250 1222 61.1 6.2933 18.33 1222.342893 26-04-2012 250 1241 62.05 6.39115 52.7425 18.615 1240.651775 18.3088822
250 1222 61.1 6.2933 18.33 1222.342893 250 1241 62.05 6.39115 52.7425 18.615 1240.651775 18.3088822
27-04-2012 250 1243 62.15 6.40145 18.645 1243.348786 27-04-2012 250 1240 62 6.386 52.7 18.6 1239.652056 -3.6967298
250 1243 62.15 6.40145 18.645 1243.348786 250 1240 62 6.386 52.7 18.6 1239.652056 -3.6967298
250 1225 61.25 6.30875 18.375 1225.343735 250 1238 61.9 6.3757 52.615 18.57 1237.652617 12.3088822
250 1225 61.25 6.30875 18.375 1225.343735 250 1238 61.9 6.3757 52.615 18.57 1237.652617 12.3088822
250 1234 61.7 6.3551 18.51 1234.34626 28-04-2012 250 1238 61.9 6.3757 52.615 18.57 1237.652617 3.3063568
250 1234 61.7 6.3551 18.51 1234.34626 250 1238 61.9 6.3757 52.615 18.57 1237.652617 3.3063568
02-05-2012 250 1245 62.25 6.41175 18.675 1245.349347 250 1238 61.9 6.3757 52.615 18.57 1237.652617 -7.6967298
250 1245 62.25 6.41175 18.675 1245.349347 250 1238 61.9 6.3757 52.615 18.57 1237.652617 -7.6967298
250 1245 62.25 6.41175 18.675 1245.349347 02-05-2012 250 1239 61.95 6.38085 52.6575 18.585 1238.652337 -6.6970104
250 1245 62.25 6.41175 18.675 1245.349347 250 1239 61.95 6.38085 52.6575 18.585 1238.652337 -6.6970104
03-05-2012 250 1217 60.85 6.26755 18.255 1217.34149 250 1239 61.95 6.38085 52.6575 18.585 1238.652337 21.3108464
250 1217 60.85 6.26755 18.255 1217.34149 250 1239 61.95 6.38085 52.6575 18.585 1238.652337 21.3108464
250 1217 60.85 6.26755 18.255 1217.34149 03-05-2012 250 1204 60.2 6.2006 51.17 18.06 1203.662158 -13.6793326
250 1217 60.85 6.26755 18.255 1217.34149 250 1204 60.2 6.2006 51.17 18.06 1203.662158 -13.6793326
07-05-2012 250 1152 57.6 5.9328 17.28 1152.323251 250 1207 60.35 6.21605 51.2975 18.105 1206.661316 54.3380646
250 1152 57.6 5.9328 17.28 1152.323251 250 1207 60.35 6.21605 51.2975 18.105 1206.661316 54.3380646
250 1152 57.6 5.9328 17.28 1152.323251 08-05-2012 250 1177 58.85 6.06155 50.0225 17.655 1176.669734 24.3464826
250 1152 57.6 5.9328 17.28 1152.323251 250 1177 58.85 6.06155 50.0225 17.655 1176.669734 24.3464826
09-05-2012 250 1187 59.35 6.11305 17.805 1187.333072 250 1180 59 6.077 50.15 17.7 1179.668892 -7.6641802
250 1187 59.35 6.11305 17.805 1187.333072 250 1180 59 6.077 50.15 17.7 1179.668892 -7.6641802
250 1185 59.25 6.10275 17.775 1185.332511 09-05-2012 250 1166 58.3 6.0049 49.555 17.49 1165.67282 -19.6596906
250 1185 59.25 6.10275 17.775 1185.332511 250 1169 58.45 6.02035 49.6825 17.535 1168.671979 -16.6605324
10-05-2012 250 1183 59.15 6.09245 17.745 1183.33195 250 1168 58.4 6.0152 49.64 17.52 1167.672259 -15.6596906
250 1183 59.15 6.09245 17.745 1183.33195 250 1168 58.4 6.0152 49.64 17.52 1167.672259 -15.6596906
250 1183 59.15 6.09245 17.745 1183.33195 10-05-2012 250 1171 58.55 6.03065 49.7675 17.565 1170.671417 -12.6605324
250 1183 59.15 6.09245 17.745 1183.33195 250 1171 58.55 6.03065 49.7675 17.565 1170.671417 -12.6605324
11-05-2012 250 1145 57.25 5.89675 17.175 1145.321287 250 1171 58.55 6.03065 49.7675 17.565 1170.671417 25.3501304
250 1145 57.25 5.89675 17.175 1145.321287 250 1171 58.55 6.03065 49.7675 17.565 1170.671417 25.3501304
250 1153 57.65 5.93795 17.295 1153.323532 14-05-2012 250 1140 57 5.871 48.45 17.1 1139.680116 -13.6434158
250 1153 57.65 5.93795 17.295 1153.323532 250 1140 57 5.871 48.45 17.1 1139.680116 -13.6434158
14-05-2012 250 1153 57.65 5.93795 17.295 1153.323532 250 1148 57.4 5.9122 48.79 17.22 1147.677871 -5.6456606
250 1153 57.65 5.93795 17.295 1153.323532 250 1148 57.4 5.9122 48.79 17.22 1147.677871 -5.6456606
250 1153 57.65 5.93795 17.295 1153.323532 250 1139 56.95 5.86585 48.4075 17.085 1138.680397 -14.6431352
250 1153 57.65 5.93795 17.295 1153.323532 250 1139 56.95 5.86585 48.4075 17.085 1138.680397 -14.6431352
250 1164 58.2 5.9946 17.46 1164.326618 16-05-2012 250 1207 60.35 6.21605 51.2975 18.105 1206.661316 42.3346974
250 1164 58.2 5.9946 17.46 1164.326618 250 1207 60.35 6.21605 51.2975 18.105 1206.661316 42.3346974
16-05-2012 250 1153 57.65 5.93795 17.295 1153.323532 250 1207 60.35 6.21605 51.2975 18.105 1206.661316 53.337784
250 1153 57.65 5.93795 17.295 1153.323532 250 1207 60.35 6.21605 51.2975 18.105 1206.661316 53.337784
250 1153 57.65 5.93795 17.295 1153.323532 250 1169 58.45 6.02035 49.6825 17.535 1168.671979 15.3484468
250 1153 57.65 5.93795 17.295 1153.323532 250 1169 58.45 6.02035 49.6825 17.535 1168.671979 15.3484468
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