Saturday, May 19, 2012

TRADING SYSTEM : BACK TEST ON JSW STEEL


5 MIN TRADES
ENTER LOT SIZE ENTER BROKERAGE
500 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 317.49 158744.6704
13-04-2012 500 725 72.5 7.4675 21.75 725.203435 13-04-2012 500 726.55 72.655 7.483465 61.75675 21.7965 726.3461301 1.14269507
500 725 72.5 7.4675 21.75 725.203435 500 726.55 72.655 7.483465 61.75675 21.7965 726.3461301 1.14269507
500 740 74 7.622 22.2 740.207644 500 725 72.5 7.4675 61.625 21.75 724.796565 -15.411079
500 740 74 7.622 22.2 740.207644 500 725 72.5 7.4675 61.625 21.75 724.796565 -15.411079
500 740 74 7.622 22.2 740.207644 500 755 75.5 7.7765 64.175 22.65 754.788147 14.580503
500 740 74 7.622 22.2 740.207644 500 755 75.5 7.7765 64.175 22.65 754.788147 14.580503
18-04-2012 500 761 76.1 7.8383 22.83 761.2135366 500 755 75.5 7.7765 64.175 22.65 754.788147 -6.4253896
500 761 76.1 7.8383 22.83 761.2135366 500 755 75.5 7.7765 64.175 22.65 754.788147 -6.4253896
500 773 77.3 7.9619 23.19 773.2169038 18-04-2012 500 766 76.6 7.8898 65.11 22.98 765.7850604 -7.4318434
500 773 77.3 7.9619 23.19 773.2169038 500 766 76.6 7.8898 65.11 22.98 765.7850604 -7.4318434
19-04-2012 500 767 76.7 7.9001 23.01 767.2152202 500 766 76.6 7.8898 65.11 22.98 765.7850604 -1.4301598
500 767 76.7 7.9001 23.01 767.2152202 500 766 76.6 7.8898 65.11 22.98 765.7850604 -1.4301598
25-04-2012 500 680 68 7.004 20.4 680.190808 19-04-2012 500 764 76.4 7.8692 64.94 22.92 763.7856216 83.5948136
500 680 68 7.004 20.4 680.190808 500 764 76.4 7.8692 64.94 22.92 763.7856216 83.5948136
500 685 68.5 7.0555 20.55 685.192211 26-04-2012 500 680 68 7.004 57.8 20.4 679.809192 -5.383019
500 685 68.5 7.0555 20.55 685.192211 500 680 68 7.004 57.8 20.4 679.809192 -5.383019
27-04-2012 500 676.5 67.65 6.96795 20.295 676.6898259 500 677 67.7 6.9731 57.545 20.31 676.8100338 0.1202079
500 676.5 67.65 6.96795 20.295 676.6898259 500 677 67.7 6.9731 57.545 20.31 676.8100338 0.1202079
500 677 67.7 6.9731 20.31 677.1899662 30-04-2012 500 696 69.6 7.1688 59.16 20.88 695.8047024 18.6147362
500 677 67.7 6.9731 20.31 677.1899662 500 696 69.6 7.1688 59.16 20.88 695.8047024 18.6147362
30-04-2012 500 699 69.9 7.1997 20.97 699.1961394 500 697 69.7 7.1791 59.245 20.91 696.8044218 -2.3917176
500 699 69.9 7.1997 20.97 699.1961394 500 697 69.7 7.1791 59.245 20.91 696.8044218 -2.3917176
500 699 69.9 7.1997 20.97 699.1961394 02-05-2012 500 711 71.1 7.3233 60.435 21.33 710.8004934 11.604354
500 699 69.9 7.1997 20.97 699.1961394 500 711 71.1 7.3233 60.435 21.33 710.8004934 11.604354
04-05-2012 500 668 66.8 6.8804 20.04 668.1874408 500 711 71.1 7.3233 60.435 21.33 710.8004934 42.6130526
500 668 66.8 6.8804 20.04 668.1874408 500 711 71.1 7.3233 60.435 21.33 710.8004934 42.6130526
500 669 66.9 6.8907 20.07 669.1877214 07-05-2012 500 655 65.5 6.7465 55.675 19.65 654.816207 -14.3715144
500 669 66.9 6.8907 20.07 669.1877214 500 655 65.5 6.7465 55.675 19.65 654.816207 -14.3715144
07-05-2012 500 667 66.7 6.8701 20.01 667.1871602 500 655 65.5 6.7465 55.675 19.65 654.816207 -12.3709532
500 667 66.7 6.8701 20.01 667.1871602 500 655 65.5 6.7465 55.675 19.65 654.816207 -12.3709532
500 665 66.5 6.8495 19.95 665.186599 08-05-2012 500 715 71.5 7.3645 60.775 21.45 714.799371 49.612772
500 665 66.5 6.8495 19.95 665.186599 500 715 71.5 7.3645 60.775 21.45 714.799371 49.612772
10-05-2012 500 680 68 7.004 20.4 680.190808 500 708 70.8 7.2924 60.18 21.24 707.8013352 27.6105272
500 680 68 7.004 20.4 680.190808 500 708 70.8 7.2924 60.18 21.24 707.8013352 27.6105272
500 678 67.8 6.9834 20.34 678.1902468 10-05-2012 500 666 66.6 6.8598 56.61 19.98 665.8131204 -12.3771264
500 678 67.8 6.9834 20.34 678.1902468 500 666 66.6 6.8598 56.61 19.98 665.8131204 -12.3771264
11-05-2012 500 668 66.8 6.8804 20.04 668.1874408 500 670 67 6.901 56.95 20.1 669.811998 1.6245572
500 668 66.8 6.8804 20.04 668.1874408 500 670 67 6.901 56.95 20.1 669.811998 1.6245572
500 639 63.9 6.5817 19.17 639.1793034 14-05-2012 500 617 61.7 6.3551 52.445 18.51 616.8268698 -22.3524336
500 639 63.9 6.5817 19.17 639.1793034 500 617 61.7 6.3551 52.445 18.51 616.8268698 -22.3524336
14-05-2012 500 621 62.1 6.3963 18.63 621.1742526 500 617 61.7 6.3551 52.445 18.51 616.8268698 -4.3473828
500 621 62.1 6.3963 18.63 621.1742526 500 617 61.7 6.3551 52.445 18.51 616.8268698 -4.3473828
500 626 62.6 6.4478 18.78 626.1756556 500 625 62.5 6.4375 53.125 18.75 624.824625 -1.3510306
500 626 62.6 6.4478 18.78 626.1756556 500 625 62.5 6.4375 53.125 18.75 624.824625 -1.3510306
500 620 62 6.386 18.6 620.173972 16-05-2012 500 625 62.5 6.4375 53.125 18.75 624.824625 4.650653
500 620 62 6.386 18.6 620.173972 500 625 62.5 6.4375 53.125 18.75 624.824625 4.650653
17-05-2012 500 626 62.6 6.4478 18.78 626.1756556 500 633 63.3 6.5199 53.805 18.99 632.8223802 6.6467246
500 626 62.6 6.4478 18.78 626.1756556 500 633 63.3 6.5199 53.805 18.99 632.8223802 6.6467246
500 629 62.9 6.4787 18.87 629.1764974 17-05-2012 500 623 62.3 6.4169 52.955 18.69 622.8251862 -6.3513112
500 629 62.9 6.4787 18.87 629.1764974 500 623 62.3 6.4169 52.955 18.69 622.8251862 -6.3513112
18-05-2012 500 600 60 6.18 18 600.16836 500 608 60.8 6.2624 51.68 18.24 607.8293952 7.6610352
500 600 60 6.18 18 600.16836 500 608 60.8 6.2624 51.68 18.24 607.8293952 7.6610352
500 600 60 6.18 18 600.16836 18-05-2012 500 601 60.1 6.1903 51.085 18.03 600.8313594 0.6629994
500 600 60 6.18 18 600.16836 500 601 60.1 6.1903 51.085 18.03 600.8313594 0.6629994
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