Thanks, looking forward to see the formula laugh

However, I don't necessarily think that the capital is unusually high as I have a largest margin of 247$ because I have 51 trades open at some point. The profit is just unusually low.

This is the result with a maximum of 3 open trades (largest margin: 15$):

ForumTopic compiling.............. assets..
BackTest: ForumTopic portfolio 2011..2013
Profit 16$ MI 1$ DD 6$ Capital 65$
Trades 204 Win 50% Avg +0.9p Bars 34
AR 15% PF 1.17 SR 0.89 UI 11.3% Error 34%
Generate Chart - please wait... ok

Last edited by blaub4r; 07/09/13 14:36.