Bi-Directional Regression Analysis Investment Network
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B.R.A.I.N. Bi-Directional Regression Analysis Investment Network |
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| B.R.A.I.N. Results |
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Note:
$100 has been deducted from each trade (RT) to account for
slippage and commission.
Markets:
 Japanese Yen/US-$ German Mark/US-$ Swiss Franc/US-$ British Pound/US-$ |
| Testing Period | 1986 to 1994 |
| Mean Average Winning Trade | +23.776 |
| Mean Average Losing Trade | -9.341 |
| Initial Equity | $100.000 |
| Final Equity | $1.379.880 |
| % Gain | +1.380% |
| % Gain p.a. (Compounded Annualized Return) | +41,0% |
| Average Monthly Return | +3,2% |
| Standard Deviation of Monthly Returns | 7,8% |
| Compounded Monthly Return | +2,9% |
| Max. Drawdown | -20,9% |
| Max. Drawdown is the largest Consecutive Equity Decline experienced by the VAMI after reaching a given peak over the indicated track record. This need not be a continuous decline but can even be a series of positive and negative returns where the negative returns are larger than the positive ones. | Info |
| MAR-Ratio | 1,96 |
| MAR-Ratio is the compounded annualized Return divided by the max. Drawdown. | Info |
| Profit Factor | 1 : 2,21 |
| Profit Factor is Gross Profits divided by Gross Loss. This number represents how many dollars the system made for every dollar it lost. | Info |
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B.R.A.I.N.
Results 2
B.R.A.I.N.
Results 3
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