Other work commitments meant I couldn't sit at my desk everyday.
The reason for posting is the testimonial posted on Jigsaws site. Note the MFE (max favorable excursion) and MAE (max adverse excursion) numbers. These clearly show how reading the order flow accurately puts you in the trade at the right time.
Obviously I also used other indicators to identify potential trades but Jigsaws D&S DOM was my trigger - I think the results speak for themselves. I have received nothing from Jigsaw for this post - only good Karma !
| Performance | All Trades | Long Trades | Short Trades |
| Total Net Profit | $6930.00 | $2570.00 | $4360.00 |
| Gross Profit | $8490.00 | $2570.00 | $5920.00 |
| Gross Loss | $-1560.00 | $0.00 | $-1560.00 |
| Commission | $195.00 | $55.00 | $140.00 |
| Profit Factor | 5.44 | 99.00 | 3.79 |
| Cumulative Profit | $6930.00 | $2570.00 | $4360.00 |
| Max. Drawdown | $-483.75 | $0.00 | $-701.25 |
| Sharpe Ratio | 1.00 | 1.00 | 1.00 |
| Start Date | 01/05/2013 | ||
| End Date | 28/05/2013 | ||
| Total # of Trades | 47 | 12 | 35 |
| Percent Profitable | 87.23% | 100.00% | 82.86% |
| # of Winning Trades | 41 | 12 | 29 |
| # of Losing Trades | 6 | 0 | 6 |
| Average Trade | $147.45 | $214.17 | $124.57 |
| Average Winning Trade | $207.07 | $214.17 | $204.14 |
| Average Losing Trade | $-260.00 | $0.00 | $-260.00 |
| Ratio avg. Win / avg. Loss | 0.80 | 214.17 | 0.79 |
| Max. conseq. Winners | 21 | 12 | 17 |
| Max. conseq. Losers | 3 | 0 | 3 |
| Largest Winning Trade | $588.75 | $490.00 | $588.75 |
| Largest Losing Trade | $-483.75 | $0.00 | $-483.75 |
| # of Trades per Day | 1.81 | 0.67 | 1.35 |
| Avg. Time in Market | 38.3 min | 47.9 min | 35.0 min |
| Avg. Bars in Trade | 0.0 | 0.0 | 0.0 |
| Profit per Month | $8129.42 | $4354.72 | $5114.62 |
| Max. Time to Recover | 10.06 days | 0.01 days | 10.18 days |
| Average MAE | $68.06 | $59.90 | $71.02 |
| Average MFE | $301.39 | $333.33 | $289.77 |
| Average ETD | $153.94 | $119.17 | $165.20 |
