Test system 1
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2005 (3.8%) (7.6%) +2.6% - +0.6% +0.4% (4.7%) +0.4% (0.2%) (1.4%) 2006 (2.5%) - - - - - - - - - - - 2007 - - - - - - - - - - - - 2008 - - - - - - - - - - - - 2009 - - - - - - - - - - - - 2010 - - - - - - - - - - - - 2011 - - - - - - - - - - - - 2012 - - - - - - - - - - - - 2013 - - - - -
There is a substantial risk of loss when trading futures, forex, stocks, or options.
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 2993 days.
Instruments
Futures
Strategies
Technical analysis, Market timing
System started
3/9/2005 (100 months ago)
System developer
www.CreativeTradingSystems.com 988 Vendor has created 10 other systems. Show
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Hide Names Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
1/12/06 14:59
BUY
1
@TYH6
US T-NOTE 10 YR 109 22/64
1/30
108 34/64 Extreme ($827)
1/12/06 14:50
BUY
1
@USH6
US T-BOND 113 22/32
1/30
112 22/32 Low ($1,014)
12/22/05 8:31
BUY
1
@TYH6
US T-NOTE 10 YR 108 58/64
1/11/06 13:03
109 6/64 Low $174
12/9/05 9:09
SELL
1
LGH6
GILT LONG 112.95
12/19
113.45 Low ($899)
11/28/05 2:10
SELL
1
BDH6
EUREX BUND 120.67
12/6
121.29 Low ($745)
11/28/05 8:25
SELL
1
@USH6
US T-BOND 112 19/32
11/28
113 8/32 Low ($670)
11/22/05 8:21
SELL
1
@USZ5
US T-BOND 112 23/32
11/28
112 28/32 Low ($170)
11/21/05 10:50
SELL
1
BDZ5
EUREX BUND 119.73
11/24
120.34 Low ($732)
11/21/05 8:22
SELL
1
@USZ5
US T-BOND 112 24/32
11/21
112 26/32 Low ($77)
11/2/05 4:44
SELL
1
LGZ5
GILT LONG 112.13
11/11
111.34 n/a $1,361
10/24/05 12:44
SELL
1
@USZ5
US T-BOND 113 1/32
10/26
111 13/32 n/a $1,611
9/29/05 2:04
BUY
1
BDZ5
EUREX BUND 122.88
10/20
121.50 n/a ($1,667)
9/13/05 8:42
BUY
1
@TYZ5
US T-NOTE 10 YR 111 27/64
9/27
110 8/64 n/a ($1,311)
9/9/05 10:32
BUY
1
@USZ5
US T-BOND 116 22/32
9/20
114 5/32 n/a ($2,546)
8/16/05 4:33
SELL
1
LGU5
GILT LONG 112.61
8/17
113.02 n/a ($753)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
1/12/06 14:59
BUY
1
@TYH6
US T-NOTE 10 YR
109 22/64
1/30
108 34/64 Extreme ($827)
1/12/06 14:59
BTO
1
@TYH6
109 22/64
1/30/06 22:53
STC
1
@TYH6
108 34/64
Auto Close: 1/30/06 (22:53)
1/12/06 14:50
BUY
1
@USH6
US T-BOND
113 22/32
1/30
112 22/32 Low ($1,014)
1/12/06 14:50
BTO
1
@USH6
113 22/32
1/30/06 22:53
STC
1
@USH6
112 22/32
Auto Close: 1/30/06 (22:53)
12/22/05 8:31
BUY
1
@TYH6
US T-NOTE 10 YR
108 58/64
1/11/06 13:03
109 6/64 Low $174
12/22/05 8:31
BTO
1
@TYH6
108 58/64
1/11/06 13:03
STC
1
@TYH6
109 6/64
12/9/05 9:09
SELL
1
LGH6
GILT LONG
112.95
12/19
113.45 Low ($899)
12/9/05 9:09
STO
1
LGH6
112.95
12/19/05 3:06
BTC
1
LGH6
113.45
11/28/05 2:10
SELL
1
BDH6
EUREX BUND
120.67
12/6
121.29 Low ($745)
11/28/05 2:10
STO
1
BDH6
120.67
12/6/05 11:17
BTC
1
BDH6
121.29
11/28/05 8:25
SELL
1
@USH6
US T-BOND
112 19/32
11/28
113 8/32 Low ($670)
11/28/05 8:25
STO
1
@USH6
112 19/32
11/28/05 11:49
BTC
1
@USH6
113 8/32
11/22/05 8:21
SELL
1
@USZ5
US T-BOND
112 23/32
11/28
112 28/32 Low ($170)
11/22/05 8:21
STO
1
@USZ5
112 23/32
11/28/05 8:25
BTC
1
@USZ5
112 28/32
11/21/05 10:50
SELL
1
BDZ5
EUREX BUND
119.73
11/24
120.34 Low ($732)
11/21/05 10:50
STO
1
BDZ5
119.73
11/24/05 9:40
BTC
1
BDZ5
120.34
11/21/05 8:22
SELL
1
@USZ5
US T-BOND
112 24/32
11/21
112 26/32 Low ($77)
11/21/05 8:22
STO
1
@USZ5
112 24/32
11/21/05 8:32
BTC
1
@USZ5
112 26/32
11/2/05 4:44
SELL
1
LGZ5
GILT LONG
112.13
11/11
111.34 n/a $1,361
11/2/05 4:44
STO
1
LGZ5
112.13
11/11/05 12:21
BTC
1
LGZ5
111.34
10/24/05 12:44
SELL
1
@USZ5
US T-BOND
113 1/32
10/26
111 13/32 n/a $1,611
10/24/05 12:44
STO
1
@USZ5
113 1/32
10/26/05 8:28
BTC
1
@USZ5
111 13/32
9/29/05 2:04
BUY
1
BDZ5
EUREX BUND
122.88
10/20
121.50 n/a ($1,667)
9/29/05 2:04
BTO
1
BDZ5
122.88
10/20/05 2:02
STC
1
BDZ5
121.50
9/13/05 8:42
BUY
1
@TYZ5
US T-NOTE 10 YR
111 27/64
9/27
110 8/64 n/a ($1,311)
9/13/05 8:42
BTO
1
@TYZ5
111 27/64
9/27/05 11:32
STC
1
@TYZ5
110 8/64
9/9/05 10:32
BUY
1
@USZ5
US T-BOND
116 22/32
9/20
114 5/32 n/a ($2,546)
9/9/05 10:32
BTO
1
@USZ5
116 22/32
9/20/05 14:17
STC
1
@USZ5
114 5/32
8/16/05 4:33
SELL
1
LGU5
GILT LONG
112.61
8/17
113.02 n/a ($753)
8/16/05 4:33
STO
1
LGU5
112.61
8/17/05 3:01
BTC
1
LGU5
113.02
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 27 # Profitable 12 (44.4%) # months tracked 99 Profitable months 4 (4.0%) Avg trade duration 7.4 days Annual return (compounded) -1.9% Average win $864 Average loss $1,675 Profit factor 0.4:1 Max peak-to-valley drawdown (historical) 15.68% drawdown period March 15, 2005 to Jan 30, 2006 Correlation w/ S&P 0.000 Sharpe ratio -0.794 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 0.0% Chance of 20% account loss 0.0% Chance of 30% account loss 0.0%
Chance of 50% account loss 0.0% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.05 Average P/L per unit traded ($329.02)
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System Description
Just a test system to test orders and various different concepts under simulated real time conditions.
- This System Description text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified that this text above is an accurate system description. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
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TT SW Global
read more... - This text was submitted by the creator of this strategy. Collective2 verifies only trading signals and hypothetical trading results. We have not verified the Overview text above. Remember there is a substantial risk of loss in trading. Past performance is not indicative of future results. Do not trade with money you cannot afford to lose.
Model Account Status Started $100,000 Buy Power $85,239 Cash $85,239 Equity $0 Cumulative $ ($14,760) Total System Equity $85,239 Margined $0 Open P/L $0
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