Commodities P/X (Test System)
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2005 | (27.4%) | +31.0% | - | (0.8%) | (17.4%) | (0.2%) | (1.8%) | (10.3%) | ||||
| 2006 | (16.1%) | +38.7% | +15.1% | +13.8% | +0.2% | - | - | - | - | - | - | - |
| 2007 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2008 | - | - | - | - | +1.8% | - | - | - | - | - | - | - |
| 2009 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2010 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2013 | - | - | - | - | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
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| Instruments | Mostly Futures; (some forex) |
|---|---|
| Strategies | Technical analysis, Unclassified |
| System started | 5/11/2005 (98 months ago) |
| System developer |
futurm * 
(Last login to C2: 5/18/13 4:05) C2 Score: 999  Vendor has created 14 other systems. Show The name of this system has been changed 2 times. Show |
| Status | This system is no longer supported. |
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/1/06 10:08 | BUY | 1 | LCM6 | LIVE CATTLE | 73.70 | 5/510:08 | 74.20 | Low | $186 |
| 5/1/06 9:03 | BUY | 1 | SBK6 | SUGAR #11 | 16.80 | 5/310:52 | 16.80 | n/a | ($14) |
| 4/17/06 10:03 | BUY | 1 | NGM6 | NATURAL GAS | 7.490 | 4/1811:24 | 7.950 | Low | $4,586 |
| 3/29/06 10:33 | BUY | 10 | BOK6 | SOYBEAN OIL | 2296 | 4/1710:33 | 2269 | Normal | ($1,760) |
| 4/12/06 9:18 | SELL | 1 | KCK6 | 104.60 | 4/179:18 | 105.25 | Low | ($258) | |
| 4/12/06 3:49 | SELL | 1 | @YMM6 | MINI DOW | 11150 | 4/1620:05 | 11175 | Low | ($139) |
| 4/4/06 9:18 | BUY | 1 | KCK6 | 109.50 | 4/119:18 | 107.80 | Normal | ($652) | |
| 4/7/06 8:22 | SELL | 1 | SFM6 | SWISS FRANC | 0.7789 | 4/912:09 | 0.7745 | Low | $536 |
| 4/7/06 3:02 | BUY | 1 | DXM6 | U S DOLLAR INDEX | 88.82 | 4/912:07 | 89.32 | Low | $486 |
| 4/6/06 10:08 | BUY | 1 | LCM6 | LIVE CATTLE | 74.20 | 4/912:01 | 76.30 | Low | $826 |
| 4/6/06 8:23 | SELL | 1 | BPM6 | BRITISH POUND | 1.7589 | 4/911:59 | 1.7451 | Low | $849 |
| 4/6/06 8:23 | BUY | 1 | USM6 | US T- BOND | 108 25/32 | 4/911:57 | 107 29/32 | Low | ($889) |
| 4/2/06 12:09 | SELL | 1 | NGM6 | NATURAL GAS | 7.420 | 4/911:52 | 6.880 | Normal | $5,386 |
| 4/2/06 12:08 | SELL | 1 | LHM6 | LEAN HOGS | 65.15 | 4/911:50 | 63.85 | Low | $506 |
| 4/2/06 12:06 | BUY | 1 | CDM6 | CANADIAN DOLLAR | 0.8579 | 4/911:43 | 0.8736 | Low | $1,556 |
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 111 |
| # Profitable | 45 (40.5%) |
| # months tracked | 97 |
| Profitable months | 6 (6.2%) |
| Avg trade duration | 3.4 days |
| Annual return (compounded) | 1.8% |
| Average win | $2,169 |
| Average loss | $1,246 |
| Profit factor | 1.2:1 |
| Max peak-to-valley drawdown (historical) | 35.42% |
| drawdown period | Aug 18, 2005 to Jan 31, 2006 |
| Correlation w/ S&P | 0.000 |
| Sharpe ratio | 0.082 |
| Keep after worst-case slippage | 99.5% |
| 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) | 0.52 |
| Average P/L per unit traded | $66.63 |
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System Description
Testing X
- 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.
