System 25480083
Hypothetical Monthly Returns (includes typical commissions and system fees)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2007 +8.2% (41%) (25.3%) (11.5%) +36.9% (43.8%) - - +0.1% - 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 2299 days.
Instruments
Forex
Strategies
Technical analysis, Volatility trading, Market timing
System started
3/3/2007 (77 months ago)
System developer
RationalWealthManagement.com 969 Vendor has created 60 other systems. Show The name of this system has been changed 4 times. Show Original name Changed to When changed Magnum (Conservative) Forex Magnum (Conservative) Test 4/12/07 9:39 Magnum (Conservative) Test Magnum (V. Agg.) Test 5/28/07 17:58 Magnum (V. Agg.) Test (V. Agg.) Test 10/4/07 18:11 (V. Agg.) Test System 25480083 5/10/13 0:35
Status This system is no longer supported.
What is the C2 Score?
Recently Closed Trades CSV Details System creator requested that closed trades data below be delayed by seven days.
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
8/26/07 19:05
SELL
1
EUR/NOK
7.95100
8/28
7.96350 Low ($22)
8/23/07 21:58
SELL
4
EUR/SEK
9.37155
8/28
9.39880 Low ($162)
8/8/07 19:31
BUY
12
EUR/CHF
1.64430
8/28
1.63250 Normal ($1,191)
8/6/07 19:22
BUY
4
EUR/JPY
160.855
8/28
154.870 High ($2,100)
8/20/07 19:41
SELL
1
USD/SGD
1.52730
8/28
1.53040 Low ($21)
8/26/07 19:05
SELL
1
USD/NOK
5.81160
8/28
5.86490 Low ($92)
8/8/07 20:48
BUY
6
USD/JPY
118.025
8/28
114.050 Normal ($2,097)
8/8/07 19:33
BUY
4
NZD/USD
0.74290
8/28
0.69190 Normal ($2,044)
8/23/07 21:42
BUY
1
GBP/USD
2.00550
8/28
1.99860 Low ($70)
8/23/07 21:40
BUY
1
GBP/SAR
7.52170
8/28
7.49330 Low ($77)
8/26/07 19:05
SELL
1
GBP/NOK
11.69800
8/28
11.72400 Low ($45)
8/8/07 19:14
BUY
2
GBP/JPY
238.515
8/28
227.950 n/a ($1,852)
8/23/07 21:38
BUY
1
GBP/HKD
15.66100
8/28
15.58500 Low ($98)
8/8/07 19:21
BUY
12
GBP/CHF
2.42747
8/28
2.40310 Extreme ($2,446)
8/6/07 19:17
SELL
4
GBP/AUD
2.40310
8/28
2.47030 High ($2,189)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
8/26/07 19:05
SELL
1
EUR/NOK
7.95100
8/28
7.96350 Low ($22)
8/26/07 19:05
STO
1
EUR/NOK
7.95100
8/28/07 20:01
BTC
1
EUR/NOK
7.96350
Auto Close: 8/28/07 (20:00)
8/23/07 21:58
SELL
4
EUR/SEK
9.37155
8/28
9.39880 Low ($162)
8/23/07 21:58
STO
2
EUR/SEK
9.37150
8/27/07 20:04
STO
2
EUR/SEK
9.37160
8/28/07 20:01
BTC
4
EUR/SEK
9.39880
Auto Close: 8/28/07 (20:00)
8/8/07 19:31
BUY
12
EUR/CHF
1.64430
8/28
1.63250 Normal ($1,191)
8/8/07 19:31
BTO
6
EUR/CHF
1.65070
8/23/07 21:54
BTO
6
EUR/CHF
1.63790
8/28/07 20:01
STC
12
EUR/CHF
1.63250
Auto Close: 8/28/07 (20:00)
8/6/07 19:22
BUY
4
EUR/JPY
160.855
8/28
154.870 High ($2,100)
8/6/07 19:22
BTO
2
EUR/JPY
164.000
8/23/07 21:36
BTO
2
EUR/JPY
157.710
8/28/07 20:01
STC
4
EUR/JPY
154.870
Auto Close: 8/28/07 (20:00)
8/20/07 19:41
SELL
1
USD/SGD
1.52730
8/28
1.53040 Low ($21)
8/20/07 19:41
STO
1
USD/SGD
1.52730
8/28/07 20:00
BTC
1
USD/SGD
1.53040
Auto Close: 8/28/07 (20:00)
8/26/07 19:05
SELL
1
USD/NOK
5.81160
8/28
5.86490 Low ($92)
8/26/07 19:05
STO
1
USD/NOK
5.81160
8/28/07 20:00
BTC
1
USD/NOK
5.86490
Auto Close: 8/28/07 (20:00)
8/8/07 20:48
BUY
6
USD/JPY
118.025
8/28
114.050 Normal ($2,097)
8/8/07 20:48
BTO
3
USD/JPY
119.710
8/23/07 21:56
BTO
3
USD/JPY
116.340
8/28/07 20:00
STC
6
USD/JPY
114.050
Auto Close: 8/28/07 (20:00)
8/8/07 19:33
BUY
4
NZD/USD
0.74290
8/28
0.69190 Normal ($2,044)
8/8/07 19:33
BTO
2
NZD/USD
0.76940
8/23/07 21:55
BTO
2
NZD/USD
0.71640
8/28/07 20:00
STC
4
NZD/USD
0.69190
Auto Close: 8/28/07 (20:00)
8/23/07 21:42
BUY
1
GBP/USD
2.00550
8/28
1.99860 Low ($70)
8/23/07 21:42
BTO
1
GBP/USD
2.00550
8/28/07 20:00
STC
1
GBP/USD
1.99860
Auto Close: 8/28/07 (20:00)
8/23/07 21:40
BUY
1
GBP/SAR
7.52170
8/28
7.49330 Low ($77)
8/23/07 21:40
BTO
1
GBP/SAR
7.52170
8/28/07 20:00
STC
1
GBP/SAR
7.49330
Auto Close: 8/28/07 (20:00)
8/26/07 19:05
SELL
1
GBP/NOK
11.69800
8/28
11.72400 Low ($45)
8/26/07 19:05
STO
1
GBP/NOK
11.69800
8/28/07 20:00
BTC
1
GBP/NOK
11.72400
Auto Close: 8/28/07 (20:00)
8/8/07 19:14
BUY
2
GBP/JPY
238.515
8/28
227.950 n/a ($1,852)
8/8/07 19:14
BTO
1
GBP/JPY
243.720
8/23/07 21:42
BTO
1
GBP/JPY
233.310
8/28/07 20:00
STC
2
GBP/JPY
227.950
Auto Close: 8/28/07 (20:00)
8/23/07 21:38
BUY
1
GBP/HKD
15.66100
8/28
15.58500 Low ($98)
8/23/07 21:38
BTO
1
GBP/HKD
15.66100
8/28/07 20:00
STC
1
GBP/HKD
15.58500
Auto Close: 8/28/07 (20:00)
8/8/07 19:21
BUY
12
GBP/CHF
2.42747
8/28
2.40310 Extreme ($2,446)
8/8/07 19:21
BTO
4
GBP/CHF
2.43580
8/15/07 20:05
BTO
8
GBP/CHF
2.42330
8/28/07 20:00
STC
12
GBP/CHF
2.40310
Auto Close: 8/28/07 (20:00)
8/6/07 19:17
SELL
4
GBP/AUD
2.40310
8/28
2.47030 High ($2,189)
8/6/07 19:17
STO
2
GBP/AUD
2.36750
8/23/07 21:35
STO
2
GBP/AUD
2.43870
8/28/07 20:00
BTC
4
GBP/AUD
2.47030
Auto Close: 8/28/07 (20:00)
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 162 # Profitable 78 (48.1%) # months tracked 76 Profitable months 3 (3.9%) Avg trade duration 10.0 days Annual return (compounded) -15.6% Average win $886 Average loss $1,604 Profit factor 0.5:1 Max peak-to-valley drawdown (historical) 76.8% drawdown period March 26, 2007 to July 20, 2007 Correlation w/ S&P 0.000 Sharpe ratio -0.596 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) -0.31 Average P/L per unit traded $0.00
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