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mbtrader




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2007                                                               (2.6%)(7.1%)+1.0%
2008(5.8%)(1.8%)(5.2%)+8.1%+5.3%(8%)(4.1%)+5.8%(9.9%)(11.5%)+4.8%(2.5%)
2009(2.4%)(6.8%)+4.9%+8.4%+6.0%+0.9%+3.9%+0.8%+4.4%+0.1%+3.0%+2.4%
2010(3.1%)+1.4%+7.0%(0.9%)(9.2%)(2.3%)+14.5%+3.6%+13.8%(2.2%)+3.5%+2.8%
2011(1.8%)+7.6%+1.1%+7.1%+5.3%(6%)(4.5%)(13.7%)(2.6%)(2.8%)+7.7%+0.2%
2012+5.3%+9.7%+3.5%+3.3%(12.3%)+10.8%(7.5%)+5.1%+1.0%(9.4%)(4.7%)+3.2%
2013+11.4%(0.1%)+0.3%(2.1%)(0.6%)                                          
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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Show chart:  Standard  |  Monte Carlo
Technical Analysis:  Moving Average daysX

Instruments Stocks
Strategies Market timing
System started 10/9/2007 (68 months ago)
System developer mbtrader
(Last login to C2: 11/5/10 19:05)
C2 Score: 937

Vendor has created 1 other system. Show



Recently Closed Trades

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Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
10/10/07 9:30 BUY 1,000 RIO RIO TINTO ADR 34.49 10/16
9:32
34.58 Low $70

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades4
# Profitable4 (100.0%)
# months tracked68
Profitable months38 (55.9%)
Avg trade duration1533.4 days
Annual return (compounded)4.8%
Average win$6,775.50
Average loss$0.00
Profit factorn/a
Max peak-to-valley drawdown (historical)39.42%
drawdown periodOct 12, 2007 to Nov 21, 2008
Correlation w/ S&P0.000
Sharpe ratio0.178
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)2.80
Average P/L per unit traded$0.09
Sum of dividends and cash expir. in model account$2,829


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Overview

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Model Account Status

Started$100,000
Buy Power$84,458
Cash$57,433
Equity$27,025
Cumulative $*$29,931
Dividends Itemized
Total System Equity$129,931
Margined$0
Open P/L$27,012


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