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constantine




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2008       (10.9%)(33.5%)(13.7%)(67.5%)+22.0%(12.4%)+293.7%+11.4%+65.0%+17.1%+15.3%
2009(2.7%)+7.6%(0.7%)(7.7%)(25.5%)(8.9%)(2.8%)+11.1%+7.3%(9.7%)+0.1%+5.8%
2010+4.7%+16.4%+1.2%(2.2%)+16.1%(9.7%)(11.9%)+4.8%(6.7%)(3.1%)+8.3%(0.4%)
2011(6.5%)(4.6%)  -  (13.9%)+8.4%+10.2%(8.6%)+1.2%+17.0%(7.7%)+10.9%(0.1%)
2012(3.6%)(4.9%)(2%)(4%)+19.8%(6.9%)(0.4%)(3.1%)(6.4%)+0.7%+2.9%(7.1%)
2013+11.0%+15.9%(0.1%)(6.4%)+5.2%                                          
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 Futures, Forex
Strategies Technical analysis
System started 2/11/2008 (64 months ago)
System developer Twentyfive
(Last login to C2: 11/15/11 6:00)
C2 Score: 955

Vendor has created 2 other systems. Show
StatusThis system is no longer supported.



Recently Closed Trades

CSVDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
7/22/08 7:03 BUY 5 EUR/USD 1.59244 7/22
8:23
1.59000 Normal ($127)
7/18/08 6:33 SELL 5 GBP/USD 1.99581 7/22
5:36
2.00610 Extreme ($520)
7/16/08 6:24 BUY 5 GBP/USD 2.00455 7/18
6:33
1.99606 Extreme ($430)
7/1/08 9:09 BUY 5 EUR/USD 1.57975 7/2
17:40
1.58829 Very $422
6/30/08 13:53 BUY 5 GBP/USD 1.99328 6/30
14:40
1.99285 Normal ($27)
6/26/08 11:41 SELL 5 EUR/USD 1.57300 6/26
14:14
1.57420 Normal ($65)
6/26/08 10:03 BUY 5 EUR/USD 1.57248 6/26
10:22
1.57340 Low $41
6/25/08 12:30 BUY 5 GBP/USD 1.96744 6/25
14:10
1.96600 Normal ($77)
6/25/08 11:39 SELL 1 LFU8 FTSE 100 INDEX 5685.50 6/25
12:16
5684 Normal $16
6/25/08 4:24 BUY 4 GBP/USD 1.96936 6/25
6:00
1.97251 Normal $122
6/24/08 16:03 BUY 4 GBP/USD 1.96980 6/24
17:46
1.97067 Low $31
6/24/08 5:04 SELL 4 GBP/USD 1.96608 6/24
6:20
1.96300 Normal $119
6/20/08 13:30 BUY 4 GBP/USD 1.97630 6/20
14:22
1.97589 Low ($20)
6/19/08 4:32 BUY 4 GBP/USD 1.96938 6/19
7:33
1.97131 Normal $73
6/18/08 11:01 BUY 4 GBP/USD 1.95837 6/18
14:17
1.96070 Normal $89

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades54
# Profitable24 (44.4%)
# months tracked64
Profitable months28 (43.8%)
Avg trade duration32.9 days
Annual return (compounded)10.0%
Average win$930
Average loss$526
Profit factor1.4:1
Max peak-to-valley drawdown (historical)79.3%
drawdown periodFeb 15, 2008 to June 04, 2008
Correlation w/ S&P-0.081
Sharpe ratio0.17
Keep after worst-case slippage 99.2%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss95.0%
Chance of 30% account loss97.5%
Chance of 50% account loss0.6%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.35
Average P/L per unit traded($248.42)


Reviews


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System Description

ooooops! substantial programming error initially... now reverted to manual trading using discretionary technical analysis... at a cost of $20 per profitable trade, there is nothing to lose, except ffor losing trades, which will be minimum... I am aiming for 1 to 5 trades per day on FOREX PAIRS.......

- 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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$20 per profitable trade recommendation Details

This is a pay-for-performance system. You will be charged $20 per trade - but only if a trade is closed at a profit.

Please note that, to determine profitability, we do not look at your brokerage account, nor do we take into consideration whether you made the trades recommended here, nor the trade prices you received. We simply measure the system's hypothetical opening and closing prices here on C2, without factoring in fees or commissions. You will not be charged unless a trade is profitable.



 

Overview

Discretionary Technical Analysis... Disregard any activity prior to June 1st...
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$10,000
Buy Power$15,182
Cash$2,355
Equity$14,198
Cumulative $$6,553
Total System Equity$16,553
Margined$1,371
Open P/L$14,198


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