Easy Button
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008 | (10.4%) | (20%) | +53.0% | (71.5%) | +76.1% | |||||||
| 2009 | (7.5%) | (35.5%) | (46.7%) | (282.5%) | (169.6%) | (20.5%) | (26.6%) | (45.2%) | (1.2%) | (45.7%) | (31.5%) | (13.3%) |
| 2010 | (44.5%) | (8.2%) | (75.1%) | (65.8%) | (125.4%) | (0.8%) | (0.8%) | (1.7%) | (0.9%) | (0.8%) | (1.2%) | (1.1%) |
| 2011 | (0.8%) | (0.8%) | (0.8%) | (0.8%) | (0.8%) | (0.8%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) |
| 2012 | (0.7%) | (0.7%) | (0.7%) | (1.4%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) | (0.7%) |
| 2013 | (0.7%) | (0.7%) | - | (0.6%) | (0.6%) |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Technical analysis |
| System started | 8/14/2008 (58 months ago) |
| System developer |
Trader-in-chief 
(Last login to C2: 6/12/12 13:33) C2 Score: 209  Vendor has created 3 other systems. Show The name of this system has been changed 1 time. Show |
| Status | This system is no longer supported. |
System creator requested that closed trades data below be delayed by 2 hours.
Live brokerage trade data is available for this system. Show broker data?
| Hypothetical Trading Results | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Opened ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/L | |
| 5/6/10 13:27 | BUY | 8 | @ESM0 | E-MINI S&P 500 | 1137.44 | 5/6 14:46 |
1112.72 | Extreme | ($10,000) |
| 5/6/10 13:19 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1147.25 | 5/6 13:24 |
1145.25 | Low | ($114) |
| 5/6/10 12:45 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1151.00 | 5/6 13:00 |
1153.25 | Low | $99 |
| 5/6/10 12:27 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1153.50 | 5/6 12:32 |
1154.25 | Low | $24 |
| 5/6/10 12:13 | SELL | 1 | @ESM0 | E-MINI S&P 500 | 1155.75 | 5/6 12:18 |
1155.00 | Low | $24 |
| 5/6/10 10:30 | BUY | 4 | @ESM0 | E-MINI S&P 500 | 1152.75 | 5/6 11:54 |
1152.12 | High | ($105) |
| 5/6/10 9:11 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1157.50 | 5/6 9:25 |
1158.00 | Low | $11 |
| 5/6/10 8:54 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1157.00 | 5/6 9:04 |
1158.25 | Low | $49 |
| 5/5/10 14:52 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1159.75 | 5/5 14:58 |
1161.50 | Low | $74 |
| 5/5/10 12:40 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1167.00 | 5/5 12:51 |
1166.75 | Low | ($27) |
| 5/5/10 11:52 | SELL | 2 | @ESM0 | E-MINI S&P 500 | 1170.88 | 5/5 12:13 |
1171.12 | Normal | ($53) |
| 5/5/10 10:01 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1162.50 | 5/5 10:03 |
1163.75 | Low | $49 |
| 5/5/10 9:01 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1159.75 | 5/5 9:57 |
1162.75 | Normal | $136 |
| 5/4/10 11:01 | BUY | 1 | @ESM0 | E-MINI S&P 500 | 1171.00 | 5/4 11:40 |
1172.50 | Normal | $61 |
| 5/4/10 10:27 | SELL | 1 | @ESM0 | E-MINI S&P 500 | 1181.75 | 5/4 10:29 |
1180.75 | Low | $36 |
icons. This will pop up a window showing you who is trading this in a live brokerage account, at what trade size, and what prices the trader received. This will allow you to compare broker data to the hypothetical results you see below.
<< More recent
Less | More
Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 2,754 |
| # Profitable | 1,756 (63.8%) |
| # months tracked | 58 |
| Profitable months | 2 (3.4%) |
| Avg trade duration | 1.2 hours |
| Annual return (compounded) | 0.0% |
| Average win | $21 |
| Average loss | $39 |
| Profit factor | 0.9:1 |
| Max peak-to-valley drawdown (historical) | 100% |
| drawdown period | Aug 14, 2008 to May 30, 2010 |
| Correlation w/ S&P | 0.000 |
| Sharpe ratio | -0.489 |
| Keep after worst-case slippage | 100.0% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 56.2% |
| Chance of 20% account loss | 23.5% |
| Chance of 30% account loss | 11.1% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.13 |
| Average P/L per unit traded | $21.86 |
Reviews
No reviews have been written yet.
System Description
The system has been rescaled again at the close of February to 10K.
Old notes: System was rescaled on 8/3/09 to 10K...
Old notes: System was rescaled on 8/3/09 to 10K...
- 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.
