Loading historical trade record for Test System 3...


Test System 3

What it trades: Futures

Hypothetical Monthly Results

 JanFebMarAprMayJunJulAugSepOctNovDec
2009         -  +5.5%+74.6%+20.0%+9.0%(63.9%)(15.2%)(47.6%)+1387.4%  -    -  
2010(1.1%)  -    -                                                        

 
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Subscription Terms

$250 per month (Details)

Subscriptions cost $250 per month. (That is, we will charge you every 30 days - not when the month name on the calendar changes. So it's okay to sign up towards the end of a calendar month. You'll still get a full 30 days.)



Strategy Description 


Camo-ES is a long and short system trading ES
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- This overview was provided by the system developer. Collective2 has not verified it.




Recently Closed Trades

Details

Opened ET B/S # Symbol   Price Closed Price Risk P/L
8/17/09 13:44 BUY 2 @ESU9 E-MINI S&P 500 980.75 8/19 0:03 988.00 Normal $725
8/17/09 11:06 SELL 2 @ESU9 E-MINI S&P 500 978.50 8/17 13:44 980.25 Normal ($175)
8/17/09 2:03 BUY 2 @ESU9 E-MINI S&P 500 994.25 8/17 11:06 978.50 Extreme ($1,575)
8/13/09 16:06 SELL 2 @ESU9 E-MINI S&P 500 1013.25 8/14 9:40 1007.00 Normal $625
8/13/09 14:00 BUY 2 @ESU9 E-MINI S&P 500 1006.50 8/13 15:15 1008.75 Normal $225
8/13/09 10:45 SELL 1 @ESU9 E-MINI S&P 500 1007.75 8/13 13:52 1007.00 Normal $37
8/13/09 3:37 SELL 2 @ESU9 E-MINI S&P 500 1008.62 8/13 9:55 998.88 High $975
8/10/09 15:14 BUY 2 @ESU9 E-MINI S&P 500 1002.50 8/10 16:01 1006.50 Low $400
8/6/09 9:55 BUY 2 @ESU9 E-MINI S&P 500 997.50 8/7 8:31 1002.50 High $500
8/5/09 13:32 BUY 2 @ESU9 E-MINI S&P 500 998.00 8/6 7:16 1003.50 Normal $550
8/4/09 14:05 SELL 2 @ESU9 E-MINI S&P 500 998.00 8/5 9:51 998.25 Very ($25)
8/4/09 13:30 BUY 2 @ESU9 E-MINI S&P 500 1002.00 8/4 14:05 998.00 Normal ($400)
8/4/09 10:12 SELL 2 @ESU9 E-MINI S&P 500 998.50 8/4 13:12 1002.50 Normal ($400)
8/3/09 16:04 SELL 2 @ESU9 E-MINI S&P 500 1000.25 8/4 1:18 997.50 Low $275
8/3/09 11:14 BUY 2 @ESU9 E-MINI S&P 500 994.75 8/3 12:13 996.75 Normal $200

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Reviews


 
July 24, 2009 from Subscriber

you are an idiot

 
July 17, 2009 from AutoTrader

Kept averaging the loosing position. Took heavy loss in the account. I told him to have stop loss on each trade last month but he ignore my suggestion. Stay away from this guy!

 
July 16, 2009 from AutoTrader

Its called a stop loss Dude!! Have you lost your mind, you blew 50% in 3 days, you should be ashamed of yourself. Run Away, FAR FAR AWAY!

 
July 16, 2009 from AutoTrader



Statistics

Analytics  
System has been audited since2/23/2009 (13 months ago)
Trades91
# Profitable76 (83.5%)
# months tracked13
Profitable months5 (38.5%)
Avg trade duration2.9 days
Annual return (compounded)396.6%
Average win$579
Average loss$1,370
Profit factor2.1:1
Max peak-to-valley drawdown (historical)98.1%
drawdown periodJuly 24, 2009 to Sept 21, 2009
Correlation w/ S&P-0.025
Sharpe ratio0.226
C2Realism Factor 99%
Keep after worst-case slippage 84.4%
Probabilities of future account loss  
Chance of 10% account loss95.1%
Chance of 20% account loss100.0%
Chance of 30% account loss93.0%
Chance of 50% account loss0.7%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)0.34
Average P/L per unit traded$140.66