Test System 3
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Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | +5.3% | +70.5% | +17.0% | +7.4% | (71.8%) | (28.1%) | (77%) | +5093.5% | - | - | |
| 2010 | (1.2%) | - | - | - | - | - | - | - | - | - | - | - |
| 2011 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2012 | - | - |
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | Technical analysis, Volatility trading, Market timing |
| System started | 2/23/2009 (36 months ago) |
| System developer |
Art Collection, Inc 
(Last login to C2: 2/21/11 18:58) C2 Score: 857  Vendor has created 5 other systems. Show The name of this system has been changed 1 time. Show |
| Status | This system is no longer supported. |
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 | |
| 8/17/09 13:44 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 980.75 | 8/19 0:03 |
988.00 | Normal | $697 |
| 8/17/09 11:06 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 978.50 | 8/17 13:44 |
980.25 | Normal | ($203) |
| 8/17/09 2:03 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 994.25 | 8/17 11:06 |
978.50 | Extreme | ($1,603) |
| 8/13/09 16:06 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 1013.25 | 8/14 9:40 |
1007.00 | Normal | $597 |
| 8/13/09 14:00 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 1006.50 | 8/13 15:15 |
1008.75 | Normal | $197 |
| 8/13/09 10:45 | SELL | 1 | @ESU9 | E-MINI S&P 500 | 1007.75 | 8/13 13:52 |
1007.00 | Normal | $24 |
| 8/13/09 3:37 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 1008.62 | 8/13 9:55 |
998.88 | High | $947 |
| 8/10/09 15:14 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 1002.50 | 8/10 16:01 |
1006.50 | Low | $372 |
| 8/6/09 9:55 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 997.50 | 8/7 8:31 |
1002.50 | High | $472 |
| 8/5/09 13:32 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 998.00 | 8/6 7:16 |
1003.50 | Normal | $522 |
| 8/4/09 14:05 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 998.00 | 8/5 9:51 |
998.25 | Very | ($53) |
| 8/4/09 13:30 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 1002.00 | 8/4 14:05 |
998.00 | Normal | ($428) |
| 8/4/09 10:12 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 998.50 | 8/4 13:12 |
1002.50 | Normal | ($428) |
| 8/3/09 16:04 | SELL | 2 | @ESU9 | E-MINI S&P 500 | 1000.25 | 8/4 1:18 |
997.50 | Low | $247 |
| 8/3/09 11:14 | BUY | 2 | @ESU9 | E-MINI S&P 500 | 994.75 | 8/3 12:13 |
996.75 | Normal | $172 |
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.
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Statistics
Analytics| All Statistics Based on Hypothetical Results | |
|---|---|
| Trades | 91 |
| # Profitable | 76 (83.5%) |
| # months tracked | 37 |
| Profitable months | 5 (13.5%) |
| Avg trade duration | 11.0 days |
| Annual return (compounded) | 80.3% |
| Average win | $887 |
| Average loss | $1,370 |
| Profit factor | 3.3:1 |
| Max peak-to-valley drawdown (historical) | 98.1% |
| drawdown period | July 24, 2009 to Sept 21, 2009 |
| Correlation w/ S&P | -0.025 |
| Sharpe ratio | 0.163 |
| Keep after worst-case slippage | 92.2% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 95.1% |
| Chance of 20% account loss | 100.0% |
| Chance of 30% account loss | 93.0% |
| Chance of 50% account loss | 0.7% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.67 |
| Average P/L per unit traded | $140.85 |
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
