Loading historical trade record for BT - Bundle...


BT - Bundle




Hypothetical Monthly Returns (includes typical commissions and system fees)

 JanFebMarAprMayJunJulAugSepOctNovDec
2009              (3.2%)(4.6%)(0.9%)(8.7%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)
2010(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)(0.5%)
2011(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)
2012(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)(0.6%)
2013(0.6%)(0.6%)(0.6%)(0.6%)(0.7%)                                          
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this

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

Instruments Futures
Strategies Unclassified
System started 3/27/2009 (51 months ago)
System developer Bundle Trader
(Last login to C2: 1/23/11 19:36)
C2 Score: 967

Vendor has created 9 other systems. Show



Recently Closed Trades

CSVHide NamesDetails


Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
7/20/09 15:15 BUY 1 @ESU9 E-MINI S&P 500 946.75 7/20
16:06
948.50 Low $74
7/16/09 15:45 BUY 1 @ESU9 E-MINI S&P 500 939.75 7/16
16:05
936.25 Low ($189)
7/16/09 9:55 SELL 1 @ESU9 E-MINI S&P 500 930.00 7/16
14:55
937.00 Low ($364)
7/15/09 9:50 BUY 3 @ESU9 E-MINI S&P 500 921.92 7/15
16:10
927.50 Low $796
7/14/09 15:45 BUY 1 @ESU9 E-MINI S&P 500 902.00 7/14
16:05
902.75 Low $24
7/14/09 11:55 SELL 1 @ESU9 E-MINI S&P 500 901.50 7/14
12:45
898.00 Low $161
7/13/09 10:05 SELL 1 @ESU9 E-MINI S&P 500 872.50 7/13
11:50
890.50 Low ($914)
7/9/09 9:40 BUY 2 @ESU9 E-MINI S&P 500 880.75 7/9
16:05
877.25 Low ($378)
7/8/09 11:10 BUY 1 @ESU9 E-MINI S&P 500 874.25 7/9
5:01
880.75 Low $311
7/7/09 11:30 SELL 2 @ESU9 E-MINI S&P 500 884.38 7/7
16:05
877.50 Low $660
7/6/09 11:30 SELL 1 @ESU9 E-MINI S&P 500 886.00 7/6
13:20
890.00 Low ($214)
7/2/09 11:30 SELL 2 @ESU9 E-MINI S&P 500 897.62 7/2
16:05
894.00 Low $335
7/1/09 11:30 BUY 1 @ESU9 E-MINI S&P 500 924.25 7/1
15:45
919.75 Low ($239)
6/30/09 12:44 SELL 1 @ESU9 E-MINI S&P 500 912.00 6/30
16:05
915.75 Low ($202)
6/29/09 15:00 BUY 1 @ESU9 E-MINI S&P 500 922.25 6/29
16:10
921.50 Low ($52)

<< More recent
Less  |  More


Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades80
# Profitable31 (38.8%)
# months tracked51
Profitable months
Avg trade duration4.2 hours
Annual return (compounded)-3.1%
Average win$360
Average loss$377
Profit factor0.6:1
Max peak-to-valley drawdown (historical)13.93%
drawdown periodMarch 31, 2009 to July 13, 2009
Correlation w/ S&P-0.039
Sharpe ratio-1.591
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss0.0%
Chance of 30% account loss0.0%
Chance of 50% account loss0.0%
Chance of 100% account loss0.0%
Average Profit to Drawdown (APD)-0.26
Average P/L per unit traded($84.14)


Reviews


No reviews have been written yet.

System Description

This program bundles and trades the following four Day-Trade systems:

BT - Trend-CounterTrend
BT - LateTrend
BT - Pullback
BT - EarlyPattern

A subscription to this program allows you to subscribe to and trade any combination of the four bundled systems listed above. Please see each individual system's description for system details.

The trade record presented here trades all four of the above systems, with the following exceptions:

1) No more than 3 contracts can be held at one time (each system trades a single contract).

2) All orders are market orders. This is the most effective way to keep a group of systems trading a single symbol in proper synchronization. Individual system stops or profit targets that are hit will be executed via market orders at the end of the 5-minute bar on which they are "filled". We refer to this process as utilizing "virtual" stops and targets.

Note: All BT strategies offered on C2 have been traded in real-time since early 2004 in the "market order only" method described above. Results across the board have been slightly better than hypothetical trading with live stoploss & profit targets. This successful practice, in my opinion, is a sign of robust logic and proper trade design. In other words, delaying entries and exits by up to 5 minutes has no detrimental effect on the systems being traded. No proof will be offered to support the actual trade result claims I made here, so strongly consider that fact before assigning your own value to those statements, if any.

Your email address MUST be subscribed to the "BT - Bundle" system in order to trade any of the BT bundled systems.

- 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.

Find System by Name

Wait

Advanced


Subscribe to System

$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.)



 

Overview

Bundled Day-Trade systems.
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$60,000
Buy Power$52,675
Cash$52,675
Equity$0
Cumulative $($7,325)
Total System Equity$52,675
Margined$0
Open P/L$0


Crowd Opinion

Viewed 18 times
System Notebooks 0 people
System Notebook Comments 0