EUR Scalper
SubscribeAdd to...AutoTrade
Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | (1.1%) | (8.7%) | (7.7%) | +16.0% | +12.5% | +7.3% | +2.0% | (1.7%) | ||||
| 2010 | +25.2% | +11.6% | (9.8%) | +2.7% | (31.9%) | (17.6%) | (3.2%) | +8.0% | +44.9% | +22.4% | +17.4% | (8.7%) |
| 2011 | +31.5% | (0.4%) | +6.3% | +14.5% | (12.4%) | (9.7%) | +26.9% | (9.8%) | (16.2%) | +7.6% | +14.0% | +6.8% |
| 2012 | +2.8% | +1.5% |
Loading Chart...
| Instruments | Forex |
|---|---|
| Strategies | Technical analysis |
| System started | 5/17/2009 (33 months ago) |
| System developer |
T-signals 
(Last login to C2: 2/3/12 2:29) C2 Score: 993  Vendor has created 2 other systems. Show The name of this system has been changed 1 time. Show |
System creator requested that closed trades data below be delayed by one day.
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 | |
| 2/1/12 23:41 | BUY | 10 | EUR/USD | 1.31734 | 2/2 2:35 |
1.31893 | Low | $149 | |
| 2/1/12 13:44 | BUY | 20 | EUR/USD | 1.31599 | 2/1 19:32 |
1.31744 | Low | $271 | |
| 1/31/12 1:44 | BUY | 20 | EUR/USD | 1.31720 | 1/31 4:09 |
1.32021 | Low | $583 | |
| 1/29/12 23:37 | BUY | 20 | EUR/USD | 1.31649 | 1/30 11:58 |
1.31204 | Normal | ($910) | |
| 1/29/12 18:57 | BUY | 20 | EUR/USD | 1.32033 | 1/29 22:24 |
1.31957 | Low | ($171) | |
| 1/26/12 13:36 | BUY | 20 | EUR/USD | 1.31152 | 1/26 22:03 |
1.31183 | Low | $42 | |
| 1/26/12 10:34 | BUY | 10 | EUR/USD | 1.31478 | 1/26 11:04 |
1.31615 | Low | $127 | |
| 1/26/12 2:50 | BUY | 10 | EUR/USD | 1.30985 | 1/26 3:18 |
1.31145 | Low | $150 | |
| 1/25/12 19:56 | BUY | 10 | EUR/USD | 1.30927 | 1/25 21:56 |
1.31085 | Low | $148 | |
| 1/24/12 19:48 | BUY | 20 | EUR/USD | 1.30267 | 1/25 1:48 |
1.30283 | Low | $12 | |
| 1/23/12 21:43 | BUY | 10 | EUR/USD | 1.30001 | 1/23 23:49 |
1.29997 | Low | ($14) | |
| 1/23/12 12:06 | BUY | 20 | EUR/USD | 1.30155 | 1/23 15:18 |
1.30221 | Low | $112 | |
| 1/20/12 3:10 | BUY | 20 | EUR/USD | 1.29469 | 1/20 10:28 |
1.29411 | Normal | ($135) | |
| 1/19/12 19:32 | BUY | 20 | EUR/USD | 1.29572 | 1/19 23:11 |
1.29664 | Low | $165 | |
| 1/19/12 9:30 | BUY | 20 | EUR/USD | 1.28854 | 1/19 11:38 |
1.29118 | Low | $509 | |
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 | 1,717 |
| # Profitable | 1,351 (78.7%) |
| # months tracked | 34 |
| Profitable months | 20 (58.8%) |
| Avg trade duration | 2.9 hours |
| Annual return (compounded) | 79.5% |
| Average win | $124 |
| Average loss | $351 |
| Profit factor | 1.3:1 |
| Max peak-to-valley drawdown (historical) | 32.68% |
| drawdown period | May 17, 2010 to July 23, 2010 |
| Correlation w/ S&P | 0.016 |
| Sharpe ratio | 1.887 |
| Keep after worst-case slippage | 99.7% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 36.6% |
| Chance of 20% account loss | 14.3% |
| Chance of 30% account loss | 11.6% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | -0.04 |
| Average P/L per unit traded |
Reviews
March 23, 2011 from AutoTrader
Very solid system. Limit of 1 average down trade and developer clearly manages very closely. No surprises... Profit ratio holds firm in the 1.4 range. I have been a subscriber since Oct 2010 and like the system.
System Description
EUR Scalper is a day trading system, which catches a pullback against the trend and scalps several pips in a few hours. We trade this system in our own real account.
Model Account Overview:
Traded pair : EUR/USD
Amount per trade : EUR 50k-200k
Recommended initial funds: $20,000
Possible drawdown: $6,000 or more
Frequency Asked Questions:
Q. Does each trade have a stop-loss order?
A. Every trade is entered and exited only by the computer generated signal. No stop-loss or take-profit orders are attached. Alternatively, the system has an internal loss limit for each trade. The maximum loss for one set of trades is limited to about $3000.
Q. How should I scale the trade size for AutoTrade?
A. It depends on your risk tolerance. In the model account, $20,000 of initial funds is required and 30% drawdown should be considered. If your funds is half of the model account, you should set the percentage of the model account to 50% or less. In addition, if you accept only 15% drawdown, you'd better scale down to 25% or less.
Q. How frequently does the system trade?
A. The system trades a couple times a day on average. However, you should remember that in the choppy market, it doesn't trade for a few days. Especially in the second half of December, the system doesn't trade due to lack of liquidity.
Q. My Auto-Trade account is not synced with the model account. Whom should I contact?
A. We can't control your broker's account at all. Please contact your broker or C2 administrator.
Q. Could you tell me the detailed strategy of your system?
A. We are sorry, but this system is NOT a free system, so the detailed strategy will not be open.
Model Account Overview:
Traded pair : EUR/USD
Amount per trade : EUR 50k-200k
Recommended initial funds: $20,000
Possible drawdown: $6,000 or more
Frequency Asked Questions:
Q. Does each trade have a stop-loss order?
A. Every trade is entered and exited only by the computer generated signal. No stop-loss or take-profit orders are attached. Alternatively, the system has an internal loss limit for each trade. The maximum loss for one set of trades is limited to about $3000.
Q. How should I scale the trade size for AutoTrade?
A. It depends on your risk tolerance. In the model account, $20,000 of initial funds is required and 30% drawdown should be considered. If your funds is half of the model account, you should set the percentage of the model account to 50% or less. In addition, if you accept only 15% drawdown, you'd better scale down to 25% or less.
Q. How frequently does the system trade?
A. The system trades a couple times a day on average. However, you should remember that in the choppy market, it doesn't trade for a few days. Especially in the second half of December, the system doesn't trade due to lack of liquidity.
Q. My Auto-Trade account is not synced with the model account. Whom should I contact?
A. We can't control your broker's account at all. Please contact your broker or C2 administrator.
Q. Could you tell me the detailed strategy of your system?
A. We are sorry, but this system is NOT a free system, so the detailed strategy will not be open.
- 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.
