FX System
Subscribe Add to... AutoTrade Hypothetical Monthly Returns (using typical broker commissions)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2009 (2.7%) (1.3%) +4.5% +2.3% +2.5% +2.9% 2010 (3.6%) (11.1%) +3.9% (8.4%) +30.5% (35.2%) (8.1%) (0.2%) - - - +0.1% 2011 - - - - - - - - - - - - 2012 - -
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Standard | Monte Carlo Technical Analysis: Moving Average
day
s X Moving average must be less than age of system, which is 933 days.
Instruments
Forex
Strategies
Unclassified
System started
7/14/2009 (31 months ago)
System developer
System trader 121 Vendor has created 1 other system. Show
What is the C2 Score?
Recently Closed Trades CSV Details Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Price Risk P/L
5/25/10 8:53
BUY
2
USD/CHF
1.16577
7/12
1.06581 Extreme ($1,880)
5/25/10 8:52
SELL
4
NZD/JPY
59.115
7/12
62.785 Extreme ($1,659)
5/25/10 8:52
SELL
6
GBP/USD
1.43272
7/12
1.46324 Very ($1,837)
6/1/10 5:33
BUY
2
GBP/CHF
1.69290
7/12
1.60134 Extreme ($1,722)
5/25/10 8:48
SELL
1
EUR/USD
1.22236
7/12
1.25643 Normal ($342)
5/25/10 8:49
SELL
1
EUR/JPY
109.494
7/12
111.371 Normal ($213)
5/25/10 8:50
BUY
1
EUR/GBP
0.85302
7/12
0.83602 Normal ($257)
5/25/10 8:48
SELL
2
EUR/CHF
1.42371
7/12
1.33923 Low $1,585
5/25/10 8:51
SELL
5
EUR/CAD
1.32146
7/12
1.30074 High $997
5/25/10 8:47
SELL
2
EUR/AUD
1.50516
7/12
1.43862 Low $1,162
5/25/10 8:50
SELL
4
CHF/JPY
76.871
7/12
83.162 Extreme ($2,842)
5/25/10 8:54
BUY
6
CAD/JPY
82.781
7/12
85.604 Normal $1,904
6/7/10 3:45
SELL
3
AUD/USD
0.81435
7/12
0.86909 High ($1,645)
5/25/10 8:51
SELL
1
AUD/NZD
1.22867
7/12
1.23373 Low ($37)
5/25/10 8:49
SELL
1
AUD/JPY
72.746
6/14
79.071 Normal ($690)
Hypothetical Trading Results Opened ET B/S # Symbol Price Closed Close Price Risk P/L
5/25/10 8:53
BUY
2
USD/CHF
1.16577
7/12
1.06581 Extreme ($1,880)
5/25/10 8:53
BTO
2
USD/CHF
1.16577
7/12/10 9:26
STC
2
USD/CHF
1.06581
Auto Close: 7/12/10 (9:26)
5/25/10 8:52
SELL
4
NZD/JPY
59.115
7/12
62.785 Extreme ($1,659)
5/25/10 8:52
STO
4
NZD/JPY
59.115
7/12/10 9:26
BTC
4
NZD/JPY
62.785
Auto Close: 7/12/10 (9:26)
5/25/10 8:52
SELL
6
GBP/USD
1.43272
7/12
1.46324 Very ($1,837)
5/25/10 8:52
STO
6
GBP/USD
1.43272
6/7/10 3:44
BTC
4
GBP/USD
1.44355
7/12/10 9:26
BTC
2
GBP/USD
1.50261
Auto Close: 7/12/10 (9:26)
6/1/10 5:33
BUY
2
GBP/CHF
1.69290
7/12
1.60134 Extreme ($1,722)
6/1/10 5:33
BTO
2
GBP/CHF
1.69290
7/12/10 9:26
STC
2
GBP/CHF
1.60134
Auto Close: 7/12/10 (9:26)
5/25/10 8:48
SELL
1
EUR/USD
1.22236
7/12
1.25643 Normal ($342)
5/25/10 8:48
STO
1
EUR/USD
1.22236
7/12/10 9:26
BTC
1
EUR/USD
1.25643
Auto Close: 7/12/10 (9:26)
5/25/10 8:49
SELL
1
EUR/JPY
109.494
7/12
111.371 Normal ($213)
5/25/10 8:49
STO
1
EUR/JPY
109.494
7/12/10 9:26
BTC
1
EUR/JPY
111.371
Auto Close: 7/12/10 (9:26)
5/25/10 8:50
BUY
1
EUR/GBP
0.85302
7/12
0.83602 Normal ($257)
5/25/10 8:50
BTO
1
EUR/GBP
0.85302
7/12/10 9:26
STC
1
EUR/GBP
0.83602
Auto Close: 7/12/10 (9:26)
5/25/10 8:48
SELL
2
EUR/CHF
1.42371
7/12
1.33923 Low $1,585
5/25/10 8:48
STO
2
EUR/CHF
1.42371
7/12/10 9:26
BTC
2
EUR/CHF
1.33923
Auto Close: 7/12/10 (9:26)
5/25/10 8:51
SELL
5
EUR/CAD
1.32146
7/12
1.30074 High $997
5/25/10 8:51
STO
5
EUR/CAD
1.32146
7/12/10 9:26
BTC
5
EUR/CAD
1.30074
Auto Close: 7/12/10 (9:26)
5/25/10 8:47
SELL
2
EUR/AUD
1.50516
7/12
1.43862 Low $1,162
5/25/10 8:47
STO
2
EUR/AUD
1.50516
7/12/10 9:26
BTC
2
EUR/AUD
1.43862
Auto Close: 7/12/10 (9:26)
5/25/10 8:50
SELL
4
CHF/JPY
76.871
7/12
83.162 Extreme ($2,842)
5/25/10 8:50
STO
4
CHF/JPY
76.871
7/12/10 9:26
BTC
4
CHF/JPY
83.162
Auto Close: 7/12/10 (9:26)
5/25/10 8:54
BUY
6
CAD/JPY
82.781
7/12
85.604 Normal $1,904
5/25/10 8:54
BTO
6
CAD/JPY
82.781
7/12/10 9:26
STC
6
CAD/JPY
85.604
Auto Close: 7/12/10 (9:26)
6/7/10 3:45
SELL
3
AUD/USD
0.81435
7/12
0.86909 High ($1,645)
6/7/10 3:45
STO
1
AUD/USD
0.81470
6/7/10 3:48
STO
2
AUD/USD
0.81417
6/14/10 7:15
BTC
1
AUD/USD
0.86024
7/12/10 9:26
BTC
2
AUD/USD
0.87351
Auto Close: 7/12/10 (9:26)
5/25/10 8:51
SELL
1
AUD/NZD
1.22867
7/12
1.23373 Low ($37)
5/25/10 8:51
STO
1
AUD/NZD
1.22867
7/12/10 9:26
BTC
1
AUD/NZD
1.23373
Auto Close: 7/12/10 (9:26)
5/25/10 8:49
SELL
1
AUD/JPY
72.746
6/14
79.071 Normal ($690)
5/25/10 8:49
STO
1
AUD/JPY
72.746
6/14/10 7:19
BTC
1
AUD/JPY
79.071
<< More recent
Statistics Analytics All Statistics Based on Hypothetical Results Trades 272 # Profitable 117 (43.0%) # months tracked 32 Profitable months 7 (21.9%) Avg trade duration 10.8 days Annual return (compounded) -12.5% Average win $377 Average loss $322 Profit factor 0.9:1 Max peak-to-valley drawdown (historical) 56.76% drawdown period June 08, 2010 to July 08, 2010 Correlation w/ S&P -0.022 Sharpe ratio -0.52 Keep after worst-case slippage 100.0% Probabilities of future account loss Chance of 10% account loss 100.0% Chance of 20% account loss 100.0% Chance of 30% account loss 94.4%
Chance of 50% account loss 0.2% Chance of 100% account loss 0.0% Average Profit to Drawdown (APD) -0.13 Average P/L per unit traded
Reviews No reviews have been written yet.
Subscribe to System $300 per quarter, only if profitable Details
This is a pay-for-performance system. Subscriptions cost $300 at the end of each
quarter, but only if the system has made profitable recommendations for the period.
To determine profitability, we do not look at your brokerage account, nor do
we take into consideration whether you actually placed the trades recommended here. We simply measure the system's hypothetical track
record here on the Collective2 Web site, without factoring fees or commissions. You will not be charged unless the sum of the trades during the period was profitable.
Portfolio Trading
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 $20,385 Buy Power $14,482 Cash $14,482 Equity $0 Cumulative $ ($5,902) Total System Equity $14,482 Margined $0 Open P/L $0
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