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ES-ES



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Hypothetical Monthly Returns (using typical broker commissions)

 JanFebMarAprMayJunJulAugSepOctNovDec
2009                                                               (12.3%)+46.9%+69.3%
2010+21.7%(18.5%)(1.7%)+12.8%+33.2%(55.7%)(97%)+4650.6%(126.7%)(125.9%)  -  (4.2%)
2011(20.4%)(94.8%)(50.1%)(6.3%)(3.5%)(0.9%)(0.1%)(5.5%)(11.4%)(1.5%)(6.5%)(1.5%)
2012(4.8%)                                                                  


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

Instruments Forex
Strategies Market timing
System started 10/19/2009 (28 months ago)
System developer Trader
(Last login to C2: 3/22/11 18:26)
C2 Score: 823

Vendor has created 1 other system. Show
The name of this system has been changed 1 time. Show



Recently Closed Trades

CSVDetails


System creator requested that closed trades data below be delayed by seven days.

Note that the system currently has an open, losing position which is not being displayed to non-subscribers.

Live brokerage trade data is available for this system. Show broker data?

Hypothetical Trading Results
Opened ETB/S#Symbol PriceClosedPriceRiskP/L
3/11/11 14:28 BUY 6 AUD/USD 1.01354 3/22
18:28
1.00398 Extreme ($579)
3/11/11 5:39 SELL 12 AUD/USD 1.00257 3/11
14:28
1.00894 n/a ($777)
3/11/11 7:24 SELL 2 EUR/USD 1.37923 3/11
7:56
1.37818 n/a $19
3/11/11 5:46 SELL 2 USD/JPY 82.280 3/11
6:12
82.237 n/a $8
3/11/11 5:27 BUY 1 GBP/USD 1.59836 3/11
5:39
1.59963 n/a $12
3/10/11 6:42 SELL 3 GBP/USD 1.61819 3/10
7:00
1.61670 n/a $42
3/8/11 17:51 BUY 12 AUD/USD 1.01004 3/9
13:10
1.01164 High $180
3/9/11 8:12 SELL 3 USD/CHF 0.92927 3/9
13:08
0.92869 n/a $16
3/9/11 9:40 SELL 2 USD/CAD 0.96957 3/9
10:32
0.96872 n/a $15
3/8/11 17:19 SELL 4 EUR/USD 1.39040 3/8
17:51
1.39033 n/a ($1)
3/8/11 13:03 BUY 5 AUD/USD 1.01076 3/8
17:19
1.00913 Normal ($87)
3/8/11 10:59 SELL 2 GBP/USD 1.61586 3/8
11:24
1.61518 Low $12
3/8/11 7:43 BUY 3 EUR/USD 1.38925 3/8
10:58
1.38956 Normal $6
3/7/11 7:41 SELL 4 EUR/USD 1.40195 3/8
7:17
1.39149 n/a $414
3/2/11 6:26 BUY 4 GBP/USD 1.63184 3/7
7:41
1.62910 Extreme ($113)

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Statistics

Analytics  
All Statistics Based on Hypothetical Results
Trades2,164
# Profitable1,283 (59.3%)
# months tracked28
Profitable months6 (21.4%)
Avg trade duration9.5 hours
Annual return (compounded)-66.9%
Average win$63
Average loss$94
Profit factor1.0:1
Max peak-to-valley drawdown (historical)10633.3%
drawdown periodMarch 31, 2011 to Oct 05, 2011
Correlation w/ S&P0.016
Sharpe ratio-0.48
Keep after worst-case slippage 100.0%
Probabilities of future account loss  
Chance of 10% account loss100.0%
Chance of 20% account loss100.0%
Chance of 30% account loss100.0%
Chance of 50% account loss1.0%
Chance of 100% account loss1.0%
Average Profit to Drawdown (APD)-0.10
Average P/L per unit traded($29.14)


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$60 per monthDetails

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Overview

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Model Account Status

Started$2,859
Buy Power$699
Cash$1
Equity$1
Cumulative $($2,632)
Total System Equity$226
Margined$1
Open P/L($1,244)
System vendor has delayed data by 7 days for non-subs.


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