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Hypothetical Monthly Returns (using typical broker commissions)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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%) |
Loading Chart...
| 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 |
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 ET | B/S | # | Symbol | Price | Closed | Price | Risk | P/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) | |
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 | 2,164 |
| # Profitable | 1,283 (59.3%) |
| # months tracked | 28 |
| Profitable months | 6 (21.4%) |
| Avg trade duration | 9.5 hours |
| Annual return (compounded) | -66.9% |
| Average win | $63 |
| Average loss | $94 |
| Profit factor | 1.0:1 |
| Max peak-to-valley drawdown (historical) | 10633.3% |
| drawdown period | March 31, 2011 to Oct 05, 2011 |
| Correlation w/ S&P | 0.016 |
| Sharpe ratio | -0.48 |
| 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 | 100.0% |
| Chance of 50% account loss | 1.0% |
|---|---|
| Chance of 100% account loss | 1.0% |
| Average Profit to Drawdown (APD) | -0.10 |
| Average P/L per unit traded | ($29.14) |
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