closed
Hypothetical Monthly Returns (includes typical commissions and system fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | +63.0% | +13.7% | +2.2% | (3.7%) | +0.9% | |||||||
| 2011 | (5.7%) | +5.7% | - | - | - | - | - | - | - | - | - | - |
| 2012 | - | - | - | - | - | - | - | - | - | - | - | - |
| 2013 | - | - | - | - | - | - |
There is a substantial risk of loss when trading futures, forex, stocks, or options. Hide this
Loading Chart...
| Instruments | Futures |
|---|---|
| Strategies | |
| System started | 8/10/2010 (35 months ago) |
| System developer |
MarketWatcher 
(Last login to C2: 2/15/13 14:37) C2 Score: 721  Vendor has created 1 other system. Show The name of this system has been changed 2 times. Show |
| Status | This system is no longer supported. |
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 | |
| 2/9/11 9:25 | SELL | 3 | @ESH1 | E-MINI S&P 500 | 1317.75 | 2/10 10:37 |
1316.75 | Low | $108 |
| 1/18/11 10:54 | BUY | 11 | @TFSH1 | Emini Russell | 798.02 | 2/10 10:37 |
798.86 | Extreme | $776 |
| 12/21/10 15:27 | SELL | 1 | @TFSH1 | Emini Russell | 787.80 | 1/13/11 15:35 | 796.25 | Low | ($859) |
| 12/8/10 9:40 | SELL | 3 | @TFSZ0 | Emini Russell | 766.28 | 12/17 13:43 |
776.05 | Normal | ($2,973) |
| 12/7/10 9:44 | BUY | 1 | @ESZ0 | E-MINI S&P 500 | 1234.08 | 12/7 15:46 |
1224.75 | Low | ($481) |
| 12/6/10 11:52 | BUY | 1 | @TFSZ0 | Emini Russell | 756.25 | 12/7 15:45 |
764.01 | Low | $762 |
| 11/29/10 14:30 | BUY | 3 | @TFSZ0 | Emini Russell | 727.06 | 12/2 9:52 |
737.67 | Normal | $3,140 |
| 11/23/10 15:26 | SELL | 2 | @TFSZ0 | Emini Russell | 723.44 | 11/24 13:29 |
734.54 | Normal | ($2,249) |
| 11/19/10 15:16 | BUY | 2 | @ESZ0 | E-MINI S&P 500 | 1196.62 | 11/24 13:29 |
1187.75 | Normal | ($916) |
| 11/17/10 15:37 | SELL | 2 | @TFSZ0 | Emini Russell | 711.08 | 11/23 10:21 |
719.21 | High | ($1,654) |
| 11/16/10 12:26 | SELL | 1 | @ESZ0 | E-MINI S&P 500 | 1175.10 | 11/18 9:35 |
1190.80 | Low | ($799) |
| 11/16/10 10:06 | BUY | 2 | @TFSZ0 | Emini Russell | 709.01 | 11/17 13:16 |
704.41 | Low | ($949) |
| 11/12/10 11:14 | BUY | 1 | @TFSZ0 | Emini Russell | 721.81 | 11/15 15:12 |
724.60 | Low | $265 |
| 11/10/10 15:10 | SELL | 1 | @TFSZ0 | Emini Russell | 732.13 | 11/11 15:06 |
732.80 | Low | ($81) |
| 11/10/10 9:54 | BUY | 1 | @ESZ0 | E-MINI S&P 500 | 1206.46 | 11/10 12:18 |
1209.79 | Low | $152 |
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 | 50 |
| # Profitable | 34 (68.0%) |
| # months tracked | 35 |
| Profitable months | 5 (14.3%) |
| Avg trade duration | 3.2 days |
| Annual return (compounded) | 24.3% |
| Average win | $1,874 |
| Average loss | $1,285 |
| Profit factor | 3.1:1 |
| Max peak-to-valley drawdown (historical) | 21.22% |
| drawdown period | Nov 11, 2010 to Jan 24, 2011 |
| Correlation w/ S&P | -0.070 |
| Sharpe ratio | 1.263 |
| Keep after worst-case slippage | 99.3% |
| Probabilities of future account loss | |
| Chance of 10% account loss | 12.5% |
| Chance of 20% account loss | 5.9% |
| Chance of 30% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
|---|---|
| Chance of 100% account loss | 0.0% |
| Average Profit to Drawdown (APD) | 0.52 |
| Average P/L per unit traded | $231.41 |
Reviews
No reviews have been written yet.
